| name | equity-fundamental-data |
| description | START HERE to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f`. This skill holds the path-reading rules, the top-level and filing-metadata fields (market cap, `period_ending_date`, `file_date`, ...), and the index of the six field-family skills that hold the full tables — fundamental-income-statement, fundamental-balance-sheet, fundamental-cash-flow-statement, fundamental-ratios, fundamental-company-data, fundamental-classification. 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). |
Fundamental data-point attributes — QuantConnect / LEAN
Morningstar data points are read as a full path from the snapshot f — 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. The field tables are split across skills by family: THIS skill carries the top-level and filing-metadata fields plus the index below — load the family skill that holds your field's table.
Where every field lives — load the matching skill
| Field family | Load this skill | Contents |
|---|
pyf.financial_statements.income_statement.*csf.FinancialStatements.IncomeStatement.* | fundamental-income-statement | revenue, cost/expense lines, operating & net income, EBIT/EBITDA, interest, tax, dividends paid |
pyf.financial_statements.balance_sheet.*csf.FinancialStatements.BalanceSheet.* | fundamental-balance-sheet | assets, liabilities, equity, debt, working-capital components, share counts |
pyf.financial_statements.cash_flow_statement.*csf.FinancialStatements.CashFlowStatement.* | fundamental-cash-flow-statement | operating / investing / financing cash flows, capex, issuance & repurchase, dividends |
pyf.operation_ratios.*csf.OperationRatios.*, pyf.valuation_ratios.*csf.ValuationRatios.*, pyf.earning_ratios.*csf.EarningRatios.* | fundamental-ratios | ROA/ROE/margins/turnover, PE/PB/PS/EV multiples & yields, EPS/DPS growth rates |
pyf.earning_reports.*csf.EarningReports.*, pyf.company_reference.*csf.CompanyReference.*, pyf.security_reference.*csf.SecurityReference.*, pyf.company_profile.*csf.CompanyProfile.* | fundamental-company-data | EPS & report dates, listing/exchange/share-class reference, company profile basics |
pyf.asset_classification.*csf.AssetClassification.* + code constants | fundamental-classification | sector / industry-group / industry codes and the MorningstarSectorCode-style constants they compare against |
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. py
f.valuation_ratios.pe_ratiocsf.ValuationRatios.PERatio.
- The integer
*_code fields under asset_classification compare against the named constants in the fundamental-classification skill, e.g. pyf.asset_classification.morningstar_sector_code == MorningstarSectorCode.TECHNOLOGYcsf.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology.
Top-level and filing-metadata data points
The snapshot's own attributes and the filing/timing fields under pyf.financial_statementscsf.FinancialStatements (period end, file date, period type, ...) — the fields every point-in-time strategy needs:
