Single fundamental selection & data type (fine+coarse merge)
If not available double values will be Nan, and decimals 0
New data type uses double (vs previously decimals) for speed and memory footprint.
History requests support
QCAlgorithm.Fundamentals() API, provides fundamental data for the given symbol/s
Delisted companies now included
Important to note that users should not keep a direct reference to the fundamentals sub properties classes (like IncomeStatement), since these are reused. It's safe to keep a reference to the Fundamental instance itself.
We've also added QCAlgorithm.CIK() API, Central Index Key to help identify an asset, like we have ISIN/SEDOL/etc
Remove/deprecate existing old coarse/fine/selection documentation
Actual Behavior
N/A
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AlexCatarino
commented
11 months ago
Expected Behavior
Document the behavior of the new fundamental data. See https://github.com/QuantConnect/Lean/pull/7490
IncomeStatement), since these are reused. It's safe to keep a reference to the Fundamental instance itself.Remove/deprecate existing old coarse/fine/selection documentation
Actual Behavior
N/A
Checklist
[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current
masterbranch[x] I have confirmed that this is not a duplicate issue by searching issues