Current Quarter

In dashboards or charts it may be desirable to focus on a single ongoing quarter.

The current_quarter function uses data from FactSet to determine the ongoing quarter. The ongoing quarter is a period relative to today, which always starts on an actual fiscal period (afp) start date, and ends on the afp end date or report publication date, depending on the alignment argument. When to switch the ongoing quarter from one quarter to the next is given by the ‘crossover’ argument, which can either be afp or pd.

Usage

current_quarter(alignment='pd', crossover='pd', days_after=0)

Get a constant series which has the value 1 on every day in the current quarter.

Parameters

  • alignment – Alignment of the quarter end. Either pd (publication date) to get a constant series from fiscal period start to report publication date (inclusive) or afp (actual fiscal period) to get a constant series from fiscal period start until fiscal period end (inclusive). Default is pd.

  • crossover – When the current quarter should switch to the next quarter. Either pd, to switch the day after the report publication date or afp to switch the day after the fiscal period end. Note that days_after can be used to add some delay to the crossover. Default is pd.

  • days_after – Number of days after the crossover for which to still consider the previous quarter as the current quarter. Default is 0.

Example

Get close price only for days in the current unpublished quarter:

close_price.reindex_like(current_quarter(), fill_method=None)