portfolios.data_options()

Create data options for tidyfinance functions.

Usage

Source

portfolios.data_options(
    id="permno",
    date="date",
    exchange="exchange",
    mktcap_lag="mktcap_lag",
    ret_excess="ret_excess",
    portfolio="portfolio",
    siccd="siccd",
    price="prc_adj",
    listing_age="listing_age",
    be="be",
    earnings="ib",
    **kwargs
)

Creates a dict of data options used by tidyfinance-related functions. These options map the specific data variables to the Tidy Finance naming conventions, allowing functions to flexibly work with different datasets by specifying the relevant column names. Additional options can be passed through ’**kwargs’.

Parameters

id: str = "permno"

Entity identifier column.

date: str = "date"

Date column.

exchange: str = "exchange"

Exchange column.

mktcap_lag: str = "mktcap_lag"

Market capitalization lag column.

ret_excess: str = "ret_excess"

Excess return column.

portfolio: str = "portfolio"

Portfolio assignment column.

siccd: str = "siccd"

SIC code column.

price: str = "prc_adj"

Adjusted price column.

listing_age: str = "listing_age"

Listing age column.

be: str = "be"

Book equity column.

earnings: str = "ib"

Earnings column (Compustat income before extraordinary items).

**kwargs

Any additional column mappings stored verbatim in the dict.

Returns

dict

Mapping with at least the 11 standard column-name keys plus any extras provided via ’**kwargs’.

Examples

from tidyfinance import data_options
data_options(id='permno', date='date', exchange='exchange')