quantlab.dataset.sharadar.insiders.SharadarInsidersDataset#

class quantlab.dataset.sharadar.insiders.SharadarInsidersDataset(config)[source]#

Bases: FilingPanelDataset

Daily panel of insiders’ transactions per code, on each filing’s available date.

Parameters:

dataset_configSharadarInsidersConfig: raw_data_dir_path is <download-dir>/sharadar, holding the sf2, sep (the calendar) and tickers raw tables.

Examples

With config as in the module example:

ds = SharadarInsidersDataset(config).update()
list(ds.panel("2024-01-02", "2024-01-05").data_vars)[:4]
# ['net_shares', 'net_value', 'net_shares_P', 'net_value_P']

TABLE = 'sf2'#: Code of the filing table (a key of quantlab.dataset.sharadar.tables.TABLES).

config_cls#

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

alias of SharadarInsidersConfig