quantlab.dataset.sharadar.permatickers.map_raw_table

quantlab.dataset.sharadar.permatickers.map_raw_table(vendor_root, code, *, owner, query=None, store_path=None, sidecar_path=None, date_column='date', quiet=False, key=None, report_unmapped=True)

Read one raw table with each row’s permaticker, leaving out and reporting the unmapped rows.

The rows are mapped through the TICKERS rows of code’s mapping labels (tables.SharadarTable.mapping_labels), each raw file as of its own pull (PermatickerResolver).

Parameters:

vendor_rootstr or Path

<download-dir>/sharadar.

codestr

The raw table to read ("sf1", "daily", "events", …).

ownerstr

Named in messages.

querycallable, optional

Applied to the annotated scan before it is collected (filters, a column selection keeping ticker, permaticker and date_column).

store_pathstr or Path, optional

The store the rows feed: the report goes to <store_path>.unmapped.json (UNMAPPED_SUFFIX). None writes no report.

sidecar_pathstr or Path, optional

A ticker sidecar to map old tickers with (PermatickerResolver).

date_columnstr, default “date”

The column the report dates rows by.

quietbool, default False

Log the left-out rows at info (PermatickerResolver.left_out).

keyiterable of str, optional

The columns (after query) that, with the permaticker, name one row: rows of one security under several tickers on one key are settled (PermatickerResolver.settle). None settles nothing.

report_unmappedbool, default True

PermatickerResolver.left_out.

Returns:

pl.DataFrame

The rows with a permaticker column, unmapped ones left out.

Raises:

ValueError

If a ticker maps to several permatickers in TICKERS or in its file’s TICKERS snapshot.

Examples

>>> rows = map_raw_table("/data/downloads/sharadar", "daily", owner="demo",
...                      store_path="/data/market/sharadar/sharadar_daily_1d/sharadar_daily_1d.zarr")
>>> rows.columns[-1]
'permaticker'