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CRSPcleaner

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

Installation

Run the following to install:

pip install CRSPcleaner

Usage

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)

Release files for CRSPcleaner 0.0.3

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for CRSPcleaner 0.0.3
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Release files / CRSPcleaner-0.0.3.tar.gz

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