My algorithm uses 11 quarters of fundamentals data.
As there is no history() function like for the price data, I have to store the fundamentals in a dict() for the first 3 years.
This is not so bad for backtesting, but leads to the unpleasant result, that - when activated for live trading - the algorithm didn't yet generate any buy signal.
Could you please suggest a workaround?
In an old post, you told, that history() for fundamentals data was definitely a feature you were work on... any progress? Is there a schedule, when this feature will be released?
Quantopian is a great platform, that will be even greater, when support for historical fundamentals data is implemented!
Thanks a lot for your effort!