I am experimenting with a new (at least new to me :)) fundamental universe that combines previous coarse and fundamental selectors. I am trying to request the history of fundamental attributes, but I am unsure how to get the last 4 ThreeMonth values for specific indicators. It seems to me that the History method returns indicators by date, which is not what we need in most cases we use fundamental data.
Additionally, I kindly ask for recommendation on how to speed up the code.
Louis Szeto
Hi Mislav
Although EarningPerShareGrwoth does not log quarterly, we can calculate that from BasicEPS instead:
If you need more data points, simple use historical data of fundamentals, resample quarterly and do similar.
Best
Louis
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Mislav Sagovac
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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