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Fundamental Factors › Lesson 1: Data Collection

Sharadar Data Collection¶

This tutorial utilizes Sharadar price and fundamental data.

Collect Sharadar Fundamentals¶

First, collect the fundamental data:

In [1]:
from quantrocket.fundamental import collect_sharadar_fundamentals
collect_sharadar_fundamentals()
Out[1]:
{'status': 'the fundamental data will be collected asynchronously'}

Monitor flightlog for completion:

quantrocket.fundamental: INFO Collecting Sharadar US fundamentals
quantrocket.fundamental: INFO Finished collecting Sharadar US fundamentals

Ingest the Sharadar Zipline Bundle¶

Next, ingest the Sharadar Zipline bundle. To do so, first create the bundle:

In [2]:
from quantrocket.zipline import create_sharadar_bundle
create_sharadar_bundle("sharadar-1d")
Out[2]:
{'status': 'success', 'msg': 'successfully created sharadar-1d bundle'}

Then, ingest data into the bundle:

In [3]:
from quantrocket.zipline import ingest_bundle
ingest_bundle("sharadar-1d")
Out[3]:
{'status': 'the data will be ingested asynchronously'}

Monitor flightlog for completion:

quantrocket.zipline: INFO [sharadar-1d] Ingesting daily bars for sharadar-1d bundle
quantrocket.zipline: INFO [sharadar-1d] Ingesting adjustments for sharadar-1d bundle
quantrocket.zipline: INFO [sharadar-1d] Ingesting assets for sharadar-1d bundle
quantrocket.zipline: INFO [sharadar-1d] Completed ingesting data for sharadar-1d bundle

Set default bundle¶

Next, set the Sharadar bundle as the default bundle. This is optional but saves us from having to specify the bundle explicitly every time we run the notebook.

In [4]:
from quantrocket.zipline import set_default_bundle
set_default_bundle("sharadar-1d")
Out[4]:
{'status': 'successfully set default bundle'}

Next Up¶

Lesson 2: Define a Base Universe