Move New Fundamental from Draft to Final

QuantConnect · Oct 27, 2023 · 77decf4 · 77decf4
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diff --git a/01 Cloud Platform/10 Live Trading/03 Data Feeds/01 US Equities/03 Universe Selection.php b/01 Cloud Platform/10 Live Trading/03 Data Feeds/01 US Equities/03 Universe Selection.php
@@ -1,14 +1,14 @@
 <p>The US Equities data feed enables you to create a dynamic universe of securities.</p>
 
-<h4>Coarse-Fine Universe</h4>
-<?php echo file_get_contents(DOCS_RESOURCES."/data-feeds/us-equities/coarse-fine-data-availability.html"); ?>
+<h4>Fundamental Universe</h4>
+<? include(DOCS_RESOURCES."/data-feeds/us-equities/fundamental-data-availability.html"); ?>
 <div class="section-example-container">
-    <pre class="csharp">AddUniverse(SelectCoarse, SelectFine);</pre>
-    <pre class="python">self.AddUniverse(self.SelectCoarse, self.SelectFine)</pre>
+    <pre class="csharp">AddUniverse(SelectFundamental);</pre>
+    <pre class="python">self.AddUniverse(self.SelectFundamental)</pre>
 </div>
 
 <h4>ETF Constituent Universe</h4>
-<p>The US Equities data feed enables you to create a universe of securities to match the constituents of an ETF. For more information about ETF universes, see <a href='/docs/v2/writing-algorithms/universes/equity#04-ETF-Constituents-Selection'>ETF Constituents Selection </a>.</p>
+<p>The US Equities data feed enables you to create a universe of securities to match the constituents of an ETF. For more information about ETF universes, see <a href='/docs/v2/writing-algorithms/universes/equity/etf-constituents-universes'>ETF Constituents Selection</a>.</p>
 
 <div class="section-example-container">
     <pre class="csharp">var spy = AddEquity("SPY").Symbol;

diff --git a/...ng/03 Data Feeds/09 Brokerage Data Feeds/01 Interactive Brokers/03 Universe Selection.php b/...ng/03 Data Feeds/09 Brokerage Data Feeds/01 Interactive Brokers/03 Universe Selection.php
@@ -1,6 +1,7 @@
-<?php
+<?
+$availability=true;
+$dataFeedName= "IB";
 include(DOCS_RESOURCES."/data-feeds/universe-selection.php");
-$getUniverseSelectionText("IB", true);
 ?>
 
 <p>The universe selection data comes from our Dataset Market, not the <a rel='nofollow' target='_blank' href='https://interactivebrokers.github.io/tws-api/market_scanners.html'>TWS market scanners</a>. Universe selection with the IB data feed occurs around 6-7 AM Eastern Time (ET) on Tuesday to Friday and at 2 AM ET on Sunday. Universe selection data isn't available when the IB servers are closed. To check the IB server status, see the <a rel='nofollow' target='_blank' href='https://www.interactivebrokers.com/en/software/systemStatus.php'>Current System Status</a> page on the IB website.</p>

