quantlab.dataset.sharadar.filings.FilingPanelDataset#

class quantlab.dataset.sharadar.filings.FilingPanelDataset(config)[source]#

Bases: ReleasePanelDataset

Daily panel of one Sharadar filing table, each filing at its available date.

A subclass sets config_cls and TABLE and implements _empty (each variable’s value on a day without a filing), _filings (the raw rows that count, with their values) and _combine (how one day’s rows of one security add up).

Parameters:

dataset_configSharadarDatasetConfig: raw_data_dir_path is <download-dir>/sharadar, holding the filing table, sep (the calendar) and tickers.

KEY = None#: The columns naming one row of a security, whose rows under two of its tickers are settled (PermatickerResolver.settle); None when a security has several rows a day (SF2’s filing lines).

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