Previous Year Fundamental Data


Is there a way to pull the previous year's company balance sheet info?


Update Backtest

In order to pull the previous year's company balance sheet info, you will to use a warm-up period of a year and store the information. Currently, QuantConnect does not offer the ability to request historical fine fundamental data. Here is an example of the previous year's company data being held for a year, before being used to calculate the yearly accrual.

You can see the variables self.previous_fine and filtered_fine being used to store the universes for future analysis:

Update Backtest


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