diff --git a/...0 Live Trading/03 Data Feeds/09 Brokerage Data Feeds/03 Tradier/03 Universe Selection.php b/...0 Live Trading/03 Data Feeds/09 Brokerage Data Feeds/03 Tradier/03 Universe Selection.php
@@ -1,4 +1,5 @@
-<?php
+<?
+$availability=true;
+$dataFeedName= "Tradier";
 include(DOCS_RESOURCES."/data-feeds/universe-selection.php");
-$getUniverseSelectionText("Tradier", true);
 ?>
diff --git a/.../01 Key Concepts/08 Fundamental Data.html → .../01 Key Concepts/08 Fundamental Data.html b/.../01 Key Concepts/08 Fundamental Data.html → .../01 Key Concepts/08 Fundamental Data.html
@@ -10,4 +10,4 @@
     <pre class="csharp">var hasFundamentalData = Securities[_symbol].Fundamentals.HasFundamentalData;</pre>
     <pre class="python">has_fundamental_data = self.Securities[self.symbol].Fundamentals.HasFundamentalData</pre>
 </div>
-<p>For more information about fundamental data, see <a href='/docs/v2/drafts/writing-algorithms/securities/asset-classes/us-equity/corporate-fundamentals'>Corporate Fundamentals</a>.</p>
+<p>For more information about fundamental data, see <a href='/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-fundamentals'>Corporate Fundamentals</a>.</p>
diff --git a/...1 Key Concepts/08 Linked Custom Data.html → ...1 Key Concepts/09 Linked Custom Data.html b/...1 Key Concepts/08 Linked Custom Data.html → ...1 Key Concepts/09 Linked Custom Data.html
diff --git a/...3 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/01 Introduction.html b/...3 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/01 Introduction.html
@@ -1 +1 @@
-<p>Corporate fundamental data contains all the information on the underlying company of an Equity asset and the information in their financial statements. Since corporate data contains information not found in price and alternative data, adding corporate data to your trading strategies provides you with more information so you can make more informed trading decisions. Corporate fundamental data is available through the <a href="https://www.quantconnect.com/datasets/morning-star-us-fundamentals">US Fundamental Data from Morningstar</a>. To get fundamental data into your algorithm, add a <a href="/docs/v2/writing-algorithms/universes/equity#05-Fundamentals-Selection">fundamental universe</a>.</p>
+<p>Corporate fundamental data contains all the information on the underlying company of an Equity asset and the information in their financial statements. Since corporate data contains information not found in price and alternative data, adding corporate data to your trading strategies provides you with more information so you can make more informed trading decisions. Corporate fundamental data is available through the <a href="https://www.quantconnect.com/datasets/morning-star-us-fundamentals">US Fundamental Data from Morningstar</a>.</p>
diff --git a/...rporate Fundamentals/02 Direct Access.php → ...rporate Fundamentals/02 Direct Access.php b/...rporate Fundamentals/02 Direct Access.php → ...rporate Fundamentals/02 Direct Access.php
diff --git a/...s/03 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/02 Properties.php b/...s/03 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/02 Properties.php
diff --git a/...ecurities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/03 Historical Data.html b/...ecurities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/03 Historical Data.html
diff --git a/...e Fundamentals/03 Universe Selection.html → ...e Fundamentals/03 Universe Selection.html b/...e Fundamentals/03 Universe Selection.html → ...e Fundamentals/03 Universe Selection.html
diff --git a/...3 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/04 Data Updates.html b/...3 Securities/99 Asset Classes/01 US Equity/06 Corporate Fundamentals/04 Data Updates.html
diff --git a/...orate Fundamentals/04 Historical Data.php → ...orate Fundamentals/04 Historical Data.php b/...orate Fundamentals/04 Historical Data.php → ...orate Fundamentals/04 Historical Data.php
diff --git a/...rporate Fundamentals/05 Data Updates.html → ...rporate Fundamentals/05 Data Updates.html b/...rporate Fundamentals/05 Data Updates.html → ...rporate Fundamentals/05 Data Updates.html
diff --git a/... Corporate Fundamentals/06 Properties.php → ... Corporate Fundamentals/06 Properties.php b/... Corporate Fundamentals/06 Properties.php → ... Corporate Fundamentals/06 Properties.php
diff --git a/03 Writing Algorithms/12 Universes/01 Key Concepts/05 Selection Functions.html b/03 Writing Algorithms/12 Universes/01 Key Concepts/05 Selection Functions.html
@@ -1,27 +1,27 @@
 <p>The following example filter function selects the 100 most liquid US Equities.</p>
 
 <div class="section-example-container">
-<pre class="csharp">public class MyCoarseUniverseAlgorithm : QCAlgorithm
+<pre class="csharp">public class MyFundamentalUniverseAlgorithm : QCAlgorithm
 {
     public override void Initialize()
     {
-        AddUniverse(CoarseFilterFunction);
+        AddUniverse(FundamentalFilterFunction);
     }
 
