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Fundamentals - python ..... help .....
Tony Morland
edited Nov 13, 2017
Seeking Help Using Data Research Visualization numpy/pandas

I'm still new to python and i'm sometimes struggling with it a bit. I need to ask for help with something that is probably trivially simple.
I would like to plot an item of Morningstar fundamental data as a function of time. Pick any one, doesn't matter, but let's say for example:

valuation_ratios.pe_ratio, for AAPL from Jan 2000 to Jan 2017

I can do simple line plots of PRICE easy enough, using:
data = get_pricing('AAPL', start_date='2000-01-01', end_date='2017-01-01')
X = data['price']
plt.plot(X.index, X.values)
plt.ylabel('Price')
plt.legend(['AAPL']);

but then when it comes to plotting Fundamentals data (instead of price), i'm struggling with figuring out the pandas part & getting the correct syntax for the indexing. Your kind help with just a few lines of code, please, will be much appreciated. Thanks in advance, TonyM.

8 responses
Alan Coppola
Nov 11, 2017

Tony,

The post mentioned should help. Clone the Notebook included and run it and read it. Look at the factors that are Fundamentals to answer your question.
https://www.quantopian.com/posts/analyzing-pipeline-data-from-research-notebook-how-to-get-data-using-equity-object

A slicker way might be included in:
https://www.quantopian.com/posts/new-pipeline-features-slicing-and-correlation-slash-regression-methods
but I'm not sure it's less trouble to understand.

alan

Tony Morland
Nov 12, 2017

@Alan, many thanks indeed for your kind help. This is exactly the level of understanding that i need. Now i will work through it all carefully to be able to do what i would like to. Cheers, very best wishes, TonyM :-)

Tony Morland
Nov 12, 2017

Attached notebook to take whatever Fundamentals data that you want from Morningstar, put them into Pipeline, view them as a QC check, and then produce plots vs time. Hopefully this will be useful for someone else besides me.

Thanks to @Alan for getting me started. I found it stretched my (lack of) python skills to the limit, and i kept wondering why plotting Fundamentals data really has to be so hard, when plotting Price data is so easy.

Anyway, I hope that someone else with a better knowledge of python than i have will be able to improve on this, take it further and make it easier.

Tony Morland
Nov 12, 2017

Notebook attached
TonyM.

Alan Coppola
Nov 12, 2017

@Tony -- Thanks!
Nice notebook, which is useful for me!

Tony Morland
Nov 13, 2017

Updated & improved version attached.

DISPLAY OF MORNINGSTAR FUNDAMENTALS DATA

Further imporovements welcome ..... anyone?

This is about as far as i can manage to take it. Now would be really nice if some kind pythonic person (not a bumbling newbie amateur like me) could pick this up and take it on a bit further to make it more user-friendly & flexible. See suggestions at end of notebook. Please.

Doug Baldwin
Nov 16, 2017

@Tony

With attached notebook, you may easily access, list, plot, cross-plot, cross-plot with lag, any Fundamentals data for any time period and symbol(s), using asof_date to check for stale data.

Enjoy,
Doug

Tony Morland
Nov 16, 2017

@Doug,
Many thanks indeed. What you have done is exactly what I was hoping for, and represents a huge step forward from my own clumsy efforts.
I'm sure you will also have the thanks of other people at Q ..... if/when they realize the value & potential of this as a development tool.

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