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quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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Missing "get_pricing" function for zipline (exists in quantopian.pipeline) #358

Closed carstenf closed 4 years ago

carstenf commented 4 years ago

hi

I'm trying to build a tear sheet for Alphalens. I use the zipline pipeline to get the data from the bundle. Everthink works nice, unfortunately I do not find the zipline counterpart for the "get_pricing" function from from quantopian.pipeline import Pipeline

pricing_data = get_pricing( symbols=factor_data.index.levels[1], start_date='2014-1-1', end_date='2016-2-1', fields='open_price')

I'm using a workaround, but would prefer to use the build in function to get the price information.

Could someone point me the direction to look for?

best Carsten