quantlab.dataset.sharadar.share_class.SharadarShareClassDataset#

class quantlab.dataset.sharadar.share_class.SharadarShareClassDataset(config)[source]#

Bases: SpellPanelDataset

Daily panel of the permaticker holding each security’s firm values.

Parameters:
dataset_configSharadarShareClassConfig

raw_data_dir_path is <download-dir>/sharadar, holding the tickers and sep (the calendar) raw tables.

Examples

With config as in the module example:

ds = SharadarShareClassDataset(config).update()
list(ds.panel("2024-01-02", "2024-01-05").data_vars)  # ['firm']
VARIABLE = 'firm'#

Name of the panel’s one variable.

config_cls#

The config class used to rebuild this dataset from a saved config.

alias of SharadarShareClassConfig