Ingest earnings data from csv file ..

Ingest earnings data from csv file ..

Kiran
2016-07-30 14:07:38

I have sales surprise and earning surprise data to be ingested from a csv file, so i created a Custom Database with the following fields
- AnnouncementDate - could I reuse the pre-seeded Date field if possible, as there's no custom Date type available?
- Symbol (text)
- Earning surprise % (float)
- Sales surprise % (float)

I couldn't use the ASCII importer because it assumes a csv file for each symbol.

1) How do i import a csv file with 3000 line items in a custom database, each line containing a symbol, date and surprise numbers)?

2) Also, in Quantscript, how do i compare dates in the Buy condition? e.g.
Buy = (AnnouncementDate == today's date) && (+ve surprise condition);

thanks
Kiran

QuantShare
2016-07-31 08:24:41

1/ The ASCII importer does not assumes a csv file for each symbol. You can just import one file containing all the symbols. That is why the "Symbol" field is present.

2/ You cannot compare dates. You can compare two "string".
But since the "announcement date" is the associated with your custom database date then QuantShare will do the synchronization.
Just use the getdata function to retrieve the surprise and that is it

buy = getdata("database name", "field name") > 10; // For example

Kiran
2016-08-01 19:54:09

I created a database (with fields symbol, Date (pre-seeded), earningsurprise%, salessurprise%) and did an ASCII import (i set default value of 0 for last 2 fields). There's a potential issue, because the symbol column is blank - so, when i go to DatabaseEditor->Custom database Earning Surprises ->Choose Symbol 'ALJ', it shows 1 item for each symbol -e.g. for ALJ, I see
- Date 29/07/2016 00:00:00, easeningsurprise% -23.53, salessurprise 28.62%, symbol <blank>

When i use the following formula to plot the earningsurprise on the ALJ chart, i get NaN. I should get -23.53 on that date (and 0 on other dates)
//formula ..
eSurprise = getdata('surprises - earnings and sales', 'earningssurprise%');
Plot(eSurprise, "Earning surprise", colorBlue,ChartLine);

Please advise how to correct this so i can access the Earning Surprise field in Screens, Charts and in Strategies for the given date and symbol.

thanks
Kiran

QuantShare
2016-08-02 03:40:42

Hi Kiran,

I am not sure I understand what exactly is the issue. Please send a copy of your ASCII file and some screenshots of the import process to support by email.

Get more messages

No more messages

Back


Trading Items Portfolio Statistics to CSV File UK Economic Data - Average Earnings Index Historical Earnings Surprise, EPS and Consensus Data Market cap, ROE, ROA and Forward PE for U.S. Stocks - Fundamental... Historical Earnings Calendar Data for U.S. Stocks - Date/Time and...	How-to Lessons How to import trading data from CSV files How to export trading data to a CSV file How to download and use U.S. stocks earnings data How to download earnings calendar data for various stocks How to quickly download the most recent EOD data for your stocks
Related Forum Threads How do I Import Tick Data from a CVS file Custom Date Format When Importing Data from CSV update a new symbol from a csv file How to import to database from a csv file? Quotes in a CSV file	Blog Posts Reading and Exporting Data from QuantShare to Excel Programmatica... Export Trading Orders from a Portfolio to a File How to create a trading system, screen and composite using earnin... How to filter quotes data from high and low price spikes 6 places to download historical intraday Forex quotes data for fr...