Metadata-Version: 2.1
Name: CRSPcleaner
Version: 0.0.1
Summary: Cleans a CRSP .csv database and returns it as a Pandas Dataframe
Home-page: https://vash.uk/python-for-finance/
Author: Vashisht Bhatt
Author-email: info@vash.uk
License: MIT
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/markdown
Requires-Dist: pandas
Requires-Dist: numpy
Requires-Dist: dateutil

# CRSPcleaner

This programme takes in a .csv format CRSP database file and returns a cleaned version as a pandas dataframe.

## Installation

Run the following to install:

```python
pip install CRSPcleaner
```

## Usage
Factors can be extracted in monthly ('m') and annual ('a') frequencies. The default is monthly.

```python
from CRSPcleaner import cleanCRSP

crsp_df = cleanCRSP()

# With CIK identifiers:
crsp_df = cleanCRSP(withCIKonly=True)

```



