quantlab.dataset.sharadar.universe#

Which permatickers a Sharadar panel converts: the rules every Sharadar panel shares.

A panel either names an explicit roster (permatickers, the members of an index through roster_universe, or both), which is converted whole and never filtered, or converts the market universe of its table, filtered by the TICKERS category (category_filter). The price panels and the fundamentals panel apply the same rules through these two functions.

Functions

normalize_universe

Check and normalise a Sharadar config's universe fields.

universe

Return the permatickers a conversion of config keeps.