Error in fundamental ratios - Invalid Operation-Division by zero by Nicolas Ferrari

Nicolas Ferrari

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Hello I have definied some conditions about fundamental factors in order to select stock that meet these conditions. Within the FineSelectionFunction, I create the following list:

filtered_fine = [x for x in fine if ((x.EarningReports.BasicEPS.OneMonth - x.EarningReports.BasicEPS.ThreeMonths)/ (x.EarningReports.BasicEPS.ThreeMonths)) > 0.25
and (x.OperationRatios.ROE.OneMonth) > 0.17
and ((x.FinancialStatements.IncomeStatement.TotalRevenue.OneMonth -x.FinancialStatements.IncomeStatement.TotalRevenue.ThreeMonths)/ (x.FinancialStatements.IncomeStatement.TotalRevenue.ThreeMonths)) >0.25]

When the algo start to run I have the following error:

Runtime Error: InvalidOperation : [<class 'decimal.DivisionUndefined'>]
at FineSelectionFunction in main.py:line 51
at <listcomp> in main.py:line 51
InvalidOperation : [<class 'decimal.DivisionUndefined'>] (Open Stacktrace)

I write with try and except to handle the error but the error continue. Sth know how to fix this?

Thanks for the help

Nicolás

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Nicolas Ferrari

Accepted Answer

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Jing Wu

213.7k ,

Hi Nicolas, not every fundamental factor has values for multiple periods. When you use the fundamental factor value, please add a check to make sure their values are not zero.

 filtered_fine = [x for x in fine if x.EarningReports.BasicEPS.OneMonth != 0

                                  and x.EarningReports.BasicEPS.ThreeMonths != 0

                                  and ((x.EarningReports.BasicEPS.OneMonth - x.EarningReports.BasicEPS.ThreeMonths)/ (x.EarningReports.BasicEPS.ThreeMonths)) > 0.25

You can check if the value of a fundamental factor for the specified period is available via the research notebook.

# add a few symbols and retrieve the factor value without specifying the period

qb.GetFundamental(["AAPL","AIG","BAC","GOOG","IBM"], "EarningReports.BasicEPS")

For example the output "3M:0.035714; 6M:0.075714; 9M:0.055714; 12M:0.083571" means EarningReports.BasicEPS data are available for ThreeMonths, SixMonths, NineMonths and TwelveMonths.

Nicolas Ferrari

139 ,

Hello Jing Wu, thanks for your response. Now is working!!

Best Regards,

Nicolás

Nicolas Ferrari

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