Package QSTK :: Package csvconverter :: Module compustat_csv_to_pkl

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Module compustat_csv_to_pkl

Created on June 1, 2011

Author: John Cornwell

Contact: JohnWCornwellV@gmail.com

Functions

_dumpFiles(dData, lSets, lsOutPaths)

source code

_analyze()
@summary Helper function to analyzes the csv data to determine which columns are float values, and generate the set of valid labels.

source code

convert()
Converts a Compustat CSV file to pickle files of numpy arrays.

source code

Variables

__package__ = 'QSTK.csvconverter'

Function Details

_dumpFiles(dData, lSets, lsOutPaths)

Parameters:

dData - Dictionary of indexes to data label strings.
lSets - List of symbol sets, each corresponds to a directory, e.g. NYSE, NASDAQ.
lsOutPaths - List of path strings, same indexes as lSets.