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Fundamental Script

au366129au366129 Posts: 22
in Support

I'm trying to include a few filters based on accounting fundamentals in my strategy universe selection. As recommended in the morning star documentation, we will need to include it in the on_start function. To understand the details, I tried running the sample script given under fundamental tab in public scripts but the script gives an error.

I need help filtering stocks using condition requiring a certain minimum number of shares outstanding

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Comments

  • ptunneyptunney Posts: 246

    I believe we had a small system outage that day. I have just tested it and it works fine. Give it another try! :smile:

  • au366129au366129 Posts: 22

    Hey,

    I was able to run and add a couple of fields. I need help with the documentation.

    Short Float
    Market Capitalization
    Income
    Sales

    I'm using shares outstanding using field 29010. I need the corresponding codes for the above 4 to be able to create flags. Can you help me with this?

    Regards,
    Abhinav

  • ptunneyptunney Posts: 246

    Abhinav

    The Liberator library which gives CQ a link to the alternative data sets is new and is causing us a few issues. We are attempting to get it up and stable.
    However, the Morningstar data is quite large and we have only made some small parts of it available via CloudQuant (EPS).
    There is another alternative data-set that may help you called DXOpen.
    Once the liberator Library is back up and running I will have a play with it and send you some code.

    Paul

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