Hi, there.
In quantrocket, the pe or pe1 in sharadar dataset seems doesn't change every day.
But in sharadar's website, it's pe changes everyday. see: https://data.nasdaq.com/tables/SF1/SHARADAR-DAILY
I wonder if quantrocket can introduce this dynamic daily pe in sharadar?
The Sharadar daily data is just the quarterly fundamentals adjusted to reflect the current price. This can be done in QuantRocket so there's not a compelling reason to import the daily calculations from Sharadar.
Thank you very much. I have seen your suggestion at this post.
You say A better solution that avoids this problem is to collect the history db (usstock or sharadar).
So, do you mean we can still use bundle when running pipeline, such as: res = run_pipeline(pipe, start_date='2016-01-04', end_date='2023-02-23', bundle='usstock-1d-bundle').
and in pipeline definition, we can use prices in custom database insteady of bundle?
Correct. You can still use the bundle for everything other than the narrow purpose shown in that post.