quantlab.dataset.sharadar.industry.SharadarIndustryDataset#

class quantlab.dataset.sharadar.industry.SharadarIndustryDataset(config)[source]#

Bases: SpellPanelDataset

Daily panel of each security’s point-in-time Fama-French 48 industry code.

Parameters:
dataset_configSharadarIndustryConfig

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

Examples

With config as in the module example:

ds = SharadarIndustryDataset(config).update()
list(ds.panel("2024-01-02", "2024-01-05").data_vars)  # ['industry']
RAW_TABLES = ('sep', 'actions')#

Raw tables that must be complete through a day for it to be built; "sep" is always among them, being the calendar.

VARIABLE = 'industry'#

Name of the panel’s one variable.

config_cls#

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

alias of SharadarIndustryConfig