-    private IEnumerable&lt;Symbol&gt; CoarseFilterFunction(IEnumerable&lt;CoarseFundamental&gt; coarse)
+    private IEnumerable&lt;Symbol&gt; FundamentalFilterFunction(IEnumerable&lt;Fundamental&gt; fundamental)
     {
-        return (from c in coarse
+        return (from c in fundamental
             orderby c.DollarVolume descending
             select c.Symbol).Take(100);
     }
 }</pre>
-<pre class="python">class MyCoarseUniverseAlgorithm(QCAlgorithm):
+<pre class="python">class MyFundamentalUniverseAlgorithm(QCAlgorithm):
     def Initialize(self) -&gt; None:
-        self.AddUniverse(self.CoarseFilterFunction)
+        self.AddUniverse(self.FundamentalFilterFunction)
 
-    def CoarseFilterFunction(self, coarse: List[CoarseFundamental]) -&gt; List[Symbol]:
-        sorted_by_dollar_volume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True) 
+    def FundamentalFilterFunction(self, fundamental: List[Fundamental]) -&gt; List[Symbol]:
+        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.DollarVolume, reverse=True) 
         return [c.Symbol for c in sorted_by_dollar_volume[:100]]</pre>
 </div>
 
-<p>To learn how to define filter functions for other asset classes, <a href='/docs/v2/writing-algorithms/universes/custom-universes'>custom data universes</a>, or <a href='/docs/v2/writing-algorithms/universes/alternative-data-universes'>alternative data universes</a>, see the following pages in this Universes chapter.</p>
+<p>To learn how to define filter functions for other asset classes, <a href='/docs/v2/writing-algorithms/universes/custom-universes'>custom data universes</a>, or <a href='/docs/v2/writing-algorithms/universes/equity/alternative-data-universes'>alternative data universes</a>, see the following pages in this Universes chapter.</p>
diff --git a/03 Writing Algorithms/12 Universes/01 Key Concepts/08 Select Current Constituents.html b/03 Writing Algorithms/12 Universes/01 Key Concepts/08 Select Current Constituents.html
@@ -6,20 +6,19 @@
 {
     public override void Initialize()
     {
-        AddUniverse(MyCoarseFilterFunction);
+        AddUniverse(MyFundamentalFilterFunction);
     }
 
-    IEnumerable&lt;Symbol&gt; MyCoarseFilterFunction(IEnumerable&lt;CoarseFundamental&gt; coarse) 
+    IEnumerable&lt;Symbol&gt; MyFundamentalFilterFunction(IEnumerable&lt;Fundamental&gt; fundamental) 
     {
-         return Universe.Unchanged;
+        return Universe.Unchanged;
     }
-}
-</pre>
+}</pre>
 <pre class="python">
 class MyUniverseAlgorithm(QCAlgorithm):
-     def Initialize(self) -&gt; None:
-         self.AddUniverse(self.MyCoarseFilterFunction)
+    def Initialize(self) -&gt; None:
+        self.AddUniverse(self.MyFundamentalFilterFunction)
 
-    def MyCoarseFilterFunction(self, coarse: List[CoarseFundamental]) -&gt; List[Symbol]:
-         return Universe.Unchanged</pre>
+    def MyFundamentalFilterFunction(self, fundamental: List[Fundamental]) -&gt; List[Symbol]:
+        return Universe.Unchanged</pre>
 </div>
diff --git a/03 Writing Algorithms/12 Universes/01 Key Concepts/09 Universe Manager.html b/03 Writing Algorithms/12 Universes/01 Key Concepts/09 Universe Manager.html
@@ -4,7 +4,7 @@
 <pre class="csharp">private Universe _universe;
 
