quantlab.acquisition.config#

The config of the acquisition layer.

An acquisition (a vendor download) is constructed from an AcquisitionConfig and exposes it as self.config. Unlike the dataset, factor and model configs it is not frozen. stock_acquisition_config builds the one a daily US-equity download uses, rooted in the data root of quantlab.config.

Classes

AcquisitionConfig

Config of a raw-data download for one market, frequency and vendor.

Functions

stock_acquisition_config

Build the AcquisitionConfig for a symbol-batched download.