Equivalent-for-WL6-FundamentalDataSeriesAnnual

The mentions of FundamentalDataSeriesAnnual in the WL7 help for YCharts is a leftover from its WL6 Wiki page. WL7 does not have such a method. I presume the most straightforward way to access this kind of data is to use the Morningstar data which is annual by nature.

Yes, but I also need to do a quarter offset as shown below:

CODE:
double EPSttm = usb.FundamentalDataSeries(epsCmd, 4, 0)[lastBar]; //sum most recent 4-qtr blk; [lastBar]=[fiEPSmrq.Bar]
double EPSttmPrevQt = usb.FundamentalDataSeries(epsCmd, 4, 1)[lastBar]; //sum previous 4-qtr blk shifted 1 qtr

The goal of the quarter offset is to contrast the quarter difference over a year block.

I don't need the DataSeries, only the last scaler value for the contrast. Sounds like I need to write an annual integrating function with an offset parameter to go through the bars.GetEventDataPoints("Earnings") collection and sum up the quarters. To do it any other way would be too easy. :(

If you can think of another way, and still compute the contrast, I'm all ears.

Hmm I think that the FundamentalRatio indicator could serve this purpose if we add a denominator option of “None”. It can already perform annual summation.

In the example code below I plotted 2 fundamentals - EPS and Payout Ratio, both also with corresponding series shifted forward by a quarter. I used WEEKLY bars and therefore shifted the series forward by 13.
Data source: Morningstar.
Play with it to get what you need.
Enjoy!

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;
using System.Linq;         //for Fundamentals i.e. Event Data

namespace WealthScript 
{
    public class MyStrategy : UserStrategyBase
    {
      //create indicators and other objects here, this is executed prior to the main trading loop
      public override void Initialize(BarHistory bars)
      {
         //======= FUNDAMENTALS =======
         if (bars.EventDataPoints.Count > 0)
         {
            List<EventDataPoint> fList;

            // Earnings Per Share (annual) - Morningstar
            fList = bars.EventDataPoints.Where(i => i.Value > 0 && i.Name == "Earnings Per Share" && i.ProviderName == "Morningstar").ToList();
            if (fList.Count > 0)
            {
               TimeSeries fEPS = Fundamental.Series(bars, "Earnings Per Share", true);
               PlotTimeSeries(fEPS, fEPS.Description, "pEPS", Color.FromArgb(200, Color.DarkGreen), PlotStyles.GradientBlocks);
               TimeSeries fEPSFwd1qtr = fEPS >> 13;
               PlotTimeSeries(fEPSFwd1qtr, fEPSFwd1qtr.Description, "pEPS2", Color.FromArgb(150, Color.MediumPurple), PlotStyles.GradientBlocks);
            }
            fList.Clear();

            // Payout Ratio (annual) - Morningstar
            fList = bars.EventDataPoints.Where(i => i.Value > 0 && i.Name == "Payout Ratio %" && i.ProviderName == "Morningstar").ToList();
            if (fList.Count > 0)
            {
               TimeSeries fPayoutRatio = Fundamental.Series(bars, "Payout Ratio %", true);
               PlotTimeSeries(fPayoutRatio, fPayoutRatio.Description, "pPR", Color.Red, PlotStyles.ThickHistogram);
               TimeSeries fPayoutRatioFwd1qtr = fPayoutRatio >> 13;
               PlotTimeSeries(fPayoutRatioFwd1qtr, fPayoutRatioFwd1qtr.Description, "pPR2", Color.FromArgb(150, Color.PaleVioletRed), PlotStyles.ThickHistogram);
            }
            fList.Clear();

         }
         else
         {
            DrawHeaderText("Fundamental info not available", Color.DarkBlue);
         }

      }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
        }

        //declare private variables below

    }
}

Looks great!