 // In Initialize
-_universe = AddUniverse(MyCoarseFilterFunction);
+_universe = AddUniverse(MyFundamentalFilterFunction);
 
 // In OnData
 var universeMembers = UniverseManager[_universe.Configuration.Symbol].Members;
@@ -14,12 +14,11 @@
     var security = kvp.Value;
 }</pre>
 <pre class="python"># In Initialize
-self.universe = self.AddUniverse(self.MyCoarseFilterFunction)
+self.universe = self.AddUniverse(self.MyFundamentalFilterFunction)
 
 # In OnData
 universe_members = self.UniverseManager[self.universe.Configuration.Symbol].Members
 for kvp in universe_members:
     symbol = kvp.Key
-    security = kvp.Value
-</pre>
+    security = kvp.Value</pre>
 </div>
diff --git a/... Liquidity Universes/01 Introduction.html → ... Liquidity Universes/01 Introduction.html b/... Liquidity Universes/01 Introduction.html → ... Liquidity Universes/01 Introduction.html
diff --git a/...uidity Universes/02 Create Universes.html → ...uidity Universes/02 Create Universes.html b/...uidity Universes/02 Create Universes.html → ...uidity Universes/02 Create Universes.html
diff --git a/...ity Universes/10 Selection Frequency.html → ...ity Universes/10 Selection Frequency.html b/...ity Universes/10 Selection Frequency.html → ...ity Universes/10 Selection Frequency.html
diff --git a/...y/01 Liquidity Universes/99 Examples.html → ...y/01 Liquidity Universes/99 Examples.html b/...y/01 Liquidity Universes/99 Examples.html → ...y/01 Liquidity Universes/99 Examples.html
diff --git a/...Fundamental Universes/01 Introduction.php → ...Fundamental Universes/01 Introduction.php b/...Fundamental Universes/01 Introduction.php → ...Fundamental Universes/01 Introduction.php
diff --git a/...amental Universes/02 Create Universes.php → ...amental Universes/02 Create Universes.php b/...amental Universes/02 Create Universes.php → ...amental Universes/02 Create Universes.php
@@ -31,7 +31,7 @@
     </p>
     
     <div class="section-example-container">
-        <pre class="csharp">// Take the top 50 by dollar volume using coarse
+        <pre class="csharp">// Take the top 50 by dollar volume using fundamental
 // Then the top 10 by PERatio using fine
 AddUniverse(
     fundamental =&gt; (from f in fundamental

diff --git a/...undamental Universes/03 Direct Access.php → ...undamental Universes/03 Direct Access.php b/...undamental Universes/03 Direct Access.php → ...undamental Universes/03 Direct Access.php
diff --git a/...damental Universes/04 Historical Data.php → ...damental Universes/04 Historical Data.php b/...damental Universes/04 Historical Data.php → ...damental Universes/04 Historical Data.php
diff --git a/...tal Universes/10 Selection Frequency.html → ...tal Universes/10 Selection Frequency.html b/...tal Universes/10 Selection Frequency.html → ...tal Universes/10 Selection Frequency.html
diff --git a/...rithms/12 Universes/03 Equity/02 Fundamental Universes/11 Live Trading Considerations.php b/...rithms/12 Universes/03 Equity/02 Fundamental Universes/11 Live Trading Considerations.php
@@ -0,0 +1 @@
+<? include(DOCS_RESOURCES."/data-feeds/us-equities/fundamental-data-availability.html"); ?>
diff --git a/...02 Fundamental Universes/99 Examples.html → ...02 Fundamental Universes/99 Examples.html b/...02 Fundamental Universes/99 Examples.html → ...02 Fundamental Universes/99 Examples.html
@@ -1,5 +1,5 @@
 <meta name="tag" content="universes">
-<meta name="tag" content="coarse universes">
+<meta name="tag" content="fundamental universes">
 <p>The following examples are typical filter functions you may want.<br></p>
 <h4>Example 1: Take 500 stocks that are worth more than $10 and have more than $10M daily trading volume</h4>
 <p>

