quantlab.dataset.config.SharadarHoldingsConfig#

class quantlab.dataset.config.SharadarHoldingsConfig(*, 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='sf3a', permatickers=None, roster_universe=None, category_filter='default')[source]#

Bases: SharadarDatasetConfig

Config of the Sharadar 13F institutional-ownership panel (SF3A) on the permaticker axis.

The universe fields work as for a price panel, on SEP’s TICKERS rows (SF3A’s tickers are mapped through them); the default category filter is domestic common stock.

Examples

>>> cfg = SharadarHoldingsConfig(
...     zarr_file_path="/data/zarrs/sharadar_holdings_1d.zarr",
...     raw_data_dir_path="/data/downloads/sharadar",
... )
>>> cfg.table
'sf3a'

table = 'sf3a'#: Always SF3A, the vendor’s sum of SF3 by security.