quantlab.dataset.sharadar.actions.SharadarActionsDataset#

class quantlab.dataset.sharadar.actions.SharadarActionsDataset(config)[source]#

Bases: FilingPanelDataset

Daily panel of corporate actions by family, each on its effective date.

Parameters:
dataset_configSharadarActionsConfig

raw_data_dir_path is <download-dir>/sharadar, holding the actions, sep (the calendar) and tickers raw tables.

Examples

With config as in the module example:

ds = SharadarActionsDataset(config).update()
list(ds.panel("2024-01-02", "2024-01-05").data_vars)[:3]
# ['dividend', 'split', 'spinoff']
TABLE = 'actions'#

Code of the filing table (a key of quantlab.dataset.sharadar.tables.TABLES).

config_cls#

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

alias of SharadarActionsConfig

property counterparties_path#

The report of the counterparties left NaN (<store>.counterparties.json).

Examples

With config a SharadarActionsConfig of the store sharadar_actions_1d.zarr:

SharadarActionsDataset(config).counterparties_path
# '.../sharadar_actions_1d.zarr.counterparties.json'