quantlab.dataset.sharadar.fundamentals.SharadarFundamentalsDataset#

class quantlab.dataset.sharadar.fundamentals.SharadarFundamentalsDataset(config)[source]#

Daily point-in-time panel of one as-reported SF1 dimension, keyed by permaticker.

Parameters:

dataset_configSharadarFundamentalsConfig: raw_data_dir_path is <download-dir>/sharadar, holding the sf1, sep (the calendar), tickers and indicators raw tables; dimension is "ARQ" or "ART".

Examples

With config as in the module example:

ds = SharadarFundamentalsDataset(config).update()
sorted(ds.panel("2024-01-02", "2024-01-05").data_vars)[:3]
# ['accoci', 'assets', 'assetsavg']

COLUMN_MAP = {'ev': 'sf1_ev', 'evebit': 'sf1_evebit', 'evebitda': 'sf1_evebitda', 'marketcap': 'sf1_marketcap', 'pb': 'sf1_pb', 'pe': 'sf1_pe', 'ps': 'sf1_ps'}#: SF1’s valuation indicators that DAILY also holds (marketcap, ev, pe, …) go by sf1_<name> when merged or exported, so a merge with the DAILY panel keeps DAILY’s daily values under the plain names. The store and panel() keep SF1’s own names.

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.