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September 4, 2023

New features

  • DSL: Allow specifying a list of line items in Visible Alpha signals. For each evaluation company, the line items will be tried in turn util a line item with data is found or the list is exchausted. See the DSL documentation for further information.

Changed

  • Use dates from the FactSet Fundamentals data for historical periods in the publication_date() signal, and dates from the FactSet Estimates data for future dates only. This aligns publication_date() with company_calendar(alignment='pd').