diff --git a/03 Writing Algorithms/12 Universes/03 Equity/03 Dollar Volume Selection.html b/03 Writing Algorithms/12 Universes/03 Equity/03 Dollar Volume Selection.html
diff --git a/...nstituents Universes/01 Introduction.html → ...nstituents Universes/01 Introduction.html b/...nstituents Universes/01 Introduction.html → ...nstituents Universes/01 Introduction.html
diff --git a/...tuents Universes/02 Create Universes.html → ...tuents Universes/02 Create Universes.html b/...tuents Universes/02 Create Universes.html → ...tuents Universes/02 Create Universes.html
diff --git a/...nts Universes/10 Selection Frequency.html → ...nts Universes/10 Selection Frequency.html b/...nts Universes/10 Selection Frequency.html → ...nts Universes/10 Selection Frequency.html
diff --git a/...F Constituents Universes/99 Examples.html → ...F Constituents Universes/99 Examples.html b/...F Constituents Universes/99 Examples.html → ...F Constituents Universes/99 Examples.html
diff --git a/03 Writing Algorithms/12 Universes/03 Equity/03 ETF Constituents Universes/metadata.json b/03 Writing Algorithms/12 Universes/03 Equity/03 ETF Constituents Universes/metadata.json
@@ -0,0 +1,12 @@
+{
+    "type": "metadata",
+    "values": {
+        "description": "You can select a universe based on the constituents of an ETF, and then you can further filter your universe down with fundamentals.",
+        "keywords": "ETF constituents",
+        "og:description": "You can select a universe based on the constituents of an ETF, and then you can further filter your universe down with fundamentals.",
+        "og:title": "Equity - Documentation QuantConnect.com",
+        "og:type": "website",
+        "og:site_name": "Equity - QuantConnect.com",
+        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/universes/equity.png"
+    }
+}
diff --git a/...11 Chained Universes/00 Introduction.html → ...04 Chained Universes/00 Introduction.html b/...11 Chained Universes/00 Introduction.html → ...04 Chained Universes/00 Introduction.html
diff --git a/... Chained Universes/02 Filter Pattern.html → ... Chained Universes/02 Filter Pattern.html b/... Chained Universes/02 Filter Pattern.html → ... Chained Universes/02 Filter Pattern.html
diff --git a/...d Universes/04 Universe Data Weights.html → ...d Universes/04 Universe Data Weights.html b/...d Universes/04 Universe Data Weights.html → ...d Universes/04 Universe Data Weights.html
diff --git a/...ain Fundamental and Alternative Data.html → ...ain Fundamental and Alternative Data.html b/...ain Fundamental and Alternative Data.html → ...ain Fundamental and Alternative Data.html
diff --git a/...iverses/07 Chain ETF and Fundamental.html → ...iverses/07 Chain ETF and Fundamental.html b/...iverses/07 Chain ETF and Fundamental.html → ...iverses/07 Chain ETF and Fundamental.html
@@ -2,7 +2,7 @@
 <meta name="tag" content="fundamental universes">
 <meta name="tag" content="alternative data universes">
 <p>
-    The following example chains a <a href='/docs/v2/writing-algorithms/universes/equity#05-Fundamentals-Selection'>fundamental universe</a> and an <a href='/docs/v2/writing-algorithms/universes/equity#04-ETF-Constituents-Selection'>ETF constituents universe</a>.
+    The following example chains a <a href='/docs/v2/writing-algorithms/universes/equity/fundamental-universes'>fundamental universe</a> and an <a href='/docs/v2/writing-algorithms/universes/equity/etf-constituents-universes'>ETF constituents universe</a>.
     It first selects all the constituents of the QQQ ETF and then filters then down to select the 20 assets with the lowest PE ratio.
     The output of the fundamental universe selection method is the output of the chained universe.
 </p> 

