quantlab.dataset.sharadar.fiscal_years.SharadarFiscalYearsDataset#

class quantlab.dataset.sharadar.fiscal_years.SharadarFiscalYearsDataset(config)[source]#

Daily point-in-time panel of each company’s latest fiscal years, keyed by permaticker.

Parameters:

dataset_configSharadarFiscalYearsConfig: raw_data_dir_path is <download-dir>/sharadar, holding the sf1, sep (the calendar), tickers and indicators raw tables.

Examples

With config as in the module example:

ds = SharadarFiscalYearsDataset(config).update()
sorted(ds.panel("2024-01-02", "2024-01-05").data_vars)[:3]
# ['eps_fy0', 'eps_fy1', 'eps_fy2']

RAW_TABLES = ('sf1', 'sep')#: SF1 and SEP, the calendar, must be complete through a day for it to be built.

config_cls#

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