The Adapter. Contains SQL/logic to fetch from WRDS/OptionMetrics and map to Core schemas. | `optds-core`, `sqlalchemy`, `psycopg2` |
Project description
opts-wrds Package
Implementation Note: When mapping IvyDB, cast strikes immediately to Decimal:
from decimal import Decimal
# ... inside mapper ...
strike = Decimal(str(row['strike_price'])) / Decimal("1000")
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