There seems to be data discrepancy between pipeline and actual data. Pipeline is delayed by a day which is fine, but it's not pulling the prior day value correctly either. Column 1 is going to be Pipeline value compared to the prior days actual opening value for VIX.
09/07/16 12.42 - 12.42 09/06/16
09/08/16 11.89 - 11.89 09/07/16
09/09/16 11.89 - 11.74 09/08/16 **
09/12/16 11.74 - 12.52 09/09/16 **
09/13/16 20.13 - 20.13 09/12/16
my_pipe = Pipeline() attach_pipeline(my_pipe, 'my_pipeline') my_pipe.add(GetVIX(inputs=[cboe_vix.vix_open]), 'VixOpen')
def before_trading_start(context, data): """ Called every day before market open. """ context.output = pipeline_output('my_pipeline') context.vix = context.output["VixOpen"].iloc[-1]```