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Cleans a CRSP .csv database and returns it as a Pandas Dataframe

Project description


This programme takes in a .csv format CRSP database file and returns a cleaned version as a pandas dataframe.


Run the following to install:

pip install CRSPcleaner


Factors can be extracted in monthly ('m') and annual ('a') frequencies. The default is monthly.

from CRSPcleaner import cleanCRSP

crsp_df = cleanCRSP()

# With CIK identifiers:
crsp_df = cleanCRSP(withCIKonly=True)

Project details

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Files for CRSPcleaner, version 0.0.3
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