diff --git a/...es/08 Chain ETF and Alternative Data.html → ...es/08 Chain ETF and Alternative Data.html b/...es/08 Chain ETF and Alternative Data.html → ...es/08 Chain ETF and Alternative Data.html
@@ -1,5 +1,5 @@
 <p>
-The following example chains an <a href="/docs/v2/writing-algorithms/universes/equity#04-ETF-Constituents-Selection">ETF universe</a> and a <a href='/docs/v2/writing-algorithms/datasets/quiver-quantitative/twitter-followers#09-Universe-Selection'>QuiverQuantTwitterFollowersUniverse alternative universe</a>. 
+The following example chains an <a href="/docs/v2/writing-algorithms/universes/equity/etf-constituents-universes">ETF universe</a> and a <a href='/docs/v2/writing-algorithms/datasets/quiver-quantitative/twitter-followers#09-Universe-Selection'>QuiverQuantTwitterFollowersUniverse alternative universe</a>. 
     It first selects all constituents of SPY and then filters them down with based on their Twitter followers number and weekly change. 
     The output of the alternative universe selection method is the output of the chained universe.
 </p>

diff --git a/...s/10 Chain ETF and US Equity Options.html → ...s/10 Chain ETF and US Equity Options.html b/...s/10 Chain ETF and US Equity Options.html → ...s/10 Chain ETF and US Equity Options.html
@@ -1,5 +1,5 @@
 <p>
-    The following example chains an <a href='/docs/v2/writing-algorithms/universes/equity#04-ETF-Constituents-Selection'>ETF constituents universe</a> and an <a href='/docs/v2/writing-algorithms/universes/equity-options'>Equity Options universe</a>.
+    The following example chains an <a href='/docs/v2/writing-algorithms/universes/equity/etf-constituents-universes'>ETF constituents universe</a> and an <a href='/docs/v2/writing-algorithms/universes/equity-options'>Equity Options universe</a>.
     It first selects the 30 largest-weighted constituents of QQQ and then selects their call Option contracts that expire within 60 days.
     The output of both universes is the output of the chained universe.
 </p>

diff --git a/03 Writing Algorithms/12 Universes/03 Equity/04 ETF Constituents Selection.html b/03 Writing Algorithms/12 Universes/03 Equity/04 ETF Constituents Selection.html
diff --git a/... Universes/03 Equity/01 Introduction.html → ...undamental Universes/01 Introduction.html b/... Universes/03 Equity/01 Introduction.html → ...undamental Universes/01 Introduction.html
diff --git a/...3 Equity/02 Coarse Universe Selection.php → ...niverses/02 Coarse Universe Selection.php b/...3 Equity/02 Coarse Universe Selection.php → ...niverses/02 Coarse Universe Selection.php
Original file line number	Diff line number	Diff line change
		@@ -1 +1 @@
		<p>Corporate fundamental data contains all the information on the underlying company of an Equity asset and the information in their financial statements. Since corporate data contains information not found in price and alternative data, adding corporate data to your trading strategies provides you with more information so you can make more informed trading decisions. Corporate fundamental data is available through the <a href="https://www.quantconnect.com/datasets/morning-star-us-fundamentals">US Fundamental Data from Morningstar</a>. To get fundamental data into your algorithm, add a <a href="/docs/v2/writing-algorithms/universes/equity#05-Fundamentals-Selection">fundamental universe</a>.</p>
		<p>Corporate fundamental data contains all the information on the underlying company of an Equity asset and the information in their financial statements. Since corporate data contains information not found in price and alternative data, adding corporate data to your trading strategies provides you with more information so you can make more informed trading decisions. Corporate fundamental data is available through the <a href="https://www.quantconnect.com/datasets/morning-star-us-fundamentals">US Fundamental Data from Morningstar</a>.</p>
Original file line number	Diff line number	Diff line change
		@@ -0,0 +1 @@
		<? include(DOCS_RESOURCES."/data-feeds/us-equities/fundamental-data-availability.html"); ?>