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Hi All, I'm new here. I'm guessing this should be easy, but I can't find anything in the docs about it! (been searching for ages now).
In my research notebook I want to pull in Market Cap and Enterprise value for a few stocks. However can't find any info on how to do this?? I've looked all through here: Documentation / Research / Fundamental Data and can't for the life of me find how to do it.
I also want to pull in the EVtoRev ratios, eg data = qb.GetFundamental(["BOX","TEAM", "TWLO","VEEV"], "ValuationRatios.EVtoRevenue", datetime(2017, 1, 4), datetime.now())
but when I do that, I just get results of 0 or NaN in the data. Which also seems odd for such a simple ratio...
Thanks in advance for the help!
Jing Wu
We've got new Morning Star data recently which has added more fields in LEAN's code.
CompanyProfile.EnterpriseValue and CompanyProfile.MarketCap are all included in new fields.
But we haven't processed or announced the new data yet for backtesting/live trading in QuantConnect. The new data should be ready very soon and requires a reprocessing of the dataset. We're doing more testing in private to make sure the new fields ready for production/live trading.
For zero value in "ValuationRatios.EVtoRevenue", we're still working on this issue.
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.
Wu zheng
Jing,
When EVtoRevenue is available, can you put a comment in this thread so that we know and can pick it up. Thanks.
I understand there are a lot of fields, can you make the commonly used fields listed in Yahoo Finance App availabke first. They are a small subset and they will meet the need of most people I think.
Also, is there a website that list all the fields that are currently available? If not, can you guys make one. That will make our life so much easier.
Thanks for bring those data to us. They are very useful.
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.
Michael Manus
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.
Michael Manus
Because search in the documentation does not work there is the link above :)
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.
Alexandre Catarino
AddEquity creates a Security object and subcribes to data updates. In the process of creating a Security, a Symbol object is also created, it is added to a cache so that we can use either the Symbol object or the string (implicit conversion) in all the methods that required a Symbol object as input.
Please add a concrete example of the trouble you are having. Let's make it work!
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.
Pranava INVESTOR
Hi
How about python? Is there a equivalent for "userdefineduniverse" for python? Or is there a "finefiltereduniverse forpython"?
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.
Michael Manus
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.
Wu zheng
I may have this figured out. When AddUniverse(CoarseSelectionFunction,FineSelectionFunction is called in Initialization(). the two filter functions are registered, but the universe is NOT created immediately. The universe management data structure is populated later execution exits Initialization(). As a result, you cannot access universe.Members.Keys in Initialization().
The following shows a work around. They are pieces of my code with editing. (I have less than a month experience with C# and Quantconnect, so excuse me if something does not look normal);
public override void Initialize()
{
//code removed
AddUniverse(CoarseSelectionFunction, FineSelectionFunction);
}
public void InitializationPart2()
{
// Use UniverseManager to find symbols from the Universe Selection
foreach (var universe in UniverseManager.Values)
{
if (universe is UserDefinedUniverse)
{
continue;
}
List<Symbol> symbols = new List<Symbol> (universe.Members.Keys);
Debug(string.Join(", ",symbols.Select(x => x.Value.ToString())));
foreach (Symbol symbol in symbols)
{
//code removed
Debug(symbol.Value);
/code removed
}
}
}
bool firstTimeCallOnData=true;
public void OnData(TradeBars data)
{
if (firstTimeCallOnData) InitializationPart2();
firstTimeCallOnData=false;
}
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.
Wu zheng
The above work around does work
2016-01-05 00:00:00 find universe: QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse 2016-01-05 00:00:00 CPB, DAL, AAL, SJM, GIS, ALK, LUV, K, UAL, JBLU, SAVE, KHC 2The 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.
Jared Broad
100% correct wu zheng! Nice work!
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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