Filtering Earnings Dates

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Filtering Earnings Dates

Niccola Tartaglia

posted

Can anyone suggest how to filter only stocks that just reported earnings today without using EventVestor (the free part of their data is not long enough for my purposes). I have used Eventvestor so far in this fashion:


from quantopian.pipeline.factors.eventvestor import (  
    BusinessDaysSincePreviousEarnings as days_since_earnings  
)

from quantopian.pipeline.factors.eventvestor import (  
    BusinessDaysUntilNextEarnings as days_before_earnings  
)

    earnings_released_00 = (days_since_earnings() >= -0.99)&(days_since_earnings() <= 0.01)

The above approach works fine but the time period from Eventvestor is too short. When I use Benzinga:


from quantopian.pipeline.factors.benzinga import (  
BusinessDaysUntilNextEarnings as days_before_earnings2,  
BusinessDaysSincePreviousEarnings as days_since_earnings2)

from quantopian.pipeline.data.benzinga import EarningsCalendar  
    earnings_released_002 = (days_since_earnings2() >= -0.99)&(days_since_earnings2() <= 0.01)

I get an error message:

PipelineDataNotAvailable: Pipeline execution is not available for the following columns:

EarningsCalendar.next_announcement::datetime64[ns]

Does anyone see what I am doing wrong, or have an idea how else to do this?

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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.