quantlab.dataset.crsp.resolve_security_filter

quantlab.dataset.crsp.resolve_security_filter(value, *, owner='CrspStockDataset')

Resolve a security_filter value to {column: allowed values}.

A preset name is replaced by its entry in SECURITY_FILTER_PRESETS. A mapping is checked against FILTERABLE_COLUMNS and returned with each list of allowed values turned into a tuple of strings. An unknown preset raises instead of falling back to the default or to “keep everything”, because a silently different panel looks exactly like a correct one.

Parameters:

valuestr or dict

A preset name or a {column: allowed values} mapping.

ownerstr, default “CrspStockDataset”

Class name used as the prefix of every error message.

Returns:

dict of str to tuple of str

The resolved mapping; empty for the "none" preset.

Raises:

ValueError

If the preset name is unknown, value is neither a string nor a dict, a column is not filterable, or a list of allowed values is a bare string or empty.

Examples

>>> resolve_security_filter("none")
{}
>>> resolve_security_filter("equity_common")["sharetype"]
('NS', 'SB', 'CE')
>>> resolve_security_filter({"securitytype": ["EQTY"], "primaryexch": ["N"]})
{'securitytype': ('EQTY',), 'primaryexch': ('N',)}
>>> resolve_security_filter("common")
Traceback (most recent call last):
ValueError: CrspStockDataset: security_filter 'common' is not a preset. ...