quantlab.dataset.config.PermatickerDayBarsConfig#

class quantlab.dataset.config.PermatickerDayBarsConfig(*, day_bars, ticker_map, resample_freq=None, resample_how=None, name=None)[source]#

Bases: FrozenConfig

Config of the Day aggregates read on the permaticker axis through the Ticker map (#353).

The view holds no store of its own; day_bars and ticker_map keep their own configs, both component fields.

Examples

With day_bars a MassiveDayBarDataset and ticker_map a TickerMap:

cfg = PermatickerDayBarsConfig(day_bars=day_bars, ticker_map=ticker_map)
sorted(cfg.to_dict())
# ['day_bars', 'name', 'resample_freq', 'resample_how', 'ticker_map']

day_bars#: The Day aggregate store on the Massive ticker axis.

name = None#: Dotted import path of the dataset class; filled by the config setter.

resample_freq = None#: The coarser bars the panel is resampled to; None for the store’s bars.

resample_how = None#: {variable: method} of the resample; None for the Day aggregates’ defaults.

ticker_map#: The map from each day’s Massive ticker to its permaticker.