quantlab.acquisition.sharadar.raw_tier.prune_tickers_snapshots#
- quantlab.acquisition.sharadar.raw_tier.prune_tickers_snapshots(vendor_root)[source]#
Delete the TICKERS snapshots no raw file maps with, and return them.
The newest snapshot is always kept (the next pulls of its run map with it); an older one is kept while a raw file of any table pairs with it (
snapshot_for). A bulk pull deletes its table’s windows, so the snapshots only they used go too. Fold the snapshots into the TICKERS history first (fold_tickers_history), as a bulk pull does, so a deleted one loses nothing.Examples
Needs the Sharadar raw tier:
prune_tickers_snapshots("/data/downloads/sharadar") # [PosixPath('/data/downloads/sharadar/tickers/snapshot_20240111T082900000000.parquet')]