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Requesting trailing 12 month fundamentals.

I had a discussion on the Slack channel about trailing 12 month fundamentals. Right now there is no way to pull up trailing 12 month fundamentals. The ".TwelveMonths" method returns yearly fundamentals. Is there any possibility of adding this feature? Also what about a feature for accessing not only trailing 12 months but trailing N months, where N could be any number.

I am trying to run some strategies that require calculating the 5 year change in trailing fundamentals and as it stands right now I don't know of a way to do it on QuantConnect.

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Right, there is no way to pull up trailing 12 months of fundamentals because it is not possible to make a historical data request for universe data. 
It is in our TODO list to extend History and Warmup feature to Universe Selection, but we are not working on that yet.

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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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