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Some longer-range ValuationRatios class members returning 0 #11

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@simonsonjack

Description

@simonsonjack

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

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  • 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

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