ezyquant.creator.SETSignalCreator.is_universe

SETSignalCreator.is_universe(universes: List[str]) → DataFrame

Return Dataframe of boolean is universe.

Parameters:

universes (List[str]) – Can be list of Sector, Industry, Index or symbol.

Returns:

• symbol : str as column

• trade date : date as index

Return type:

pd.DataFrame of boolean

Examples

>>> from ezyquant import SETSignalCreator
>>> ssc = SETSignalCreator(
...     start_date="2022-01-01",
...     end_date="2022-01-10",
...     index_list=[],
...     symbol_list=["COM7", "MALEE"],
... )
>>> ssc.is_universe(["SET100"])
            COM7  MALEE
2022-01-04  True  False
2022-01-05  True  False
2022-01-06  True  False
2022-01-07  True  False
2022-01-10  True  False