Hello, quick question:
My goal is to filter companies that showed positive earnings for the past 5 years in my Universe Selection Model.
However, it seems that I can just get the most recent earnings and not the earnings history like I can in the research mode.
Is there a way to access fundamental data history in universe selection and if no, what is the best practice to do this? Rolling Window + Warmup Period?
Thanks alot!
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Hi Christian,
Universe selection does not run during the warm-up period. Since fundamental data is gathered during universe selection and since we don't have a History method for retrieving historical fundamental data, what you're looking to do is not possible. I've created a GitHub Issue to enable historical fundamental data requests in the backtesting environment. Track our progress here.
Best,
Derek Melchin
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.
Thanks for your reply, Derek. I'm looking forward to when it will be added!
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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