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Description
Expected Behavior
A call such as
qb = QuantBook()
begin = datetime(2009,2,27)
end = datetime.now()
stocks = ["AAPL","MSFT","ADBE","IBM","BRK.B"]
data = qb.GetFundamental(stocks, 'ValuationRatios.EVToEBIT3YrAvg' ,begin,end).fillna(method='ffill')
df = data.apply(pd.to_numeric)
should return a data frame of values. This problem exists for a number of ValuationRatios class members, the full extent of which is unknown.
Actual Behavior
The above call returns the dataframe
AAPL R735QTJ8XC9X MSFT R735QTJ8XC9X ADBE R735QTJ8XC9X \
2009-02-27 0.0 0.0 0.0
2009-02-28 0.0 0.0 0.0
2009-03-02 0.0 0.0 0.0
2009-03-31 0.0 0.0 0.0
2009-04-03 0.0 0.0 0.0
IBM R735QTJ8XC9X BRKB R735QTJ8XC9X
2009-02-27 0.0 0.0
2009-02-28 0.0 0.0
2009-03-02 0.0 0.0
2009-03-31 0.0 0.0
2009-04-03 0.0 0.0
where all entries are 0
Potential Solution
Reproducing the Problem
Code snippet above can reproduce the problem, or see this notebook: https://www.quantconnect.com/research/8d474cf62e3f2fd72bf8891abafa7f0a
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
master
branch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue