Fundamental data loading does not work

lookman

fundamental data loading does not work. I use

market_data = qndata.stocks_load_spx_data(min_date='2005-01-01')
indicators_data = fundamental.load_indicators_for(market_data)

but it doesn't work, I get KeyError. Thanks in advance for your help.

support

Dear @lookman,

sorry for late response, we are working on fixing this issue. Meanwhile, if it's applicable, you can try with other functions from secgov module for analysis, like secgov_load_indicators().

lookman

Dear @support,

strategies using the secgov_load_indicators() function from the secgov module do not pass validation after submission. TypeError: 'module' object is not callable. Could you fix this? Thanks in advance for your help.

support

Dear @lookman,
can you please share part of code where secgov_load_indicators() functions is called and throws error (with full exception)? Keep in mind that this function is actually load_indicators() function from secgov_indicators.py,and can be imported and used as:

from qnt.data import secgov_load_indicators

or

from qnt.data.secgov_indicators import load_indicators

Kind regards

Vyacheslav_B

@lookman Hello. Try cloning your strategy and running it again. It should work correctly with the new version of the qnt library.

import qnt.data as qndata
import qnt.data.secgov_fundamental as fundamental

market_data = qndata.stocks.load_spx_data(min_date="2005-01-01")

indicators_data = fundamental.load_indicators_for(market_data, indicator_names=['roe'])

display(indicators_data.sel(field="roe").to_pandas().tail(2))
display(indicators_data.sel(asset='NAS:AAPL').to_pandas().tail(2))
display(indicators_data.sel(asset=['NAS:AAPL']).sel(field="roe").to_pandas().tail(2))

https://quantiacs.com/documentation/en/data/fundamental.html