Hi
Is there a way to pull the previous year's company balance sheet info?
Thanks
QUANTCONNECT COMMUNITY
Hi
Is there a way to pull the previous year's company balance sheet info?
Thanks
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Gurumeher Sawhney
In order to pull the previous year's company balance sheet info, you will to use a warm-up period of a year and store the information. Currently, QuantConnect does not offer the ability to request historical fine fundamental data. Here is an example of the previous year's company data being held for a year, before being used to calculate the yearly accrual.
You can see the variables self.previous_fine and filtered_fine being used to store the universes for future analysis:
Flame
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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