quantlab.dataset.sharadar.point_in_time.shown_symbols

quantlab.dataset.sharadar.point_in_time.shown_symbols(rows, days)

Return the symbols with a row available by the last of days, sorted.

With no day, every symbol with a row.

Examples

>>> import polars as pl
>>> rows = pl.DataFrame({"symbol": [202, 101], "available": ["2024-01-05", "2024-01-09"]}).with_columns(pl.col("available").str.to_datetime(time_unit="ns"))
>>> days = pl.Series("timestamp", ["2024-01-05", "2024-01-08"]).str.to_datetime(time_unit="ns")
>>> shown_symbols(rows, days)
[202]