quantlab.dataset.sharadar.events.SharadarEventsDataset#

class quantlab.dataset.sharadar.events.SharadarEventsDataset(config)[source]#

Bases: FilingPanelDataset

Daily panel of 8-K event codes, True on each filing’s available date.

Parameters:
dataset_configSharadarEventsConfig

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

Examples

With config as in the module example:

ds = SharadarEventsDataset(config).update()
sorted(ds.panel("2024-01-02", "2024-01-05").data_vars)[:2]
# ['event_11', 'event_12']
KEY = ('date',)#

One row per company and filing date.

TABLE = 'events'#

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 SharadarEventsConfig