FactorFileZipHelper
Bases: Object
Provides methods for reading factor file zips
get_factor_file_zip_file_name(
market: str,
date: Union[datetime, date],
security_type: SecurityType,
) -> str
Gets the factor file zip filename for the specified date
get_relative_factor_file_path(
market: str, security_type: SecurityType
) -> str
Constructs the factor file path for the specified market and security type
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
market
|
str
|
The market this symbol belongs to |
required |
security_type
|
SecurityType
|
The security type |
required |
Returns:
| Type | Description |
|---|---|
str
|
The relative file path. |
read_factor_file_zip(
file: Stream,
map_file_resolver: MapFileResolver,
market: str,
security_type: SecurityType,
) -> Iterable[KeyValuePair[Symbol, IFactorProvider]]
Reads the zip bytes as text and parses as FactorFileRows to create FactorFiles