quantlab.dataset.sharadar.daily.SharadarDailyDataset#

class quantlab.dataset.sharadar.daily.SharadarDailyDataset(config)[source]#

Bases: RawDataset

Dense daily panel of Sharadar’s DAILY valuations, keyed by permaticker.

Parameters:

dataset_configSharadarDailyConfig: raw_data_dir_path is <download-dir>/sharadar, holding the daily, tickers and indicators raw tables.

Examples

With config as in the module example:

ds = SharadarDailyDataset(config).update()
sorted(ds.panel("2024-01-02", "2024-01-05").data_vars)
# ['ev', 'evebit', 'evebitda', 'marketcap', 'pb', 'pe', 'ps']

config_cls#

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

alias of SharadarDailyConfig