quantlab.dataset.sharadar.universe.universe#

quantlab.dataset.sharadar.universe.universe(config)[source]#

Return the permatickers a conversion of config keeps.

An explicit roster (permatickers, the members of roster_universe inside the window, or both) is kept whole. Without one, the market universe is every permaticker whose TICKERS category (on the rows of config.table) is in category_filter, or every one when that is None.

Examples

An explicit roster is kept as named:

universe(dataclasses.replace(config, permatickers=(101,)))  # [101]