BrainLanguageMetricsEarningsCalls
BrainLanguageMetricsEarningsCalls()
Bases: BrainLanguageMetricsEarningsCallsBase[QuantConnect_DataSource_BrainLanguageMetricsEarningsCalls]
Brain Earnings Call Language Metrics (BLMECT).
Provides daily language-analysis metrics computed from the most recent earnings call available as of each calculation date for a given symbol.
The dataset decomposes each earnings call transcript into three sections: MD (Management Discussion) – prepared remarks by company management. AQ (Analyst Questions) – questions asked by sell-side analysts. MA (Management Answers) – management responses during the Q&A session.
For each section, the dataset includes: Absolute language metrics (sentiment, uncertainty, readability, etc.)Changes (deltas) relative to the previous earnings callText similarity scores comparing the latest and previous calls
The BaseData.time value represents the calculation date (DATE), not the earnings call date. Transcript metadata fields such as LastTranscriptDate, LastTranscriptQuarter, and LastTranscriptYear identify the earnings call used to compute the metrics.
This dataset is sparse, daily, and mapping-aware, allowing seamless use across ticker changes and corporate actions in Lean algorithms.
Constructor for initialising the dase data class
data_type: MarketDataType
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
time: datetime
Current time marker of this data packet.
end_time: datetime
The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
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: float
As this is a backtesting platform we'll provide an alias of value as price.
ALL_RESOLUTIONS: List[Resolution] = ...
A list of all Resolution
This codeEntityType is protected.
DAILY_RESOLUTION: List[Resolution] = ...
A list of Resolution.DAILY
This codeEntityType is protected.
MINUTE_RESOLUTION: List[Resolution] = ...
A list of Resolution.MINUTE
This codeEntityType is protected.
HIGH_RESOLUTION: List[Resolution] = ...
A list of high Resolution, including minute, second, and tick.
This codeEntityType is protected.
OPTION_RESOLUTIONS: List[Resolution] = ...
A list of resolutions support by Options
This codeEntityType is protected.
is_fill_forward: bool
True if this is a fill forward piece of data
last_transcript_date: datetime
last_transcript_quarter: Optional[int]
last_transcript_year: Optional[int]
md_n_characters: Optional[float]
md_sentiment: Optional[float]
md_score_uncertainty: Optional[float]
md_score_litigious: Optional[float]
md_score_constraining: Optional[float]
md_readability: Optional[float]
md_lexical_richness: Optional[float]
md_lexical_density: Optional[float]
md_specific_density: Optional[float]
aq_n_characters: Optional[float]
aq_sentiment: Optional[float]
aq_score_uncertainty: Optional[float]
aq_score_litigious: Optional[float]
aq_score_constraining: Optional[float]
ma_n_characters: Optional[float]
ma_sentiment: Optional[float]
ma_score_uncertainty: Optional[float]
ma_score_litigious: Optional[float]
ma_score_constraining: Optional[float]
ma_readability: Optional[float]
ma_lexical_richness: Optional[float]
ma_lexical_density: Optional[float]
ma_specific_density: Optional[float]
prev_transcript_date: Optional[datetime]
prev_transcript_quarter: Optional[int]
prev_transcript_year: Optional[int]
md_delta_perc_n_characters: Optional[float]
md_delta_sentiment: Optional[float]
md_delta_score_uncertainty: Optional[float]
md_delta_score_litigious: Optional[float]
md_delta_score_constraining: Optional[float]
md_delta_readability: Optional[float]
md_delta_lexical_richness: Optional[float]
md_delta_lexical_density: Optional[float]
md_delta_specific_density: Optional[float]
md_similarity_all: Optional[float]
md_similarity_positive: Optional[float]
md_similarity_negative: Optional[float]
md_similarity_uncertainty: Optional[float]
md_similarity_litigious: Optional[float]
md_similarity_constraining: Optional[float]
aq_delta_perc_n_characters: Optional[float]
aq_delta_sentiment_delta: Optional[float]
aq_delta_score_uncertainty: Optional[float]
aq_delta_score_litigious: Optional[float]
aq_delta_score_constraining: Optional[float]
aq_similarity_all: Optional[float]
aq_similarity_positive: Optional[float]
aq_similarity_negative: Optional[float]
ma_delta_perc_n_characters: Optional[float]
ma_delta_sentiment_delta: Optional[float]
ma_delta_score_uncertainty: Optional[float]
ma_delta_score_litigious: Optional[float]
ma_delta_score_constraining: Optional[float]
ma_delta_readability: Optional[float]
ma_delta_lexical_richness: Optional[float]
ma_delta_lexical_density: Optional[float]
ma_delta_specific_density: Optional[float]
ma_similarity_all: Optional[float]
ma_similarity_positive: Optional[float]
ma_similarity_negative: Optional[float]
ma_similarity_uncertainty: Optional[float]
ma_similarity_litigious: Optional[float]
ma_similarity_constraining: Optional[float]
Return a new instance clone of this object, used in fill forward
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
fill_forward
|
Optional[bool]
|
True if this is a fill forward clone |
None
|
Returns:
| Type | Description |
|---|---|
BaseData
|
A clone of the current object. |
reader(
config: SubscriptionDataConfig,
line: str,
date: datetime,
is_live_mode: bool,
) -> BaseData
Parse one metrics row. CSV Layout: 0: date (yyyyMMdd) 1: last transcript date (yyyy-MM-dd) 2: last transcript quarter 3: last transcript year 4..12: MD metrics (9 columns) 13..17: AQ metrics (5 columns) 18..26: MA metrics (9 columns) 27: prev transcript date (yyyy-MM-dd) 28: prev transcript quarter 29: prev transcript year 30..38: MD deltas (9 columns) 39..44: MD similarities (6 columns) 45..49: AQ deltas (5 columns) 50..52: AQ similarities (3 columns) 53..62: MA deltas (10 columns) 63..68: MA similarities (6 columns)
requires_mapping() -> bool
data_time_zone() -> Any
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. |
get_source(
config: SubscriptionDataConfig,
date: datetime,
is_live_mode: bool,
) -> SubscriptionDataSource
Path structure: alternative/brain/blmect/{symbol}.csv
is_sparse_data() -> bool
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() -> str
Formats a string with the symbol and value.
Returns:
| Type | Description |
|---|---|
str
|
string - a string formatted as SPY: 167.753. |
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(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(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(
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(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 |