Accessing split information

Technical Help
#1

Can someone please share a code snippet for how to access split data for a particular sid? I am using the sharadar zipline bundle. I cannot find a way to easily access the split data.

#2

Splits are stored in the bundle but aren't part of the public API. However, you can pull them out of the bundle like this:

import pandas as pd
from quantrocket.db import connect_sqlite

BUNDLE = "sharadar-1d"
ADJUSTMENTS_DB_PATH = f"/var/lib/quantrocket/zipline/data/{BUNDLE}/2020-01-01T00;00;00/adjustments.sqlite"
ASSETS_DB_PATH = f"/var/lib/quantrocket/zipline/data/{BUNDLE}/2020-01-01T00;00;00/assets-8.sqlite"

def get_all_splits():
    """
    Returns a DataFrame of all splits from the Zipline bundle.
    """

    adjustments_conn = connect_sqlite(ADJUSTMENTS_DB_PATH)
    assets_conn = connect_sqlite(ASSETS_DB_PATH)

    splits = pd.io.sql.read_sql("""
        SELECT
            ratio as Ratio,
            effective_date as Date,
            sid AS ZiplineSid
        FROM splits
        ORDER BY effective_date
        """, adjustments_conn)

    splits["Date"] = pd.to_datetime(splits.Date, unit="s")

    real_sids = pd.io.sql.read_sql("""
        SELECT
            sid AS ZiplineSid,
            real_sid AS Sid
        FROM equities
        """, assets_conn, index_col="ZiplineSid").Sid

    splits = splits.join(real_sids, on="ZiplineSid").drop("ZiplineSid", axis=1)
    return splits