Hi, I'm trying to use "get_fundamentals" to filter out some specific conditions and then add the stocks to my "context.stocks".
In handle_data I'm trying to print the "context.stocks", because I want to see which stock are being flagged by my query.
It does't seem to be working (see the code I have below). If someone could help me out, that would be fantastic!
import numpy as np
import math
import talib as ta
import pandas as pd
from brokers.ib import IBExchange
def initialize(context):
context.stocks= {}
context.positions = []
def before_trading_starts(context, data):
basket_size = 2
fundamental_df = get_fundamentals(
query(
fundamentals.valuation.market_cap,
fundamentals.income_statement.net_income,
fundamentals.valuation_ratios.book_value_per_share,
fundamentals.operation_ratios.total_debt_equity_ratio,
)
.filter(fundamentals.valuation.market_cap > 1)
.filter(fundamentals.income_statement.net_income > 1)
.filter(fundamentals.valuation_ratios.book_value_per_share > 10)
.filter(fundamentals.operation_ratios.total_debt_equity_ratio < 1)
.order_by(fundamentals.valuation.market_cap
.desc())
.limit(basket_size)
)
fundamental_df=fundamental_df.dropna()
update_universe(fundamental_df.columns.values)
def handle_data(context, data):
print context.stocks
