Converting from Quantopian to QuantConnect by Skyfold

Skyfold

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Hello! I am trying to transpose a code from Quantopian to QuantConnect but face difficulties with the header

from QuantConnect.pipeline import Pipeline
from QuantConnect.algorithm import attach_pipeline, pipeline_output
from QuantConnect.pipeline.data.builtin import USEquityPricing
from QuantConnect.pipeline.data import morningstar
from QuantConnect.pipeline.factors import SimpleMovingAverage, AverageDollarVolume
from QuantConnect.pipeline.filters.morningstar import IsPrimaryShare

and the following instruction

# Equities listed as common stock (as opposed to, say, preferred stock).
# 'ST00000001' indicates common stock.
common_stock = morningstar.share_class_reference.security_type.latest.eq('ST00000001')
Help is appreciated! Thank you.

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4 Comments

Skyfold

, ,

Accepted Answer

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Alexandre Catarino

Please checkout the docs, under Universes.
You can also find working examples in the University tab in the Algorithm Lab and the open-source project.
If you want to filter the universe to find only common stock, you should use:

filtered = [x for x in fine if x.SecurityReference.SecurityType == 'ST00000001']

in the selector method:

# sort the data by P/E ratio and take the top 'NumberOfSymbolsFine'

def FineSelectionFunction(self, fine):

    # only use common stock (ST00000001)

    filtered = [x for x in fine if x.SecurityReference.SecurityType == 'ST00000001']



    # sort descending by P/E ratio

    sortedByPeRatio = sorted(filtered, key=lambda x: x.ValuationRatios.PERatio, reverse=True)



    # take the top entries from our sorted collection

    return [ x.Symbol for x in sortedByPeRatio[:self.__numberOfSymbolsFine] ]

Skyfold

253 ,

Thank you very much Alexandre for your support. I will look attentively to the provided documentation.

Ruslan

3k ,

Any updates on the algorithm?

It just so happens that I am trying to convert the same one, so feel free to let me know if there are any areas you need help with.

Chris Buckley

9 ,

You guys ever finish converting this algorithm?? ive been hitting nothing but roadblocks :/

Skyfold

, , edit

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