quantlab.dataset.massive.ticker_map.decide#

quantlab.dataset.massive.ticker_map.decide(ticker, day, massive_close, spans, closes, splits)[source]#

Map one ticker on one day by the rules of version 1 (see the module docstring).

Parameters:

tickerstr: The Massive ticker.
daydate: The trading day.
massive_closefloat: Massive’s day close of the ticker.
spanslist of HolderSpan: Every Sharadar holder of the ticker.
closesdict: {(permaticker, day): unadjusted close} of Sharadar.
splitsdict: {permaticker: [(date, split value), ...]} from ACTIONS.

Returns:

dict: One row of ROW_SCHEMA.

Examples

>>> from quantlab.dataset.sharadar.permatickers import HolderSpan
>>> decide("AAA", date(2020, 3, 2), 10.05, [HolderSpan(101, None, None)],
...        {(101, date(2020, 3, 2)): 10.0}, {})["evidence"]
'price'