quantlab.acquisition.wrds.rebuild.CrspStoreRebuilder#

class quantlab.acquisition.wrds.rebuild.CrspStoreRebuilder(config, *, data_root)[source]#

Bases: BaseStoreRebuilder

Re-convert one CRSP store from the raw files and measure the result.

Constructor parameters are those of BaseStoreRebuilder: a CrspDatasetConfig and data_root, the directory that relative config paths are resolved against.

Examples

>>> from quantlab.dataset.config import CrspDatasetConfig
>>> from quantlab.acquisition.wrds.rebuild import CrspStoreRebuilder
>>> config = CrspDatasetConfig(
...     zarr_file_path="data/data/us_equity/1d/crsp.zarr",
...     raw_data_dir_path="data/downloads/us_equity/1d/wrds_crsp/wrds",
...     reference_dir="data/downloads/us_equity/1d/wrds_crsp/_reference",
...     start_date="2024-01-01",
...     end_date="2024-12-31",
...     security_filter="equity_common",
...     roster_universe="crsp_sp500",
... )
>>> rebuilder = CrspStoreRebuilder(config, data_root="/path/to/repo")
>>> [p.name for p in rebuilder.sidecar_paths()][:2]
['crsp.zarr.chunks.json', 'crsp.zarr.crsp_adjustment.json']
>>> measurement = rebuilder.rebuild(backup_dir=Path("/path/to/backup"))

The last line needs real raw and reference files under data_root; without them rebuild refuses before deleting anything.

SIDECAR_SUFFIXES = ('.chunks.json', '.crsp_adjustment.json', '.crsp_filter_report.json', '.crsp_symbology_report.json', '.crsp_tickers.json')#: Suffixes appended to store_path to name the store’s sidecars, the small bookkeeping files kept next to the store directory. () means the store has none. clear() deletes them together with the store.