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I was experimenting with universes and found some strange things. That's selection code:
def FineSelectionFunction(self, fine):
# sort descending by P/E ratio
fine = [x for x in fine if self.Time < x.EarningReports.FileDate + dt.timedelta(days=7)
or x.EarningReports.FileDate == dt.time()]
for x in fine:
self.Log("Symbol:" + x.SecurityReference.SecuritySymbol +", Filling date:" + x.EarningReports.FileDate.strftime("%m/%d/%Y, %H:%M:%S"))Some logs for backtest January 2019:
2019-01-10 00:00:00 Symbol:NKE, Filling date:01/08/2019, 00:00:00 2019-01-10 00:00:00 Symbol:RHT, Filling date:01/04/2019, 00:00:00 2019-01-10 00:00:00 Symbol:CAG, Filling date:01/03/2019, 00:00:00Then I checked reports at Nasdaq and dates are completely different.
https://www.nasdaq.com/earnings/report/nkehttps://www.nasdaq.com/earnings/report/caghttps://www.nasdaq.com/earnings/report/rht
Apparently all qurterly reports for these companies were dated by Dec. Any ideas why EarningReports.FileDate shows different?
Jack Simonson
Hi Artem,
Our Fundamental Data is sourced directly from Morningstar who mark the Earnings Report File Date once a company files its 10-Q (the official quarterly report) with the SEC. Companies often file an 8-K report (whose purpose is to announce major corporate events that affect shareholders) prior to their 10-Q, and the 8-K report often includes Financial Statements, including information such as EPS. Morningstar sources its earnings information from the 10-Q report and so it will likely be dated differently from earnings information derived from other sources, such as NASDAQ. The 10-Q, however, is the more comprehensive report and it helps provide us with such an extensive Fundamental Data library.
To see an example of the filing timeline, see this link for Red Hat (RHT).
Artem Seredyuk
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