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- def make_pipeline():
- #Stock universe
- market_cap_filter = morningstar.valuation.market_cap.latest.percentile_between(90, 100)
- value = morningstar.valuation_ratios.pb_ratio.latest.percentile_between(80, 100)
- gross_profit = morningstar.income_statement.gross_profit.latest
- total_assets = morningstar.balance_sheet.total_assets.latest
- gross_profitability = (gross_profit / total_assets).percentile_between(80, 100)
- securities = (market_cap_filter & tradeable_stocks & value & gross_profitability)
- return Pipeline(
- columns={
- 'tradeable': tradeable_stocks,
- 'market_cap': morningstar.valuation.market_cap.latest,
- 'p/b ratio in top 20%': value,
- 'gross_profitability': gross_profitability
- },
- screen = securities
- )
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