sf_quant.data.load_signals_by_date

sf_quant.data.load_signals_by_date(date_: date, names: list[str] | None = None) → DataFrame

Load a Polars DataFrame of signal data for a single date.

Parameters

date_datetime.date

Date of the data frame.

nameslist of str, optional

List of signal names to filter the data frame by. If None (default), all signal names are included.

Returns

polars.DataFrame

A DataFrame containing signal data on the specified date.

Examples

>>> import sf_quant as sf
>>> import datetime as dt
>>> date_ = dt.date(2024, 1, 3)
>>> df = sf.data.load_signals_by_date(
...     date_=date_,
...     names=["momentum"]
... )
>>> df.head()
shape: (5, 4)
┌────────────┬─────────┬─────────────┬──────────────┐
│ date       ┆ barrid  ┆ signal_name ┆ signal_value │
│ ---        ┆ ---     ┆ ---         ┆ ---          │
│ date       ┆ str     ┆ str         ┆ f64          │
╞════════════╪═════════╪═════════════╪══════════════╡
│ 2022-01-03 ┆ USA3871 ┆ momentum    ┆ 0.226603     │
│ 2022-01-03 ┆ USBDIJ1 ┆ momentum    ┆ 0.63502      │
│ 2022-01-03 ┆ USA91R1 ┆ momentum    ┆ 0.073258     │
│ 2022-01-03 ┆ USBFCZ1 ┆ momentum    ┆ 0.161975     │
│ 2022-01-03 ┆ USAA181 ┆ momentum    ┆ 0.183556     │
└────────────┴─────────┴─────────────┴──────────────┘