How do I reference Morningstar Data?

For debugging purposes, how would i log (or display) the next earnings date? The following gives error messages. I'm sure I'm not defining or accessing it correctly.

Debug("The next earnings date is " + Securities["symbol"].EarningReport.FileDate)

In QuantConnect/Lean, we deal with different types of data.
Securities[Symbol] is a Security object. It does not have fundamental information.

The objects that have fundamental information can only be accessed with a method that as argument of the AddUniverse:

In this case, the FineSelectionFunction method. There we can loop thought the fine enumerable and display the earnings date:

Let me add that we agree it should have access like that, since some strategies do need/use fundamental outside the scope of universe selection.

We've added this feature to our TODO list. ;-)

Thanks (again) Alexandre! I'm a veteran trader, but new to C#. I appreciate the extended explanation! I feel like a kid in a candy store with these backtesting opportunities!

Hi, in terms of the earnings report filing dates, I noticed your code uses past tense...

Are future file dates also included in the Morningstar data, and if so how far ahead? At minimum I am just looking to access the next date for any particular asset. Thanks in advance! @Alexandre Catarino 

Alexandre Catarino is there a reference document that lists all of the fundamental data available?  I can't seem to find one for QuantConnect?

Its in the data link in the page header under fundamentals.

OK I found it, here it is: QuantConnect Morningstar Fundamentals Reference

Alexandre,

I wanted to check in on the feature on your TO DO list i.e. making the fundamental data accessible outside the universe selection so that it can be used in strategies as well. Has that feature already been added or will it be released in the near future? 

I am particularly looking to have access to the industry data for the symbols in my universe.

Hi Goofball,

We now receive fundamental data in the Security object if we have a Fundamentals based Universes. For a basic example, please see the attached backtest. Furthermore, documentation is currently being fleshed out for this new feature.

Best,
Shile Wen

Thanks Shile. This is a super useful feature!

Hi Shile,

When I clone and run the algo you posted I get this runtime error.

Runtime Error: AttributeError : 'NoneType' object has no attribute 'FinancialStatements'
  at Rev
    income_statement = self.security.Fundamentals.FinancialStatements.IncomeStatement
  File "main.py" in main.py: line 48
	 (Open Stacktrace)

Any ideas?

Hi Steve,

If I may while I'm at it. Little bugs in the data it appears (some are flagged to have Fundamentals but they don't):

class SymbolData:
    def __init__(self, security):
        self.security = security
        
    @property
    def MarketCap(self):
        if self.security.Fundamentals is not None:
            return self.security.Fundamentals.CompanyProfile.MarketCap
        else:
            return None
    
    @property
    def Rev(self):
        if self.security.Fundamentals is not None:
            income_statement = self.security.Fundamentals.FinancialStatements.IncomeStatement
            return income_statement.TotalRevenue.TwelveMonths
        else:
            return None

You will need to handle None possibly returned by MarketCap and Rev when you call them. In the current algo, only Rev is called and it is only to log it so then, None, is fine.

Fred