Expand description
Combined per-field panel files: one wide gzip CSV per series
(panels/{name}.csv.gz, header day,SYM1,SYM2,…, one row per trading day,
empty cell = NaN), holding the full universe. The container reads ONE object
per series instead of hundreds of per-symbol files. Same gzip-CSV conventions
as csv_io/fundamentals.
Structs§
- Rebuild
Summary - What a rebuild wrote: number of series files and the max day-count across them.
Constants§
- PANELS_
DIR - Default object-key directory for combined per-field panel files.
Functions§
- assemble
- Union-dates assembly: rows = sorted union of all symbols’ days, cols = symbols
in order, missing cells NaN. (Mirrors the per-symbol loaders’ assembly.)
Public so producers (e.g. the CLI’s FMP snapshot-factor writer) can build a
combined
Panelfrom per-symbol(day, value)rows before serializing it withwrite_combined_panel. - load_
combined_ panel - Read the combined
{dir}/{name}file (probing.csv.gz/.parquet/.csv) and assemble a Panel forsymbols(in the given order; a symbol absent from the file gets a NaN column) over[from, to]inclusive. The format is detected from content.Ok(None)if the combined file does not exist in any supported format. - rebuild_
combined_ panels - Build
panels/{series}.csv.gzfor every OHLCV field + fundamental field from the per-symbol archives. Reads each per-symbol file once (concurrently), then transposes per field. Full overwrite, idempotent. A missing/corrupt per-symbol file leaves NaN cells (same fail-soft as the per-symbol loaders). - write_
combined_ panel - Serialize a Panel to combined gzip CSV (
day,<sym…>, empty cell for NaN).