quantlab.dataset.sharadar.history.sic_history#

quantlab.dataset.sharadar.history.sic_history(config, securities, class_name)[source]#

Return each kept security’s SIC spells, walked back from TICKERS’ siccode.

Parameters:
configSharadarDatasetConfig

Its raw_data_dir_path holds the actions and tickers raw tables.

securitiespl.DataFrame

sep_securities(config, ..., ("siccode", ...)).

class_namestr

The caller’s name, for error messages.

Returns:
pl.DataFrame

permaticker, start, end (as walk_back) and sic, a float, null where the SIC is unknown.

Raises:
ValueError

If a security has two SIC changes on one date.

Examples

sic_history(config, sep_securities(config, "MyPanel", ("siccode",)), "MyPanel")