numeraire_dataset.zones.wrds_equity.DailyEquityCollection#

class numeraire_dataset.zones.wrds_equity.DailyEquityCollection(convention: Literal['siz', 'ciz'], start_date: date, end_date: date, partitions: int, vintage: str, entries: tuple[DailyEquityManifestEntry, ...], manifest_hash: str, data_vintage: str, manifest_path: Path, _home: Path, _manifest_json: str)[source]#

Bases: object

Handle for a complete partitioned daily-equity input collection.

iter_stock_partitions validates and yields exactly one cached asset bucket at a time. It intentionally exposes no method that concatenates the buckets.

__init__(convention: Literal['siz', 'ciz'], start_date: date, end_date: date, partitions: int, vintage: str, entries: tuple[DailyEquityManifestEntry, ...], manifest_hash: str, data_vintage: str, manifest_path: Path, _home: Path, _manifest_json: str) → None#

Methods

`__init__`(convention, start_date, end_date, ...)
`iter_clean_stock_partitions`()	Yield cleaned stock-excess-return buckets against this collection's daily RF.
`iter_stock_partitions`()	Yield validated raw stock buckets in numeric bucket order, never concatenated.
`manifest`()	Return a defensive copy of the canonical, path-free manifest.
`market_rf`()	Return the strict CRSP-market/RF frame; raise on any uncovered market session.
`raw_market`()	Read the small CRSP value-weighted market input.
`raw_risk_free`()	Read the small daily risk-free input.

Attributes

`convention`
`start_date`
`end_date`
`partitions`
`vintage`
`entries`
`manifest_hash`
`data_vintage`
`manifest_path`

manifest() → dict[str, object][source]#: Return a defensive copy of the canonical, path-free manifest.

iter_stock_partitions() → Iterator[DataFrame][source]#: Yield validated raw stock buckets in numeric bucket order, never concatenated.

raw_market() → DataFrame[source]#: Read the small CRSP value-weighted market input.

raw_risk_free() → DataFrame[source]#: Read the small daily risk-free input.

market_rf() → DataFrame[source]#: Return the strict CRSP-market/RF frame; raise on any uncovered market session.

iter_clean_stock_partitions() → Iterator[DataFrame][source]#: Yield cleaned stock-excess-return buckets against this collection’s daily RF.