Universe

class sigtech.framework.instruments.equities.Universe

Baseclasses: HistoricalFrameworkObject

Subclasses: ListUniverse

Defines a timeseries of constituents of a some grouping of instruments (for example constituents of S&P 500, or all stocks in a region, or something else)

property data_source_all

Data source of the instrument.

db_history_end_date: Optional[date]

db_sector: Optional[str]

issuer: Optional[str]

ticker: Optional[str]

get_differences(date_newer=None, date_older=None)

List the data differences between two data points.

Parameters:

• date_newer – A point in time (optional, if not provided, the most recent date will be used).

• date_older – A point in time (optional, if not provided, the second most recent date will be used).

Returns:

dates, data differences between date_newer and date_older, data differences between             ``date_older and date_newer.

get_full_universe()

Union of the universe over all dates. Return a set for quick look-ups.

get_universe(d)

History at one point in time.

Parameters:

d – A point in time.

Returns:

Historical data at one point in time.