Data API

Daily simple returns panel (dates x symbols). Uses adjusted_close when available, else close. NaNs are dropped.

returns(symbols=None, lookback=None, start_date=None, end_date=None) -> pd.DataFrame

r = ctx.data.returns(lookback=126)   # 126 trading days
momentum = (1 + r).prod() - 1

Raw OHLCV rows as a MultiIndex (date, symbol) DataFrame with open/high/low/close/volume (and adjusted_close / vwap when available).

ohlcv(symbols=None, lookback=None, end_date=None, start_date=None) -> pd.DataFrame

bars = ctx.data.ohlcv(symbols=["AAPL", "MSFT"], lookback=30)

Per-field panels (dates x symbols). close() uses adjusted_close when present. vwap() falls back to (H+L+C)/3 if no vwap column exists.

close(symbols=None, lookback=None, ...) -> pd.DataFrame

close = ctx.data.close(lookback=50)
vol = ctx.data.volume(lookback=20)
sma_50 = close.rolling(50).mean().iloc[-1]

Return a fundamentals dataset for one symbol, or None if unavailable. Datasets include key_metrics_ttm and ratios_ttm (FMP-sourced).

fundamentals(symbol: str, dataset: str = "key_metrics_ttm") -> dict | None

km = ctx.data.fundamentals("AAPL", "key_metrics_ttm")
pe = (km or {}).get("peRatioTTM")

Reference lookups from the security master.

sector(symbol: str) -> str | None   |   market_cap(symbol: str) -> float | None

tech = [s for s in universe if ctx.data.sector(s) == "Technology"]