I'm experimenting with gathering signal data from resources like the dow jones news wire and twitter and ran into an interesting problem. Most of the time when my bot parses the data of these resources, the stock symbols for the companies being discussed are not given, which means I have to parse a companies common name into a stock symbol for lookup. Anyone know if there is anything in the quantopian library that could make this easier? Currently I'm including a 6k+ line list object in the top of my initialize function in order to generate a lookup table of stock symbols and common names. However when you type a stock symbol into the symbol() method, the autocomplete on the site actually shows the common name for the symbol you are entering. Is there something I can use in my code to do that in reverse?
You could use the various company field names in the fundamental database, accessed via the get_fundamentals() call.
Here's a listing of the relevant fields I'm thinking of: https://www.quantopian.com/help/fundamentals#company-reference
You can use the like operator in SQLAlchemy, akin to a LIKE operators in SQL
You could so something like
fundamentals_df = get_fundamentals(
query(
fundamentals.share_class_reference.symbol)
.filter(fundamentals.company_reference.standard_name.like("%oogle%"))
) The sid is returned in the dataframe by default which sounds like the only thing you really want. It can then be used for setting your universe or whatever else you want to do. See the docs for more on using get_fundamentals().
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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.