quantlab.config#
The data root, and config factories for the US-equity datasets and universe table.
Each factory builds one config dataclass with every storage path derived from a
single data root. (The acquisition factory, stock_acquisition_config, lives
beside AcquisitionConfig in quantlab.acquisition.config.) get_data_root resolves
that root from, in order, the process-level override set through
set_data_root, the QUANTLAB_DATA_DIR environment variable, and
finally a default: the data/ directory beside the repository in a source
checkout, so a fresh clone works with no configuration, and
~/.quantlab/data in an installed package. Beneath the root, raw downloads live under
downloads/{market}/{frequency}/, Zarr stores under
data/{market}/{frequency}/ and reference tables under data/reference/.
The factories snapshot their paths as plain strings, so a root override must be applied before the first factory call.
Examples#
>>> from quantlab.config import set_data_root, stock_kline_config
>>> set_data_root("/mnt/quant")
PosixPath('/mnt/quant')
>>> cfg = stock_kline_config(start_date="2020-01-01", symbols=("AAPL",))
>>> cfg.zarr_file_path
'/mnt/quant/data/us_equity/1d/stock.zarr'
Functions
Return the storage root every config factory derives its paths from. |
|
Set the process-level storage root, ahead of the environment variable. |
|
Build the |
|
Build the |