The get_fundamentals and associated query method have been deprecated. The current approach to fetch data is to use 'pipeline'. So, to get the market cap one would do something like this
# Imports for pipeline
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
# Import any required datasets
from quantopian.pipeline.data.morningstar import Fundamentals
# Import any required built in filters and factors
from quantopian.pipeline.filters import StaticAssets, QTradableStocksUS
# Function to create a pipeline definition
def make_pipeline():
# create a filter for the universe of stocks one wants to look at
universe = QTradableStocksUS()
# Define factors or data we want
market_cap = Fundamentals.market_cap.latest
return Pipeline(columns={ "market_cap": market_cap}, screen = universe)
# Run the pipeline over desired days
result = run_pipeline(make_pipeline(), '2017-01-01', '2017-02-01')
# Display first few rows of the results
result.head(15)
Attached is a notebook showing how to do this. The approach would be similar in an algo but the dataframe returned by pipeline would be a single index for the current day (not a multi index containing multiple days).
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