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I am trying to put together a universe that filters for the equities with an upcoming earnings date x days away. My code is below and shown for the day before (-1). I keep receiving the following error:
Runtime Error: The added or subtracted value results in an un-representable DateTime. Parameter name: value
Is it possible to do this? What am I missing here?
public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFundamental> fine)
{
return fine.Where(x =>
// Filter for equities with earnings in x number of days
Time == x.EarningReports.FileDate.AddDays(-1) &&
// Invalid FileDate
x.EarningReports.FileDate != new DateTime())
.Take(1).Select(x => x.Symbol);
}
Halldor Andersen
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However, you can select stocks to your universe that have recently released their 10-Q report as discussed in this community post. The reason for the error message you are receiving is:Time == x.EarningReports.FileDate.AddDays(-1)The algorithm should run if you add days to FileDate:Â Â Â
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Time == x.EarningReports.FileDate.AddDays(1)For further information on fundamental data, check out this documentation section on Fundamentals.
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Mary Donan
Is there only data for the most recent earnings date or does the data have multiple earnings dates back?
Shile Wen
Hi Mary,
On one iteration of a fine filter, there are multiple Earnings fields that can range from 1 month to twelve months. However, we can store past earnings values in a RollingWindow, and we demonstrate the use of RollingWindows with Fundamental data in our G-Score Factor investing Strategy Library addition.
Best,
Shile WenÂ
Chris Holley
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