How can I fetch data only for stocks filtered from Get_fundamentals ? as fetch must be in Initialize() and Get_fundamentals must be in before_trading_start, is seems it cant be done ?
Hi Joe,
Right now we don't support filtering with fundamentals before using fetcher.
You should be able to take the intersection of fetcher and fundamentals. In initialize you can fetch a csv with superset of your universe and define a pre_func inside of initialize that stores the output of fetch_csv in something like context.fetched_data and returns and empty dataframe. Then in before_trading_start you can call get_fundamentals and find the intersection between it and context.fetched_data dataframes. You won't be able to use context.fetched_data for the first two days of the backtest.
This workflow isn't very well supported and may only work for specific use cases though.
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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.