quantlab.dataset.sharadar.membership.sp500_intervals#

quantlab.dataset.sharadar.membership.sp500_intervals(vendor_root)[source]#

Return every S&P 500 membership spell in the raw SP500 table.

Parameters:

vendor_rootstr or Path: <download-dir>/sharadar, holding the sp500 and tickers raw tables.

Returns:

pl.DataFrame: permaticker (Int64), start_date and end_date (Date, both inclusive), one row per spell; touching spells of one permaticker are merged.

Raises:

ValueError: If the table is empty, a member to the table’s end has no permaticker in TICKERS, or a member’s ticker has several.

Examples

>>> sp500_intervals("/data/downloads/sharadar").columns
['permaticker', 'start_date', 'end_date']