{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "from gs_quant.data.fields import DataMeasure\n", "from gs_quant.markets.baskets import Basket\n", "from gs_quant.session import Environment, GsSession" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "client = 'CLIENT ID'\n", "secret = 'CLIENT SECRET'\n", "\n", "GsSession.use(Environment.PROD, client_id=client, client_secret=secret, scopes=('read_product_data read_user_profile',))" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "basket = Basket.get('GSMBXXXX') # substitute input with any identifier for a basket" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "You may choose any combinations of the following metrics:\n", "\n", "* **Dividend Yield:** DataMeasure.*DIVIDEND_YIELD*\n", "* **Earnings per Share:** DataMeasure.*EARNINGS_PER_SHARE*\n", "* **Earnings per Share Positive:** DataMeasure.*EARNINGS_PER_SHARE_POSITIVE*\n", "* **Net Debt to EBITDA:** DataMeasure.*NET_DEBT_TO_EBITDA*\n", "* **Price to Book:** DataMeasure.*PRICE_TO_BOOK*\n", "* **Price to Cash:** DataMeasure.*PRICE_TO_CASH*\n", "* **Price to Earnings:** DataMeasure.*PRICE_TO_EARNINGS*\n", "* **Price to Earnings Positive:** DataMeasure.*PRICE_TO_EARNINGS_POSITIVE*\n", "* **Price to Sales:** DataMeasure.*PRICE_TO_SALES*\n", "* **Return on Equity:** DataMeasure.*RETURN_ON_EQUITY*\n", "* **Sales per Share:** DataMeasure.*SALES_PER_SHARE*" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "basket.get_fundamentals(metrics=[DataMeasure.PRICE_TO_CASH, DataMeasure.SALES_PER_SHARE])" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.7.4" } }, "nbformat": 4, "nbformat_minor": 4 }