Dear all,
I am doing research at Notebook and noticed that my pipeline starts returning NaNs in Fundamentals for dates somewhere before June 2014. See my example code I tried below for PEG ratio as an example. I guess this is a change in the fundamental data availability using Fundamentals. How can I fix it so I could fetch fundamentals data on the time range from 2002 to present?
def make_pipeline():
# Get the latest daily close price for all equities.
# for price range filter
yesterday_close = EquityPricing.close.latest
# calling some field from Fundamentals as an example
peg_ratio = Fundamentals.peg_ratio.latest
# price filter
price_filter = ((yesterday_close > 2) & (yesterday_close < 100))
# collating all filters
my_filters = (
price_filter
)
return Pipeline(
columns={
'yesterday_close': yesterday_close,
'peg_ratio': peg_ratio,
},
screen = my_filters
)
my_pipe = make_pipeline()
result = run_pipeline(my_pipe, '2014-05-01', '2014-05-01')
result 