Hi Quantopian,
I tried to get EPS using Pipeline but failed for diluted_eps and basic_eps both rejected with error messages:
/usr/local/lib/python2.7/dist-packages/ipykernel_launcher.py:5: NotAllowedInLiveWarning: The fundamentals attribute earnings_report.diluted_eps is not yet allowed in broker-backed live trading
Could someone help?
Thanks,
Karl
You can make your own 'shares outstanding' factor by dividing market cap by the current price. Something like this.
market_cap = mstar.valuation.market_cap.latest
price = USEquityPricing.close.latest
shares_outstanding = market_cap / price
This isn't perfect. The market cap factor sometimes doesn't pick up a stock split for a day or two and therefore will result in shares being off (check market cap across the Apple stock split on 6/9/2014 for an example of this).
This will at least get an algo to use in live trading.
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