index-constitution 0.1.0__py3-none-any.whl

index_constitution/__init__.py

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+"""Index Constitution: point-in-time constituents for major stock indices.
+
+Embedded datasets:
+
+- ``csi300``     — CSI 300 (Shanghai/Shenzhen)
+- ``sp500``      — S&P 500
+- ``nasdaq100``  — NASDAQ-100
+
+Two flavors per index:
+
+- ``latest``  — current members (columns: ``symbol``, ``name``, ``opt-in``)
+- ``history`` — full history (columns: ``symbol``, ``name``, ``opt-in``,
+  ``opt-out``; an empty ``opt-out`` means still a member)
+"""
+
+from __future__ import annotations
+
+from datetime import date, datetime
+from importlib.resources import files
+from typing import Iterable, Literal, Union
+
+import pandas as pd
+
+__all__ = [
+    "INDICES",
+    "list_indices",
+    "load",
+    "latest",
+    "history",
+    "constituents_at",
+    "is_member",
+    "__version__",
+]
+
+__version__ = "0.1.0"
+
+INDICES: tuple[str, ...] = ("csi300", "sp500", "nasdaq100")
+
+Flavor = Literal["latest", "history"]
+DateLike = Union[str, date, datetime, pd.Timestamp]
+
+
+def list_indices() -> list[str]:
+    """Return the names of all embedded indices."""
+    return list(INDICES)
+
+
+def _resource_path(flavor: Flavor, index: str):
+    if index not in INDICES:
+        raise ValueError(
+            f"Unknown index {index!r}. Available: {', '.join(INDICES)}"
+        )
+    if flavor not in ("latest", "history"):
+        raise ValueError(f"flavor must be 'latest' or 'history', got {flavor!r}")
+    return files(__package__).joinpath("_data", flavor, f"{index}.pkl")
+
+
+def load(index: str, flavor: Flavor = "latest") -> pd.DataFrame:
+    """Load an embedded dataset as a pandas DataFrame.
+
+    Data is stored as pickled DataFrames for fast load times; date columns
+    are already parsed to ``datetime64[ns]``.
+    """
+    path = _resource_path(flavor, index)
+    with path.open("rb") as fh:
+        return pd.read_pickle(fh)
+
+
+def latest(index: str) -> pd.DataFrame:
+    """Shortcut for ``load(index, 'latest')``."""
+    return load(index, "latest")
+
+
+def history(index: str) -> pd.DataFrame:
+    """Shortcut for ``load(index, 'history')``."""
+    return load(index, "history")
+
+
+def constituents_at(index: str, when: DateLike) -> pd.DataFrame:
+    """Return constituents that were members of ``index`` on date ``when``.
+
+    A row qualifies if ``opt-in <= when`` and (``opt-out`` is missing
+    or ``opt-out > when``).
+    """
+    ts = pd.Timestamp(when).normalize()
+    df = history(index)
+    opt_in = df["opt-in"]
+    opt_out = df["opt-out"]
+    mask = (opt_in <= ts) & (opt_out.isna() | (opt_out > ts))
+    return df.loc[mask].reset_index(drop=True)
+
+
+def is_member(index: str, symbol: str, when: DateLike) -> bool:
+    """Return True if ``symbol`` was a constituent of ``index`` on ``when``."""
+    members = constituents_at(index, when)
+    return bool((members["symbol"] == symbol).any())

index_constitution-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: index-constitution
+Version: 0.1.0
+Summary: Point-in-time and current constituents for major stock indices (CSI 300, S&P 500, NASDAQ-100), packaged as pandas DataFrames.
+Project-URL: Homepage, https://github.com/unliftedq/index-constitution
+Project-URL: Repository, https://github.com/unliftedq/index-constitution
+Author: index-constitution contributors
+License: MIT License
+        
+        Copyright (c) 2026 index-constitution contributors
+        
+        Permission is hereby granted, free of charge, to any person obtaining a copy
+        of this software and associated documentation files (the "Software"), to deal
+        in the Software without restriction, including without limitation the rights
+        to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+        copies of the Software, and to permit persons to whom the Software is
+        furnished to do so, subject to the following conditions:
+        
+        The above copyright notice and this permission notice shall be included in
+        all copies or substantial portions of the Software.
+        
+        THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+        FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+        AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+        LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+        OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+        THE SOFTWARE.
+License-File: LICENSE
+Keywords: backtesting,constituents,csi300,finance,index,nasdaq100,sp500,stocks
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.9
+Requires-Dist: pandas>=1.5
+Description-Content-Type: text/markdown
+
+# Index Constitution
+
+[中文](README.zh.md)
+
+## Purpose
+
+This repository was created to make it easier to train quantitative models on major stock indices. Reliable historical index composition data (constituent additions and removals over time) is notoriously hard to obtain — vendors often charge for it, official sources are scattered across PDFs and announcements, and free APIs rarely expose point-in-time membership. Without this data, backtests suffer from survivorship bias and lookahead bias.
+
+This repo collects and normalizes that information into plain CSV files so it can be consumed directly by research and modeling pipelines.
+
+## Datasets
+
+| Index | Description | Source |
+| --- | --- | --- |
+| CSI 300 | Top 300 A-share stocks listed on the Shanghai and Shenzhen exchanges | Official announcements from China Securities Index Co. (csindex.com.cn) |
+| S&P 500 | 500 leading large-cap U.S. companies listed on U.S. exchanges | [Wikipedia: List of S&P 500 companies](https://en.wikipedia.org/wiki/List_of_S%26P_500_companies) |
+| NASDAQ-100 | 100 largest non-financial companies listed on the Nasdaq Stock Market | [Wikipedia: NASDAQ-100](https://en.wikipedia.org/wiki/Nasdaq-100) |
+
+## Structure
+
+```text
+src/index_constitution/_data/
+    history/
+        csi300.csv
+        nasdaq100.csv
+        sp500.csv
+    latest/
+        csi300.csv
+        nasdaq100.csv
+        sp500.csv
+```
+
+## Python package
+
+This repo also ships a small Python library that embeds the CSVs and exposes
+them as pandas DataFrames.
+
+Install:
+
+```bash
+pip install index-constitution
+```
+
+Usage:
+
+```python
+import index_constitution as ic
+
+ic.list_indices()                    # ['csi300', 'sp500', 'nasdaq100']
+
+ic.latest("sp500")                   # current S&P 500 members
+ic.history("csi300")                 # full CSI 300 history with opt-in/opt-out
+ic.constituents_at("sp500", "2015-06-30")   # point-in-time membership
+ic.is_member("sp500", "AAPL", "2020-01-02") # True
+```
+
+## Use Cases
+
+- Check the current constituents of an index
+- Reconstruct point-in-time index membership for backtesting
+- Avoid survivorship bias when training quantitative models
+- Keep a consistent structure for adding more indices later

index_constitution-0.1.0.dist-info/RECORD

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+index_constitution-0.1.0.dist-info/METADATA,sha256=uOqq0ci_wsZN0exi0Am8Se881rKfRXggnm3o-71rZVo,4417
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+index_constitution-0.1.0.dist-info/licenses/LICENSE,sha256=ffs1GQGu1iypwPkD_EmimyMCili8lSwePsfyWTde-4k,1088
+index_constitution-0.1.0.dist-info/RECORD,,

index_constitution-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: hatchling 1.29.0
+Root-Is-Purelib: true
+Tag: py3-none-any

index_constitution-0.1.0.dist-info/licenses/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 index-constitution contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.