Does anybody know how the dataframe returned by the get_fundamentals() method is arranged?
For example, say I filter for 'roa' and 'p/e' (with a limit of two stocks) would the dataframe look like this:
column 1 column 2
row 1 SID 1 SID 2
row 2 ROA 1 ROA 2
row 3 P/E 1 P/E 2
Thanks any help appreciated.
Hi Kane,
Have you found Quantopian's IDE debugger yet? If not you should definitely check it out, it makes inspecting the objects in your algorithm very easy! To use the debugger you just single click on any line number in your algorithm to set a break point (you should see a little blue arrow appear), then when you click Build your algo will stop at the breakpoint and bring up an interactive console where you can inspect objects and step through code.
So for example, I can set a break point inside of the before_trading_start method of my algorithm and inspect the fundamentals_df dataframe object. It's displayed in a pretty-printed tree structure that makes it easy to inspect and explore the data.
The fundamental_df dataframe has security objects as its columns (sids) and is indexed by the values returned in the get_fundamentals query, so in my example the columns are 'roa' and 'pe ratio'. In order to see just the securities you can call fundamental_df.columns.values and you'll see the list of security objects returned.
I'd also recommend digging into the Pandas documentation on indexing and selecting data from dataframes as there are a lot of powerful, concise ways to get just the data you want. There's a bit of a learning curve for sure, but once you get the hang of it you'll be glad you did!
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.
Kane, use the debugger with caution.
See this post: https://www.quantopian.com/posts/new-to-python-data-structure-help
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.
