quantlab.dataset.sharadar.spells.SpellPanelDataset#

class quantlab.dataset.sharadar.spells.SpellPanelDataset(config)[source]#

Bases: RawDataset

Daily panel of per-security values held over spells of days.

A subclass sets config_cls (a SharadarDatasetConfig whose table is "sep"), VARIABLE (the panel’s one variable) or VARIABLES (its several), RAW_TABLES (the raw tables whose watermarks bound the calendar) and implements _build_spells and _variable_attrs.

Examples

SharadarIndustryDataset is one:

SharadarIndustryDataset(config).panel("2024-01-02", "2024-01-05")["industry"]

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

VARIABLE = ''#: Name of the panel’s one variable.

VARIABLES = ()#: Names of the panel’s variables when it has several; empty means (VARIABLE,).