我正在尝试将Morningstar的总收益值实现到我的算法中,但是会引发此错误,这是怎么回事?
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.data import morningstar
import pandas as pd
import numpy as np
class Totalyield(CustomFactor):
# Pre-declare inputs and window_length
#total yield = dividend yield + buyback yield
inputs = [morningstar.valuation_ratios.total_yield]
window_length = 1
def compute(self, today, assets, out, ty):
table = ty.DataFrame(index=assets)
table ["ty"] = ty[-1]
out[:] = table.fillna(table.max()).mean(axis=1)
运行时错误
AttributeError: 'numpy.ndarray' object has no attribute 'DataFrame'
USER ALGORITHM:29, in compute
table = ty.DataFrame(index=assets)