quantlab.dataset.massive.rest_panel.MassiveRestEventPanel#

class quantlab.dataset.massive.rest_panel.MassiveRestEventPanel(config)[source]#

Bases: MassiveRestPanel, ReleasePanelDataset

Daily panel of Massive REST events, each shown on its own trading day only.

A subclass sets config_cls (a MassiveRestPanelConfig), REST_ENDPOINTS, VARIABLES and, when a day without an event is not NaN, FILL_VALUE; it implements _released (symbol, available and the variables, one row per pair) and _nothing_shown. A panel that shows a row on later days too (short interest, shown until the next release) overrides _raw_data_to_xr_window and _added_symbols_with_raw_history.

Examples

MassiveNewsDataset counts 0 on a day without an article:

class MassiveNewsDataset(MassiveRestEventPanel):
    REST_ENDPOINTS = ("news",)
    FILL_VALUE = 0.0

FILL_VALUE = nan#: The value of a cell without an event, and of a new permaticker’s stored days.

VARIABLES = {}#: The panel’s variables and their attributes, in panel order.