quantlab.dataset.config.RosterDatasetConfig#

class quantlab.dataset.config.RosterDatasetConfig(*, dataset, roster, name=None)[source]#

Bases: FrozenConfig

Config of a roster dataset: a dataset read on another dataset’s symbols.

A roster dataset holds no store of its own, so this config has no path, dates or symbols; dataset and roster keep their own configs. Both are component fields, so to_dict() nests their config dicts and RosterDataset.from_config rebuilds them.

Examples

With sep the Sharadar SEP dataset and membership a universe’s membership dataset:

>>> cfg = RosterDatasetConfig(dataset=sep, roster=membership)
>>> sorted(cfg.to_dict())
['dataset', 'name', 'roster']

dataset#: The dataset read: a market-wide store.

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

roster#: The dataset whose store’s symbol axis is the roster.