I was wondering if there's a good way to reference financial statement values from previous quarters in the Pipeline API. For example, I might want to see if earnings have been stable over the last N periods before deciding that a stock's price is low relative to current earnings.
I found a post that does this for EPS (see the latest post from Jamie McCorriston) by using a large window and calling unique on the large series of mostly repeating values:
https://www.quantopian.com/posts/referencing-fundamental-data-of-previous-period
Is this the best way to get historical values for fundamentals with the Pipeline API or is there a better approach that someone has used? My concern is that corrections to the values might be confused with values from a new quarterly report.
