quantlab.dataset.massive.raw.rest_frame#

quantlab.dataset.massive.raw.rest_frame(vendor_root, endpoint, schema, key='id')[source]#

Return one REST endpoint’s records as a frame of the fields in schema.

The records are read_rest_records(vendor_root, endpoint, key), each record’s newest copy once, in the order that function returns them (oldest pull first). A field a record lacks is null; a field whose name ends in _date becomes a pl.Date from its first ten characters (an ISO day or timestamp), null when it is not one.

Parameters:

vendor_rootstr or Path: <download-dir>/massive.
endpointstr: The endpoint’s name (quantlab.acquisition.massive.rest.ENDPOINTS).
schemadict: Each field read and its polars type as the vendor gives it (dates as pl.String).
keystr or None, default “id”: As for read_rest_records.

Examples

>>> import tempfile
>>> from datetime import UTC, datetime
>>> from quantlab.acquisition.massive.raw_tier import write_rest_page
>>> root = tempfile.mkdtemp()
>>> write_rest_page(rest_page_file(root, "splits", datetime(2024, 3, 12, tzinfo=UTC), 1), [
...     {"id": "S1", "ticker": "AAA", "execution_date": "2024-03-06", "split_from": 1, "split_to": 4}])
>>> frame = rest_frame(root, "splits", {"ticker": pl.String, "execution_date": pl.String})
>>> frame.rows()
[('AAA', datetime.date(2024, 3, 6))]