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Here is my FineFilter function:
def FineFilter(self, fine):
if self.Time.month == self.lastMonth:
return self.symbols
self.lastMonth = self.Time.month
for x in fine:
self.Debug(str(x.ValuationRatios.ForwardPERatio))
fine = [x for x in fine if x.ValuationRatios.ForwardPERatio > 0]
fine = sorted(fine, key=lambda x: x.ValuationRatios.ForwardPERatio, reverse=False)
self.symbols = [x.Symbol for x in fine[:50]]
return self.symbols
When I debug, all of the ForwardPERatio is always 0. What am I doing wrong?
Rahul Chowdhury
Hi Michael,
It's difficult to debug why your issue is arising without seeing the rest of your code. Please attach the rest of your code so that we can better understand your issue. I attached a working example where the ForwardPERatio is non-zero.
Best
Rahul
Michael Boguslaw
Here is a backtest demonstrating the lack of ForwardPERatios
Alexandre Catarino
Hi Michael Boguslaw ,
If you change the algorithm end date, you will see that we have ForwardPERatios starting in September 2007. We can confirm with Morningstar whether they have that information prior to that. Thank you for the report.
Michael Boguslaw
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