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Could someone let me know the data inside the coarse fundamental csv files are, or point me to the right documentation? I am using Lean locally using data from another proprietary source so I need to build these files manually.
The example below is from Data\equity\usa\fundamental\coarse\20140324.csv
A RPTMYV3VC57P,A,55.26,1983802,109624898,True,0.6694742,1 AA R735QTJ8XC9X,AA,12.01,28620078,343727136,False,0.5373942,3.0003 AAC RVY73T1OH55X,SCOK,1.2,22879,27454,False,1,1000 AADR UOFRJAZTL0TH,AADR,37.4,2277,85159,False,0.9608766,1 AAIT V3Z1GERP1JZ9,AAIT,31.17,14747,459663,False,0.987591,1
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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.
Sean
2.4k Pro
,
To answer my own question, if you have price, factor and map data already in your data folder, you can run the QuantConnect.ToolBox.dll using the flag --app=CUG. So inside the docker image, navigate to /Lean/Launcher/bin/Debug and you can run
dotnet QuantConnect.ToolBox.dll --app=CUG
which generates your coarse fundamental data quite quickly.
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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