Why are there only three earnings reports per year in Morningstar data?

Based on the provided code, it seems that 'Melanie' is trying to select companies based on their earnings reports. However, the code provided does not seem to have any bugs related to the issue described. The __SelectFine function correctly iterates over the fine fundamental data and updates the Date variable whenever a new earnings report is found.

However, it's important to note that the __SelectFine function does not filter or select the companies based on their earnings reports. It simply updates the Date variable and returns an empty list. If 'Melanie' wants to select companies based on their earnings reports, she might need to add some conditions in the __SelectFine function.

Regarding the missing January earnings report, it might be due to the data provider or the way the data is being processed in QuantConnect. It's recommended to check the QuantConnect forum for similar issues or post the question there to get help from the community.

In the research notebook, 'Melanie' is adding an equity (SPY), getting its historical data, and plotting its Bollinger Bands indicator. There doesn't seem to be any issues with this code.

Please note that this analysis is based on the provided code and the described issue. If there are other parts of the code or other issues not included in the provided information, the analysis might not be accurate.

Thanks Mia, 
I should have pointed out that the provided code has the single purpose of pointing out the issue that the January earnings report is missing. It is part of a bigger project, and I deleted everything that is not necessary to show the issue at hand, in order to keeps things as simple as possible. 
Jus a side note, Melanie is my wife, we are developing code together.

Markus

Thank you for the clarification, Markus. The issue you're encountering with the missing January earnings report might be due to the data provider or the way the data is being processed in QuantConnect. Unfortunately, the provided extracts do not contain specific information about handling missing data or issues with earnings reports.

It's recommended to check the QuantConnect forum for similar issues or post the question there to get help from the community. You can also reach out to QuantConnect's support for more specific assistance regarding this issue.

Hi Melanie Schiefele 

By default, the DefaultPeriod of FormType is set to ‘ThreeMonths’ and ‘ThreeMonths’ is set to FormType ‘10Q’. Therefore when we display the value of FileDate.Value it displays the value of the 10Q contract only.

To get the dates for the 10K contract, you can use the ‘TwelveMonths’ field in the EarningReports.FileDate object.

Reference: morningstar_fundamental
Object framework:

Output results:

Double check from SEC filings site:
 

Backtest Attached.