numeraire_dataset.zones.wrds.load_clean#

numeraire_dataset.zones.wrds.load_clean(conn: _wrds.Connection | None = None, *, vintage: str | None = None, home: str | Path | None = None, lock: DataLock | None = None, write_lock: bool = True, refresh: bool = False) → tuple[dict[str, pd.DataFrame], DataLock][source]#

Pull the standard raw tables, run the clean builders, and record the provenance lock.

Returns (frames, lock) where frames maps a friendly name to a frame: crsp / compustat / compustat_formation / compustat_q / ccm (built clean tables — compustat_formation carries the following-June annual formation convention and compustat_q is the quarterly fresh-earnings ROE table), ff (raw Fama-French factors), plus the raw funda and msenames (needed for characteristics the clean tables drop, e.g. Compustat ib or the CRSP ticker map). The returned DataLock carries a data_vintage stamp for each clean table; it is written to data.lock.json in the data home when write_lock (the numeraire-facing provenance record).

A live conn is required unless every raw table is already cached (then pass conn=None).