quantlab.dataset.config.TickerMapConfig#

class quantlab.dataset.config.TickerMapConfig(*, path, massive_dir, sharadar_dir)[source]#

Bases: FrozenConfig

Config of the Ticker map: each day’s Massive ticker to its permaticker (ADR 0031).

Examples

>>> cfg = TickerMapConfig(
...     path="/data/quantlab/market/massive/massive_ticker_map/massive_ticker_map",
...     massive_dir="/data/quantlab/downloads/massive",
...     sharadar_dir="/data/quantlab/downloads/sharadar",
... )
>>> cfg.path
'/data/quantlab/market/massive/massive_ticker_map/massive_ticker_map'

massive_dir#: Massive’s raw tier (<download-dir>/massive), holding the day aggregates.

path#: The map’s directory: one Parquet file of rows per mapped day.

sharadar_dir#: Sharadar’s raw tier (<download-dir>/sharadar): TICKERS, ACTIONS, SEP, SFP.