CompustatDataLoader

Description

CompustatDataLoader provides access to Compustat data from local files. It applies filters, organizes data into xarray.Dataset, and supports caching.

Inherits

• BaseDataSource

Methods

load_data

def load_data(self, **config) -> xr.Dataset:

• Description: Loads data from the Compustat source file, with optional caching.

• Parameters:

  • columns_to_read (list): Columns to read.

  • filters (dict): Filters to apply.

  • num_processes (int): Number of processes for loading data.

  • **kwargs: Additional arguments.

• Returns: xarray.Dataset with the requested data.

---

_load_from_cache

def _load_from_cache(self, cache_path: Path) -> xr.Dataset:

• Description: Loads data from the local cache.

• Parameters:

  • cache_path (Path): Path to the cache file.

• Returns: Cached xarray.Dataset.

---

_load_from_source

def _load_from_source(self, columns_to_read: List[str], filters: Dict[str, Any], funda_path: str, cache_path: Path, num_processes: int, params: dict) -> xr.Dataset:

• Description: Loads data from the Compustat file, applies filters, and caches it.

• Parameters:

  • columns_to_read (list): Columns to read.

  • filters (dict): Filters to apply.

  • funda_path (str): Path to the Compustat file.

  • cache_path (Path): Path to the cache file.

  • num_processes (int): Number of processes for loading.

  • params (dict): Metadata for caching.

• Returns: Processed xarray.Dataset