quantlab.dataset.sharadar.tables.trading_days#

quantlab.dataset.sharadar.tables.trading_days(vendor_root, through)[source]#

Return SEP’s trading days up to through, sorted, as ns datetimes named timestamp.

The calendar of every Sharadar panel that is not itself a price table (fundamentals, filings, holdings), so they line up with the price panels.

Examples

>>> trading_days("/data/downloads/sharadar", date(2024, 1, 3)).tail(2).to_list()
[datetime.datetime(2024, 1, 2, 0, 0), datetime.datetime(2024, 1, 3, 0, 0)]