quantlab.dataset.sharadar.permatickers.HolderSpan

class quantlab.dataset.sharadar.permatickers.HolderSpan(permaticker, start, end)

Bases: object

One security’s use of one ticker: from start (None: always) to end (None: still).

covers(day)

Return whether the span holds day.

held_at_pull(day)

Return whether a file pulled on day names the security by the ticker.

A change dated day shows only in the vendor’s update that evening, so a file pulled that day still has the ticker’s earlier holder: the span starts the day after its start and ends the day after its end.