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Hi,
I'm new here! Do we have access to corporate events such as earnings report?
Thanks!
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Hey Mehdi,
You can access earnings report data through Fine Universe Selection, which lets you access fundamental data for a universe of equities.
Here's some sample code to demonstrate how Universes work and how to access fundamental data like earnings reports.
You can learn more about universe selection here:
https://www.quantconnect.com/docs/algorithm-reference/universes
def Initialize(self):
self.SetStartDate(2019, 11, 20)
self.AddUniverse(self.CoarseFilterSelection, self.FineFilterSelection)
def CoarseFilterSelection(self, coarse):
'''Sort our coarse universe by dollar volume and
return the top 100 highest dollar volume equities'''
sortedCoarse = sorted(coarse, key = lambda k : k.DollarVolume, reverse = True)
return [x.Symbol for x in sortedCoarse][:100]
def FineFilterSelection(self, fine):
'''filter for all equities whose earnings report is 2 days in the future.'''
return [x.Symbol for x in fine if self.Time == x.EarningsReport.FileDate - timedelta(2)]Once the securities are selected using FineFundamental selection, we are able to access their fundamental data:
for security in self.ActiveSecurities.Values:
self.Debug(f'{security.Symbol}: {security.Fundamentals.EarningsReport.FileDate}')Best
Rahul
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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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