quantlab.dataset.sharadar.stores.update_stores#

quantlab.dataset.sharadar.stores.update_stores(download_dir, data_dir, *, rebuild_dropped=False, keep_dropped=(), stores=None, today=None)[source]#

Bring the stores up to date from the raw tier, one store at a time.

Each existing store runs update() from the first day it already holds: new bars are appended and earlier rows are never rewritten. A panel store not built yet is built from the SEP store’s first day, beside a README.md and a component.json. A store that fails does not stop the others: its error is logged and recorded, and its state is FAILED.

A store refusing to resume (ResumeRefused: a stored symbol left the raw tier’s symbol axis, or the store and its ledger disagree) is rebuilt from the raw tier with rebuild_dropped: the old store and its ledger are kept beside it as <store>.pre<YYYYMMDD>, and the result records the symbols removed and added.

Parameters:

download_dirstr or Path: The download root holding the raw tier (sharadar/).
data_dirstr or Path: The data root holding the stores.
rebuild_droppedbool, default False: Whether to rebuild a store refusing to resume.
keep_droppediterable of str, default (): Store names (sharadar_insiders_1d) never rebuilt: they refuse and keep their history.
storesiterable of str or None, default None: The names of the stores to update; every store when omitted.
todaydate or None, default None: The day in a kept store’s .pre<YYYYMMDD> suffix; the system clock’s when omitted.

Returns:

StoreUpdate: One StoreResult per store: updated, built, rebuilt or failed.

Examples

Needs the stores of a first download and a refreshed raw tier:

outcome = update_stores("/data/quantlab/downloads", "/data/quantlab",
                        rebuild_dropped=True, keep_dropped=["sharadar_insiders_1d"])
outcome.failed  # ()