quantlab.universe.UniverseConfig#

class quantlab.universe.UniverseConfig(output_path, cache_dir, kwargs=None, name=None)[source]#

Bases: object

Config of the point-in-time universe catalog builder.

The catalog records which symbols belonged to the investable universe on each date, using only information available on that date. Building on it avoids survivorship bias, the error of testing only on companies that still exist today.

Examples

>>> cfg = UniverseConfig(
...     output_path="/data/reference/universe.parquet",
...     cache_dir="/data/reference/_cache",
... )
>>> cfg.kwargs is None
True

cache_dir#: Directory where downloaded reference files are cached.

kwargs = None#: Builder-specific options. None is treated as empty.

name = None#: Dotted import path of the catalog class; filled by the config setter.

output_path#: File the built catalog is written to.

to_dict()[source]#

Return the config as a plain dict via dataclasses.asdict.

Examples

>>> cfg.to_dict()["output_path"]
'/data/reference/universe.parquet'