dont understand what get_fundamentals is returning / where are the docs?

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dont understand what get_fundamentals is returning / where are the docs?

posted

API Seeking Help Using Data Value

Looks like get_fundamentals returns some instance of DataFrame - but what is that? It seems to have instance methods columns and values, of which columns is really just a bunch of Equity's -- but I dont' see "Equity" in the API docs anywhere. Equity has all kinds of methods on it like 'symbol', 'asset_name', 'exchange', etc... but are there any docs?

I base all of that just putzing around in debugger mode (see below).

Are these classes and objects better defined somewhere other than quantopian's API docs?

Thanks for the help!!

debugger stuff:

fundamental_df
DataFrame:
security Equity(8347 [XOM]) Equity(24 [AAPL]) \
morningstar_industry_code 30948103 31167138
security

fundamental_df.columns[0]
Equity: Equity(8347, symbol='XOM', asset_name='EXXON MOBIL CORPORATION', exchange='NEW YORK STOCK EXCHANGE', start_date=Timestamp('1993-01-04 00:00:00+0000', tz='UTC'), end_date=Timestamp('2015-07-22 00:00:00+0000', tz='UTC'), first_traded=None)

2 responses

https://www.quantopian.com/help/fundamentals
- and -

https://www.quantopian.com/help#ide-fundamentals <- describes the "pandas dataframe" that it returns

edit to add:
http://pandas.pydata.org/pandas-docs/stable/dsintro.html <- here's some documentation about the pandas.Dataframe object interface.

KC is correct.

get_fundamentals() returns a pandas DataFrame in the IDE.

Each column is a different security object.
Each row is the metric you've requested.

Quantopian Research has a nice tutorial that introduces pandas as well, in the Tutorials folder.

Hope that points you in the right direction.

Thanks
Josh

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In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.