quantlab.dataset.sharadar.listing.SharadarListingDataset#

class quantlab.dataset.sharadar.listing.SharadarListingDataset(config)[source]#

Bases: SpellPanelDataset

Daily panel of each security’s point-in-time SIC series and exchange.

Parameters:

dataset_configSharadarListingConfig: 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 = SharadarListingDataset(config).update()
list(ds.panel("2024-01-02", "2024-01-05").data_vars)
# ['sic_code', 'sic_sector', 'sic_industry', 'fama_industry', 'exchange']

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.

VARIABLES = ('sic_code', 'sic_sector', 'sic_industry', 'fama_industry', 'exchange')#: Names of the panel’s variables when it has several; empty means (VARIABLE,).

config_cls#

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

alias of SharadarListingConfig