quantlab.dataset.config.SharadarListingConfig#

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

Bases: SharadarDatasetConfig

Config of the point-in-time listing panel (SIC series and exchange) on the permaticker axis.

Each security’s SIC history and exchange history are rebuilt from its current TICKERS siccode and exchange and the ACTIONS sicchangefrom and exchangefrom rows. The universe fields work as for a price panel, on SEP’s TICKERS rows; the default category filter is domestic common stock.

Examples

>>> cfg = SharadarListingConfig(
...     zarr_file_path="/data/zarrs/sharadar_listing_1d.zarr",
...     raw_data_dir_path="/data/downloads/sharadar",
... )
>>> cfg.table
'sep'

table = 'sep'#: Always SEP: its TICKERS rows give the current SIC and exchange, its dates the calendar.