fundamental-classification

name

fundamental-classification

description

Use to look up the exact path or spelling of any Morningstar ASSET CLASSIFICATION field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.asset_classification.*`cs`f.AssetClassification.*` (Morningstar sector / industry-group / industry codes, style box, financial health grade) — plus the named code constants (`MorningstarSectorCode`, `MorningstarIndustryGroupCode`, `MorningstarIndustryCode`, ...) the integer `*_code` fields compare against. Triggers — "path to sector code / industry group code / how do I filter to Technology / SIC or NAICS code". For other field families start at the equity-fundamental-data skill.

Asset-classification fields and code constants — Fundamental data points

Full path from the snapshot f with the field's description — copy the path rather than guessing from English names; a wrong path wastes a backtest run. The path-reading rules and the index of all field-family skills are in the equity-fundamental-data skill.

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 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