download_factor_library_ids: Download factor library returns for a vector of portfolio IDs

In tidyfinance: Tidy Finance Helper Functions

Download factor library returns for a vector of portfolio IDs

Description

Given a vector of portfolio IDs from the tidy-finance/factor-library-grid Hugging Face dataset, downloads the corresponding return data from the tidy-finance/factor-library dataset on Hugging Face. The returns are stored in files of 1,000 consecutive IDs named after the range they cover (e.g., ⁠id_0000001-0001000.parquet⁠), so the function downloads only the files that hold the requested IDs. The grid metadata is joined onto the result.

Usage

download_factor_library_ids(ids)

Arguments

ids	Integer or numeric vector of portfolio IDs to download. IDs correspond to rows of the tidy-finance/factor-library-grid dataset.

Details

Use this function when you already know the portfolio IDs you want (for example, from a previous call to download_data_huggingface() with dataset = "factor_library"). To resolve IDs from filter criteria (sorting variable, weighting scheme, breakpoints, etc.) and download in a single call, use download_data_huggingface() instead.

Raises an error if none of the requested IDs exist in the grid. IDs whose portfolio sort produced no portfolios have no returns; they are absent from the result, with a warning, and the result has no rows if none of the requested IDs has returns. Returns are stored in single precision, and months without a valid long-short return are stored as 0.

Value

A tibble with the columns id, date, and ret (the monthly long-short excess return) and the grid metadata columns for the requested IDs.

See Also

Other download functions: download_data(), download_data_constituents(), download_data_factors_ff(), download_data_factors_q(), download_data_fred(), download_data_fred_md(), download_data_huggingface(), download_data_jkp(), download_data_macro_predictors(), download_data_osap(), download_data_pastor_stambaugh(), download_data_risk_free(), download_data_stambaugh_yuan(), download_data_stock_prices(), download_factor_library_grid()

Examples

## Not run: 
  download_factor_library_ids(c(1L, 2L, 3L))

## End(Not run)

tidyfinance documentation built on Oct. 6, 2026, 1:06 a.m.