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Error in fundamental ratios - Invalid Operation-Division by zero

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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2 Comments

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.

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

Best Regards,

Nicolás 

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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.

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