quantlab.dataset.sharadar.actions.Variable

class quantlab.dataset.sharadar.actions.Variable(name, actions, how, description, unit=None, second=(), codes=<factory>)

Bases: object

One panel variable: the vendor actions it reads and how a day’s rows combine.

how is "sum" or "product" of the rows’ values, "counterparty" (the smallest counterparty permaticker), "side" (1 when a row of actions is there, plus 2 when one of second is), "code" (the largest of codes[action]), "consideration" or "flag".

property read

Return every vendor action the variable reads.