quantlab.dataset.massive.mapped_bars.day_digests

quantlab.dataset.massive.mapped_bars.day_digests(rows)

Return {day: digest} of map rows: a hash of each day’s mapped (ticker, permaticker) pairs.

Rows without a permaticker are left out: an unmapped ticker is in no column.

Examples

>>> rows = pl.DataFrame({"date": [date(2024, 1, 2)] * 2, "ticker": ["B", "A"], "permaticker": [2, 1]})
>>> list(day_digests(rows))
['2024-01-02']
>>> day_digests(rows) == day_digests(rows.reverse())
True