quantlab.dataset.config.FileConstituentDatasetConfig#

class quantlab.dataset.config.FileConstituentDatasetConfig(*, zarr_file_path, start_date=None, end_date=None, symbols=None, kwargs=None, resample_freq=None, resample_how=None, name=None, as_of=None, cache_dir)[source]#

Bases: ConstituentDatasetConfig

Config of an index-membership panel built from source files on disk.

The Wikipedia change logs (SP500ConstituentDataset, Nasdaq100ConstituentDataset), the CRSP and Compustat reference tables and Sharadar’s S&P 500 table are read from cache_dir.

Examples

>>> cfg = FileConstituentDatasetConfig(
...     zarr_file_path="/data/us_equity/1d/sp500_constituent.zarr",
...     cache_dir="/data/reference/_cache",
...     start_date="2020-01-01",
...     as_of="2024-06-30",
... )
>>> cfg.cache_dir
'/data/reference/_cache'

cache_dir#: Directory holding the membership source the panel is built from (the Wikipedia page cache, the CRSP reference tables, Sharadar’s S&P 500 table).