Up until last week, I was able to use QuantBook (specifically, qb.GetFundamental) in the backtester to get historical fundamental data. With a bit of work, I was able to get everything I needed (like TTM data) using a method similar to this.

However, this no longer works. In the docs it says  “GetFundamental in research does not have any counterpart in backtesting". Since GetFundamental worked last week in backtesting, I imagine this has to be a recent change.

Three questions:

  1. Will we get a built-in TTM or historical fundamental option? It has been asked for since 2016: here, here, here, here, and more. There's a GitHub issue for it with even more people asking for the feature, but no apparent progress. I get QC staff is busy but this seems like something that is always being requested.
  2. In the meantime, can GetFundamental be returned to the backtester? It was a perfect stop-gap solution. Given the amount of times this has been asked for (like Karthik Kailash's post) there's at least a few of us who were using it
  3. If neither #1 nor #2, how else can we get TTM values, or historical fundamentals?


I really think it's in QC's best interest to get this feature going. Most quantamental investors can't use QC right now without more granularity on the fundamental side. The .TwelveMonths time span gives the annual report which is often far too outdated to use. Any help from staff is appreciated here.