DataMiner Operation Ranks Period

Returns ranks from a single ranking system for multiple dates between the Start and End dates.

Written by Marco SalernoLast update 2 years ago

Overview

This operation returns historical ranks from a single ranking system for multiple dates between the Start and End dates. The Ranking system can be specified directly in the script or use existing ranking systems created using the website.

Input Specification

Default values if not specified are in [brackets]. Any parameter which has a default value is optional and can be omitted. The input script is in YAML syntax. The learn the basics see DataMiner YAML Syntax

Key	Value	Description
Main:	# Section with main settings
→ Operation:	RanksPeriod
→ On Error:	[Stop], Continue	Specifies if you want to stop an operation when there is an error.
→ Precision:	[2],3,4	Decimal precision of the output values.
Settings:	# Section with operation settings
→ Vendor:	[FactSet], Compustat
→ Include Names:	[false], true	Include company names in the results.
→ Tickers:		The stocks to be ranked. If omitted, all stocks in the universe are ranked.
→ Universe:	ALLFUND, SP500, etc.	Specifies the Universe to be used in the operation. Specify the name of your custom universe or one of the Portfolio123 Universes
→ PIT method:	[Complete], Prelim	“Prelim” includes preliminary data from earnings calls, while “Complete” only includes quarter or annual report data.
→ Start Date:	YYYY-MM-DD	Defines the period used.
→ End Date:	[today]
→ Frequency:	[1Week], 2Weeks, 3Weeks, 4Weeks, 6Weeks, 8Weeks, 13Weeks, 26Weeks, 52Weeks	Frequency with which data is retrieved.
→ Ranking Method:	[NAsNegative], NAsNeutral	How NA's will be handled.
→ Ranking System:	see DataMiner Ranking Definition

Sample Input

Main:
    Operation: RanksPeriod
    On Error:  Stop

Default Settings:
    PIT Method: Prelim
    Ranking System: 
        Rank: Higher
        Method: NAsNegative
        Nodes:
        -
            Type: StockFormula
            Name: Yield
            Formula: Yield
            Weight: 100
            Rank: Higher
            Scope: Universe
    Start Date: 2021-01-01
    End Date: 2022-01-01
    Frequency: 13Weeks
    Universe: DJIA
    Include Names: false

Sample Output

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