FineFundamental

QuantConnect.Data.Fundamental.FineFundamental

FineFundamental()

FineFundamental(
    time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
)

FineFundamental(
    time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
    fundamental_instance_provider: FundamentalInstanceProvider,
)

Bases: CoarseFundamental

Definition of the FineFundamental class

Signature descriptions:

• Creates a new empty instance

• Creates a new instance for the given time and security

end_time

end_time: datetime

The end time of this data.

market_cap

market_cap: int

Price * Total SharesOutstanding. The most current market cap for example, would be the most recent closing price x the most recent reported shares outstanding. For ADR share classes, market cap is price * (ordinary shares outstanding / adr ratio).

company_reference

company_reference: CompanyReference

The instance of the CompanyReference class

security_reference

security_reference: SecurityReference

The instance of the SecurityReference class

financial_statements

financial_statements: FinancialStatements

The instance of the FinancialStatements class

earning_reports

earning_reports: EarningReports

The instance of the EarningReports class

operation_ratios

operation_ratios: OperationRatios

The instance of the OperationRatios class

earning_ratios

earning_ratios: EarningRatios

The instance of the EarningRatios class

valuation_ratios

valuation_ratios: ValuationRatios

The instance of the ValuationRatios class

company_profile

company_profile: CompanyProfile

The instance of the CompanyProfile class

asset_classification

asset_classification: AssetClassification

The instance of the AssetClassification class

symbol

symbol: Symbol

Symbol representation for underlying Security

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Current time marker of this data packet.

value

value: float

Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.

price

price: float

Gets the raw price

ALL_RESOLUTIONS

ALL_RESOLUTIONS: List[Resolution] = ...

A list of all Resolution

This codeEntityType is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This codeEntityType is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This codeEntityType is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

A list of high Resolution, including minute, second, and tick.

This codeEntityType is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This codeEntityType is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

market

market: str

Gets the market for this symbol

dollar_volume

dollar_volume: float

Gets the day's dollar volume for this symbol

volume

volume: int

Gets the day's total volume

has_fundamental_data

has_fundamental_data: bool

Returns whether the symbol has fundamental data for the given date

price_factor

price_factor: float

Gets the price factor for the given date

split_factor

split_factor: float

Gets the split factor for the given date

price_scale_factor

price_scale_factor: float

Gets the combined factor used to create adjusted prices from raw prices

adjusted_price

adjusted_price: float

Gets the split and dividend adjusted price

clone

clone() -> BaseData

Clones this fine data instance

default_resolution

default_resolution() -> Resolution

This is a daily data set

get_source

get_source(
    config: SubscriptionDataConfig,
    date: datetime,
    is_live_mode: bool,
) -> SubscriptionDataSource

Return the URL string source of the file. This will be converted to a stream

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.

supported_resolutions

supported_resolutions() -> List[Resolution]

This is a daily data set

requires_mapping

requires_mapping() -> bool

Indicates if there is support for mapping

Returns:

Type	Description
bool	True indicates mapping should be used.

data_time_zone

data_time_zone() -> Any

Specifies the data time zone for this data type. This is useful for custom data types

Returns:

Type	Description
Any	The DateTimeZone of this data type.

deserialize_message

deserialize_message(serialized: str) -> Iterable[BaseData]

Deserialize the message from the data server

Parameters:

Name	Type	Description	Default
serialized	str	The data server's message	required

Returns:

Type	Description
Iterable[BaseData]	An enumerable of base data, if unsuccessful, returns an empty enumerable.

is_sparse_data

is_sparse_data() -> bool

Indicates that the data set is expected to be sparse

Returns:

Type	Description
bool	True if the data set represented by this type is expected to be sparse.

should_cache_to_security

should_cache_to_security() -> bool

Indicates whether this contains data that should be stored in the security cache

Returns:

Type	Description
bool	Whether this contains data that should be stored in the security cache.

to_string

to_string() -> str

Formats a string with the symbol and value.

Returns:

Type	Description
str	string - a string formatted as SPY: 167.753.

update

update(
    last_trade: float,
    bid_price: float,
    ask_price: float,
    volume: float,
    bid_size: float,
    ask_size: float,
) -> None

Update routine to build a bar/tick from a data update.

Parameters:

Name	Type	Description	Default
last_trade	float	The last trade price	required
bid_price	float	Current bid price	required
ask_price	float	Current asking price	required
volume	float	Volume of this trade	required
bid_size	float	The size of the current bid, if available	required
ask_size	float	The size of the current ask, if available	required

update_ask

update_ask(ask_price: float, ask_size: float) -> None

Updates this base data with the new quote ask information

Parameters:

Name	Type	Description	Default
ask_price	float	The current ask price	required
ask_size	float	The current ask size	required

update_bid

update_bid(bid_price: float, bid_size: float) -> None

Updates this base data with the new quote bid information

Parameters:

Name	Type	Description	Default
bid_price	float	The current bid price	required
bid_size	float	The current bid size	required

update_quote

update_quote(
    bid_price: float,
    bid_size: float,
    ask_price: float,
    ask_size: float,
) -> None

Updates this base data with new quote information

Parameters:

Name	Type	Description	Default
bid_price	float	The current bid price	required
bid_size	float	The current bid size	required
ask_price	float	The current ask price	required
ask_size	float	The current ask size	required

update_trade

update_trade(last_trade: float, trade_size: float) -> None

Updates this base data with a new trade

Parameters:

Name	Type	Description	Default
last_trade	float	The price of the last trade	required
trade_size	float	The quantity traded	required

to_row

to_row(coarse: CoarseFundamental) -> str

Converts a given fundamental data point into row format