Metadata-Version: 2.4
Name: optds-wrds
Version: 0.1.0
Summary: The Adapter. Contains SQL/logic to fetch from WRDS/OptionMetrics and map to Core schemas. | `optds-core`, `sqlalchemy`, `psycopg2` |
Author-email: Raeid Saqur <raeid.saqur@maths.ox.ac.uk>
Requires-Python: >=3.10
Requires-Dist: optds-core==0.1.0
Requires-Dist: optds-io==0.1.0
Requires-Dist: psycopg2-binary
Requires-Dist: sqlalchemy>=2.0
Description-Content-Type: text/markdown

# `opts-wrds` Package

Implementation Note: When mapping [IvyDB](https://wrds-www.wharton.upenn.edu/pages/about/data-vendors/optionmetrics/), cast strikes immediately to `Decimal`:

```
from decimal import Decimal
# ... inside mapper ...
strike = Decimal(str(row['strike_price'])) / Decimal("1000")
```

