quantlab.dataset.massive.day_bar_events.day_bar_events

quantlab.dataset.massive.day_bar_events.day_bar_events(view, sessions, *, owner, report_path=None)

Return Massive’s split and dividend events on the permaticker columns of sessions.

Parameters:

viewPermatickerDataset

The permaticker view of the Day aggregate store; its Day aggregate dataset’s raw tier holds the REST pulls.

sessionslist of datetime.date

The store’s days, in order; events are placed on them only.

ownerstr

Named in the report and in log lines.

report_pathstr, optional

The store whose <store>.unplaced.json lists the records left out (written, or removed when none is); None writes nothing.

Returns:

pl.DataFrame

timestamp (the session), symbol (the permaticker), divCash and splitFactor, one row per pair with an event.

Examples

With view a PermatickerDayBarDataset over a raw tier on disk:

day_bar_events(view, [date(2024, 3, 6)], owner="demo").row(0)
# (datetime.datetime(2024, 3, 6, 0, 0), 101, 0.0, 2.0)