quantlab.dataset.sharadar.history.sep_securities#

quantlab.dataset.sharadar.history.sep_securities(config, class_name, columns)[source]#

Return each kept SEP security’s columns and price dates, one row per permaticker.

Parameters:
configSharadarDatasetConfig

Its raw_data_dir_path holds the tickers raw table; its universe fields choose the securities.

class_namestr

The caller’s name, for error messages.

columnstuple of str

TICKERS columns to keep beside permaticker, firstpricedate and lastpricedate.

Returns:
pl.DataFrame

permaticker, columns, firstpricedate, lastpricedate.

Raises:
ValueError

If a permaticker has two different SEP TICKERS rows.

Examples

sep_securities(config, "MyPanel", ("siccode", "exchange")).columns
# ['permaticker', 'siccode', 'exchange', 'firstpricedate', 'lastpricedate']