quantlab.dataset.config.SharadarFundamentalsConfig#

class quantlab.dataset.config.SharadarFundamentalsConfig(*, 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='sf1', permatickers=None, roster_universe=None, category_filter='default', dimension='ARQ', stale_after_days=365)[source]#

Bases: SharadarDatasetConfig

Config of a point-in-time panel of Sharadar fundamentals (SF1) on the permaticker axis.

One store holds one as-reported dimension: "ARQ" (each fiscal quarter) or "ART" (trailing twelve months). The most-recent dimensions (MRQ, MRY, MRT) are refused, because their dates are period ends, not release dates. The universe fields (permatickers, roster_universe, category_filter) work as for a price panel; SF1’s default category filter is SEP’s, domestic common stock.

Examples

>>> cfg = SharadarFundamentalsConfig(
...     zarr_file_path="/data/zarrs/sharadar_sf1_arq.zarr",
...     raw_data_dir_path="/data/downloads/sharadar",
... )
>>> cfg.table, cfg.dimension, cfg.stale_after_days
('sf1', 'ARQ', 365)

dimension = 'ARQ'#: The as-reported dimension the panel holds: "ARQ" or "ART".

stale_after_days = 365#: Days after its release date that a row stops being shown when no newer row has replaced it, as for the Compustat panel (ADR 0003). None shows it until it is replaced.

table = 'sf1'#: Always SF1.