quantlab.dataset.sharadar.point_in_time.ReleasePanelDataset#

class quantlab.dataset.sharadar.point_in_time.ReleasePanelDataset(config)[source]#

Bases: RawDataset

Daily point-in-time panel of one Sharadar release table, keyed by permaticker.

A subclass sets config_cls and RAW_TABLES and implements _released (its rows, each at its available date, usually through _trading_calendar().place), _spec (a ReleaseSpec) and _nothing_shown (the start of the message refusing an empty window). It inherits the axes of a window (the trading days, and the securities with a row available by its end), the window itself (as_of), the symbols an update adds (those with a shown cell in the new days), the widening fill (NaT for spec.dates) and no OHLCV cleaning. The staleness limit is the config’s stale_after_days when it has one.

A panel whose rows are not shown as of their available date (13F holdings, filings) overrides _raw_data_to_xr_window and _added_symbols_with_raw_history and keeps the rest.

Examples

SharadarFundamentalsDataset is one:

SharadarFundamentalsDataset(config).panel("2024-01-02", "2024-01-05")["revenue"]

RAW_TABLES = ('sep',)#: Raw tables that must be complete through a day for it to be built; "sep" (the calendar) among them.