quantlab.dataset.config.SharadarEventsConfig#

class quantlab.dataset.config.SharadarEventsConfig(*, 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='us_equity', frequency='1d', vendor='sharadar', table='events', permatickers=None, roster_universe=None, category_filter='default')[source]#

Bases: SharadarDatasetConfig

Config of the Sharadar 8-K events panel (EVENTS) on the permaticker axis.

The universe fields work as for a price panel; EVENTS covers SF1’s filers, and its default category filter is SF1’s, domestic common stock.

Examples

>>> cfg = SharadarEventsConfig(
...     zarr_file_path="/data/zarrs/sharadar_events_1d.zarr",
...     raw_data_dir_path="/data/downloads/sharadar",
... )
>>> cfg.table
'events'

table = 'events'#: Always EVENTS.