finds.readers.sectoring
Implement industry sectoring
Bureau of Economic Analysis: Input-Output Use Tables
SIC, NAICS crosswalks: https://www.naics.com/
Fama-French industry codes: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/”
Copyright 2022, Terence Lim
MIT License
- class finds.readers.sectoring.Crosswalk[source]
Bases:
object
Reader for naics - sic crosswalk
- static sectoring(code: str, name: str, desc: str, source: str = '') DataFrame [source]
Load sic - naics crosswalks from https://www.naics.com/
- Parameters:
code – Column name for input code (i.e. map from)
name – Column name of output code (i.e. map to)
desc – Description of output code
source – location to scrape (default is blank to scrape from naics.com)
- Returns:
DataFrame indexed by input code
- class finds.readers.sectoring.Sectoring(sql: SQL, scheme: str, fillna: Any = None, source: str = '')[source]
Bases:
object
Base class to implement industry sector grouping schemes
- Parameters:
sql – SQL database connection object
scheme – name of sectoring scheme
fillna – value to return if source label is out of range
new – whether to recreate from source (True) or retrieve from SQL
source – url to recreate sector scheme from
- Variables:
sectors – DataFrame mapping input code in index to output ‘name’ column
Sectoring schemes:
‘sic1’, ‘sic2’, ‘sic3’: group 4-digit sic to 1, 2, or 3-digits
‘sic’: map 6-digit naics to 4-digit sic
‘naics’: map 4-digit sic to 6-digit naics
‘bea1997’, ‘bea1963’, ‘bea1947’: map naics to bea schemes by vintage year
‘codes48’, …, ‘codes5’: map 4-digit sic to FamaFrench schemes