# Start date for data as month, day, year. Usually use the year 1959,
DATA_START_DATE = '01/01/1959'
Change all sql that uses dates to
crsp = conn.raw_sql(f"""
select a.permno, a.date, a.vol, a.shrout
from crsp.dsf as a
where a.date >= \'{DATA_START_DATE}\'
""")
Note that I am also suggesting the "=" be changed to a clearer and consistent ">="
files and code impacted:
abr.py:28: and datadate >= '01/01/1959'
abr.py:66: where date >= '01/01/1959'
abr.py:101: where a.date >= '01/01/1959'
abr.py:118: where dlstdt >= '01/01/1959'
abr.py:134: where date >= '01/01/1959'
abr.py:207: where date >= '01/01/1959'
accounting_100.py:88: and f.datadate >= '01/01/1959'
accounting_100.py:140: where a.date >= '01/01/1959'
accounting_100.py:901: and f.datadate >= '01/01/1959'
accounting_100.py:1306: where date >= '01/01/1959'
accounting_60_hxz.py:86: and f.datadate >= '01/01/1959'
accounting_60_hxz.py:138: where a.date >= '01/01/1959'
accounting_60_hxz.py:614: and f.datadate >= '01/01/1959'
accounting_60_hxz.py:1019: where date >= '01/01/1959'
accounting_60.py:86: and f.datadate >= '01/01/1959'
accounting_60.py:138: where a.date >= '01/01/1959'
accounting_60.py:614: and f.datadate >= '01/01/1959'
accounting_60.py:1002: where date >= '01/01/1959'
beta.py:32: where a.date > '01/01/1959'
bid_ask_spread.py:32: where a.date > '01/01/1959'
ill.py:30: where a.date > '01/01/1959'
maxret_d.py:30: where a.date > '01/01/1959'
rvar_capm.py:32: where a.date >= '01/01/1959'
rvar_ff3.py:32: where a.date > '01/01/1959'
rvar_mean.py:23: where date >= '01/01/1959'
std_dolvol.py:30: where a.date > '01/01/1959'
std_turn.py:30: where a.date > '01/01/1959'
sue.py:29: and datadate >= '01/01/1959'
sue.py:89: where date >= '01/01/1959'
zerotrade.py:30: where a.date > '01/01/1959'
Add constant at top of file as follows
Change all sql that uses dates to
Note that I am also suggesting the "=" be changed to a clearer and consistent ">="
files and code impacted:
abr.py:28: and datadate >= '01/01/1959' abr.py:66: where date >= '01/01/1959' abr.py:101: where a.date >= '01/01/1959' abr.py:118: where dlstdt >= '01/01/1959' abr.py:134: where date >= '01/01/1959' abr.py:207: where date >= '01/01/1959' accounting_100.py:88: and f.datadate >= '01/01/1959' accounting_100.py:140: where a.date >= '01/01/1959' accounting_100.py:901: and f.datadate >= '01/01/1959' accounting_100.py:1306: where date >= '01/01/1959' accounting_60_hxz.py:86: and f.datadate >= '01/01/1959' accounting_60_hxz.py:138: where a.date >= '01/01/1959' accounting_60_hxz.py:614: and f.datadate >= '01/01/1959' accounting_60_hxz.py:1019: where date >= '01/01/1959' accounting_60.py:86: and f.datadate >= '01/01/1959' accounting_60.py:138: where a.date >= '01/01/1959' accounting_60.py:614: and f.datadate >= '01/01/1959' accounting_60.py:1002: where date >= '01/01/1959' beta.py:32: where a.date > '01/01/1959' bid_ask_spread.py:32: where a.date > '01/01/1959' ill.py:30: where a.date > '01/01/1959' maxret_d.py:30: where a.date > '01/01/1959' rvar_capm.py:32: where a.date >= '01/01/1959' rvar_ff3.py:32: where a.date > '01/01/1959' rvar_mean.py:23: where date >= '01/01/1959' std_dolvol.py:30: where a.date > '01/01/1959' std_turn.py:30: where a.date > '01/01/1959' sue.py:29: and datadate >= '01/01/1959' sue.py:89: where date >= '01/01/1959' zerotrade.py:30: where a.date > '01/01/1959'