quantlab.dataset.massive.ten_k.MassiveTenKChangesDataset#

class quantlab.dataset.massive.ten_k.MassiveTenKChangesDataset(config)[source]#

Bases: ReleasePanelDataset

Daily panel of how much each security’s latest 10-K changed from the year before.

Parameters:

dataset_configMassiveTenKChangesConfig: raw_data_dir_path is <download-dir>/sharadar (SEP, the calendar, and TICKERS); massive_dir is <download-dir>/massive.

Examples

With config as in the module example:

sorted(MassiveTenKChangesDataset(config).update().panel("2024-01-02", "2024-01-05").data_vars)[:3]
# ['business_jaccard', 'business_length_change', 'business_similarity']

RAW_TABLES = ('sep',)#: SEP, the calendar, must be complete through a day for it to be built.

config_cls#

The config class used to rebuild this dataset from a saved config.

alias of MassiveTenKChangesConfig