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get_fundamentals() on first trading day of the quarter (pls help!)

Hi ppl,

I'm trying to run get_fundamentals() on every first trading day of the quarter.

I have tried 2 ways of doing it.
1. 'schedule_function' and run 'get_fundamentals()'. However get_fundamentals() only allowed before_trading_starts(). So this method cannot work
2. Try to get 1st trading day of the quarter and run 'get_fundamentals()' in before_trading_starts(). However, I have difficulties getting the 1st trading day of the quarter

Any suggestion?

1 response

Hi See-choon,

I've created an example that allows you to perform an action such as get_fundamentals() in before_trading_starts() on the first trading day of each quarter. The example uses schedule_function() to schedule a monthly function, which raises a flag on every third month. before_trading_starts() checks for this flag, which indicates the start of a quarter.

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 57485e49c3fd6c0f80aa6da1
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