New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Bug 4487 Get Fundamental for CSharp #4703
Bug 4487 Get Fundamental for CSharp #4703
Conversation
…C-SELLERS/Lean into bug-4487-get-fundamental-csharp
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Nice! Almost there, some final tweaks and we should be good to go
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Minor final tweaks! 👍
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Sweet! nice performance improvement too 🎉
Description
Adding an additional overload for using GetFundamental() in C# notebooks. This also led to a refactor of Pythons GetFundamental so they could share the same base functions. I was able to maintain the original functionality for Python DataFrames as well, so the return type for calls from Python will still be a pandas dataframe
Changes:
FineFundamentalSubscriptionEnumerator
ConvertToSymbols
which attempts to convert a given python input into a list of symbols.Performance:
-Year long request of data for
["AAPL","AIG","BAC","GOOG","IBM"]
in the cloudMaster v9303: 18.769 Seconds
This PR: 7.077
-5 Year long request of data for
["AAPL","AIG","BAC","GOOG","IBM"]
in the cloudMaster v9303: 53.204 Seconds
This PR: 23.677
Related Issue
closes #4487
Motivation and Context
There was no usable GetFundamental function in C#
Requires Documentation Change
None
How Has This Been Tested?
Lots of Unit tests for all types of requests.
Also try using these notebooks with the branch to see how it operates
FundamentalsNotebookTests.zip
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>