quantlab.dataset.config.DatasetConfig#

class quantlab.dataset.config.DatasetConfig(*, zarr_file_path, start_date=None, end_date=None, symbols=None, kwargs=None, resample_freq=None, resample_how=None, name=None, raw_data_dir_path, market, frequency, vendor=None)[source]#

Bases: BaseDatasetConfig

Config of a market data panel built from a raw download tree.

market and frequency sit here, not on BaseDatasetConfig, because a constituent panel has neither. Together with the data_type entry of kwargs they form the key the vendor registry uses to pick the converter for this dataset.

Examples

>>> cfg = DatasetConfig(
...     zarr_file_path="/data/us_equity/1d/stock.zarr",
...     raw_data_dir_path="/data/downloads/us_equity/1d/tiingo",
...     market="us_equity",
...     frequency="1d",
...     vendor="tiingo",
...     start_date="2020-01-01",
...     symbols=("AAPL",),
... )
>>> cfg.market, cfg.frequency, cfg.vendor
('us_equity', '1d', 'tiingo')

frequency#: The acquisition frequency of the raw data.

market#: The market this panel belongs to.

raw_data_dir_path#: Root of the raw download tree the panel is converted from.

vendor = None#: The vendor the raw data was downloaded from, when it matters for conversion.