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Get earnings data data in the algo

Hello, I have an algo that trades options two days before earning release for AAPL. Actually, I paste manually all earning dates in Initialize. The algo look for current date to be 2 days earlier and allow to make orders in that specific date. This logic is implemented in ActivateTransaction(). 

In the earnings_dates.py file, is a python scripts to retrieve and parse earngins data from AAPL into a datetime object. I cannot use the script because beautifulSoup is not supported yet. 

Is webclient suitable for this case? What approach you recommend to get the output of earnings_dates.py as a collection(list, etc) in the Initialization of the algo?  

Update Backtest








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Hi Nicolas,

Here is a list of libraries we support. You could try to find data with those libraries (i.e. quandl).
In addition, you could download Lean and run backtests locally with any libraries you want and custom data{https://www.quantconnect.com/docs/algorithm-reference/importing-custom-data}.

Hope it helps!

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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.


Update Backtest





0

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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