quantlab.dataset.massive.rest_panel

What the Massive REST panels on the permaticker axis share.

Each of Massive’s REST panels (dividends, IPOs, news, short volume, short interest, 8-K disclosures) reads one or more endpoints of the REST raw tier (quantlab.dataset.massive.raw), places each record on a permaticker through the Ticker map (quantlab.dataset.massive.placement.TickerPlacement) and shows it on SEP’s trading calendar over SEP’s universe. Two classes hold the shared part:

• MassiveRestPanel, a mixin for any Sharadar release or filing panel: the Ticker map, the report of the records left out, the calendar built through the last day SEP, every endpoint read and the Ticker map all reach, the placement of an event on its trading day, and the store folder under the data root (from_data_root), written on its first build;

• MassiveRestEventPanel, a ReleasePanelDataset whose rows are events shown on their own day only: the config checks, the window and the symbols an update adds.

Examples

A panel names the endpoints it reads and its variables:

class MassiveExampleDataset(MassiveRestEventPanel):
    config_cls = MassiveExampleConfig
    REST_ENDPOINTS = ("example",)
    VARIABLES = {"example_value": {"unit": "USD", "description": "..."}}

    def _released(self):
        ...  # symbol, available and the variables, one row per pair

Classes

MassiveRestEventPanel	Daily panel of Massive REST events, each shown on its own trading day only.
MassiveRestPanel	Mixin of a Sharadar panel built from Massive's REST records placed through the Ticker map.