Improve OptionMetrics-CRSP linking using WRDS table directly#189
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chenandrewy merged 7 commits intomasterfrom Sep 12, 2025
Merged
Improve OptionMetrics-CRSP linking using WRDS table directly#189chenandrewy merged 7 commits intomasterfrom
chenandrewy merged 7 commits intomasterfrom
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see #172. This time, I tested by - deleting the entire pyData folder - rerun master.py - verify with test_predictors.py --all --tstat.
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Summary
Changes
OptionMetricsCRSPLink.py- Direct WRDS table integration for OptionMetrics-CRSP linkingZL_CRSPOPTIONMETRICS.py- Replaced by WRDS approach from Use OptionMetrics CRSP Linkfile directly #172sinAlgo.py- Removed unused 'bh1m' parameterTestPortFocused.R- Enhanced testing with parameterized predictorsSignalMasterTable.py- Integration with new WRDS linking approach.gitignoreand log filesTest plan
Closes #172
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