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equity-fundamental-data

النجوم٢٥٧

التفرعات١٩١

آخر تحديث١١ يونيو ٢٠٢٦ في ٢٢:٢١

Use to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f` — every field under py`f.financial_statements.*`cs`f.FinancialStatements.*` (income statement, balance sheet, cash flow statement), the operation / valuation / earning ratios, earning reports, company profile, company & security reference, and asset classification — plus the Morningstar sector and industry classification code constants. Triggers — a missing-attribute / compile error on a Fundamental property path; questions like "what's the path to net income / operating cash flow / shares outstanding / PE ratio / sector code". Skip when — you need how to build or screen a universe (see the fundamental-universes skill).

التثبيت

التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.

تشغيل في Manus

المصدر

QuantConnect

QuantConnect/Documentation

فتح مستودع GitHub عرض مستودعات المنشئ

تنزيل

تشغيل في Manus

المهن ذات الصلةSOC

استنادا إلى تصنيف SOC المهني

مطوّرو البرمجياتمهن الحاسوب والرياضيات·SOC 15-1252

SKILL.md

readonly

name

equity-fundamental-data

description

Fundamental data-point attributes — QuantConnect / LEAN

Every readable Morningstar data point on a Fundamental object, written as a full path from the snapshot f with its description. Copy the path you need rather than guessing from English names — a wrong path wastes a backtest run. Get f from an pyadd_universe(...)csAddUniverse(...) selection callback (each element is a Fundamental), from pyself.securities["SPY"].fundamentalscsSecurities["SPY"].Fundamentals, or from a history request.

Reading the paths

A path ending in .[value 1M 2M 3M 6M 9M 12M] is a MultiPeriodField — append one period accessor to read the number. py.valuecs.Value is the most recent reported period; the 1M–12M tokens are py.one_month .two_months .three_months .six_months .nine_months .twelve_monthscs.OneMonth .TwoMonths .ThreeMonths .SixMonths .NineMonths .TwelveMonths respectively (trailing-twelve-month at 12M). e.g. pyf.financial_statements.income_statement.net_income.twelve_monthscsf.FinancialStatements.IncomeStatement.NetIncome.TwelveMonths. Forgetting the accessor is silent — the wrapper compares as truthy and numeric inequalities give nonsense.
A path with no bracket is read directly. e.g. pyf.valuation_ratios.pe_ratiocsf.ValuationRatios.PERatio.
The integer *_code fields under asset_classification compare against the named constants in the Classification code constants section at the end, e.g. pyf.asset_classification.morningstar_sector_code == MorningstarSectorCode.TECHNOLOGYcsf.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology.

Data points

المزيد من هذا المستودع

نفس المستودع

alternative-data

QuantConnect/Documentation

Use when subscribing to a QuantConnect/LEAN alternative-data class via `AddData<AltClass>(symbol)` and reading the result from `slice` in `OnData`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after `slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `AddEquity` / `AddOption` instead of `AddData`.

2026-06-22257

custom-data

QuantConnect/Documentation

Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `BaseData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `AddData`, unless writing a custom reader.

2026-06-22257

alternative-data

QuantConnect/Documentation

Use when subscribing to a QuantConnect/LEAN alternative-data class via `add_data(<AltClass>, symbol)` and reading the result from `slice` in `on_data`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after `slice[dataset_symbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `add_equity` / `add_option` instead of `add_data`.

2026-06-22257

custom-data

QuantConnect/Documentation

Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `PythonData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `add_data`, unless writing a custom reader.

2026-06-22257

alternative-data

QuantConnect/Documentation

Use when subscribing to a QuantConnect/LEAN alternative-data class via py`add_data(<AltClass>, symbol)`cs`AddData<AltClass>(symbol)` and reading the result from py`slice`cs`slice` in py`on_data`cs`OnData`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after py`slice[dataset_symbol]`cs`slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through py`add_equity`cs`AddEquity` / py`add_option`cs`AddOption` instead of py`add_data`cs`AddData`.

2026-06-22257

code-quality

QuantConnect/Documentation

Use when writing, reviewing, or refactoring QuantConnect/LEAN algorithm code for style correctness. Triggers: new algorithm code, code review, cleanup, "fix code style", "review code quality", "clean up the algorithm", redundant imports, subscription variable usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.

2026-06-18257

name

equity-fundamental-data

description

Fundamental data-point attributes — QuantConnect / LEAN

Reading the paths

A path ending in .[value 1M 2M 3M 6M 9M 12M] is a MultiPeriodField — append one period accessor to read the number. py.valuecs.Value is the most recent reported period; the 1M–12M tokens are py.one_month .two_months .three_months .six_months .nine_months .twelve_monthscs.OneMonth .TwoMonths .ThreeMonths .SixMonths .NineMonths .TwelveMonths respectively (trailing-twelve-month at 12M). e.g. pyf.financial_statements.income_statement.net_income.twelve_monthscsf.FinancialStatements.IncomeStatement.NetIncome.TwelveMonths. Forgetting the accessor is silent — the wrapper compares as truthy and numeric inequalities give nonsense.
A path with no bracket is read directly. e.g. pyf.valuation_ratios.pe_ratiocsf.ValuationRatios.PERatio.
The integer *_code fields under asset_classification compare against the named constants in the Classification code constants section at the end, e.g. pyf.asset_classification.morningstar_sector_code == MorningstarSectorCode.TECHNOLOGYcsf.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology.