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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
Total Returns
Max Drawdown
Benchmark Returns
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
def initialize(context):
    context.quarter_flag = False
    schedule_function(end_of_month, date_rule=date_rules.month_end())
def end_of_month(context, data):
    if get_datetime().month % 3 == 0:
        context.quarter_flag = True
def before_trading_start(context, data):
    if context.quarter_flag:
        context.quarter_flag = False
There was a runtime error.

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