def initialize(context):
fundamental_df = get_fundamentals(
query(
# put your query in here by typing "fundamentals."
fundamentals.valuation_ratios.pe_ratio,
fundamentals.asset_classification.morningstar_sector_code
)
.filter(fundamentals.valuation.market_cap != None)
.filter(fundamentals.valuation.shares_outstanding != None)
)
I got this Error: 'query' only permitted within initialize function
And it points to line 27, which is " fundamentals.asset_classification.morningstar_sector_code"
This is in initialize function. What does the error mean?