ww58
- ago
At the moment NextEarningsDate provider doesn't show any information, and all other providers having this dates are extremely slow and sometimes incomplete. It would be nice to have this information in WealthData because earnings have a significant impact on the stock price
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- ago
#1
ww5 - don't forget to vote for your feature request.
1
- ago
#2
QUOTE:
At the moment NextEarningsDate provider doesn't show any information

Let's focus on this before making feature requests. Sounds like an incompatible symbol (what is it?) or a bug - like one of the feeds is broken.

QUOTE:
and all other providers having this dates are extremely slow and sometimes incomplete.

Under the hood, NextEarnings uses a cascaded approach to poll different sources in case one has failed. This may cause some expected slowness, right.

So to proceed further please provide some info for troubleshooting the existing solution, like symbols to start with.
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- ago
#3
QUOTE:
ww5 - don't forget to vote for your feature request.

Sorry but I've taken it down for now. We're not a pro data vendor and can't spread our efforts to tracking next earnings while there are developed solutions. The data won't come out of one's desire and our effort, wouldn't we have to subscribe to it, develop a solution and maintain it on our end? We could look into alternative sources to support NextEarnings if feasible, though.
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- ago
#4
I see that the primary source of next earnings dates fails for me. Looking into it.

UPDATE: it's indeed broken. OK, I was able to fix it for Fundamental Extensions B13.
2
- ago
#5
I'm having trouble getting the NextEarnings(...) date for the following stocks: ACEL AL ATMU CDE GNSS HBIO RXO TECH

I'm running Build 13 of the Fundamental extension. I also have Zacks earnings checked as an event provider. Should I be using something else?

Finally, some stocks have erroneous NextEarnings behavior immediately following their reported earnings date as shown below. Very unusual.

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- ago
#6
I'm not finding anything that stands out with these stocks using the NextEarningsDate indicator.
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- ago
#7
Works ok for me, too. For ACEL, on 2024/02/29, the next earnings count is 62. Other symbols look ok, too. Event Provider (only) is Zacks. Historical provider is TD Ameritrade. WL Build is 87 and Fundamental build is 13.
1
- ago
#8
Interesting. So why are my NextEarnings dates different from yours? I'm getting all zeros for the latter date counts. Could you please correct my code below or tell me what's wrong with my WL configuration. Do I need to "Delete Local Files" or something? Can you even do that with an event provider? Which event provider should I use?

Most stock are returning the correct NextEarnings dates. It's only the ones I mentioned that are messed up.

CODE:
using WealthLab.Backtest; using WealthLab.Core; using WealthLab.Indicators; using System.Collections.Generic; using WealthLab.Data; //* Fundamental event data here *// using WealthLab.Fundamental; namespace WealthScript1 { public class MyStrategy : UserStrategyBase { public override void Initialize(BarHistory bars) {          IndicatorBase indicator = new NextEarnings(bars);     PlotIndicator(indicator);          List<EventDataPoint> earnings = bars.GetEventDataPoints("Earnings"); //most recent earnings          if (earnings.Count != 0)          {             EventDataPoint fiEPSmrq = earnings[earnings.Count-1];             int tradingDaysUntilEarnings = bars.TradingDaysBetweenDates(bars.DateTimes[bars.Count-1], fiEPSmrq.Date); //in past, so negative             WriteToDebugLog(tradingDaysUntilEarnings.ToString("0=tradingDaysUntilEarnings"));          }       }       public override void Execute(BarHistory bars, int idx) { } } }

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- ago
#9
@superticker - I ran your code and got the same result as depicted in Post #7. I deleted the Zacks local files and ran it again and got the same result - count of 62 for 2024/02/29 for symbol ACEL.

However, aside from the above, it seems that the method BarHistory.TradingDaysBetweenDates may have a problem because it reports, for symbol ACEL, -23 days as of 2024/03/24. Hence, it seems it is including weekends.

For additional clarity I included this line after your WriteToDebugLog line
CODE:
            WriteToDebugLog($"Last bars date is: {bars.DateTimes[^1]}. Last earnings date was: {fiEPSmrq.Date}");
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- ago
#10
QUOTE:
So why are my NextEarnings dates different from yours?

A method that returns the future earnings date internally polls several 3rd party sources for backup purposes. It's a pretty unlikely event since primary source is operational now, but hitting 2nd or 3rd level source could be the reason.
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- ago
#11
The method BarHistory.TradingDaysBetweenDates is returning calendar days, when negative, instead of trading days. Cone is working on fixing that. But that's unrelated to all zeros being returned for the most recent NextEarnings date counts.

I Deleted Local Files for Zacks, but that didn't help. The NextEarnings date problem persists. I'm still unable to correct it. So why is it only happening on my machine? Do I need to reset or configure something differently?

And why is it reproducible on only certain stocks? What is special about these "certain" stocks? If it's not the Local Files for Zacks, then what is it?
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- ago
#12
I found the problem. One needs to quit WL, then go into the WL8 User Data Folder and delete the EarningsDateCache.txt file. That fixes the problem.

So it's a local file that "Delete Local Files" for Zacks does not control.
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