Single.import_FamaFrench(path: str, *, rescale_factor: bool = True, date_format: str = '%Y%m%d')¶Import Fama-French factors from a csv file to the Single Class parameters. Once imported, the factors are shared among all Single instances.
path (str) – Path to the factors’ csv file
rescale_factor (bool, optional) – Divide by 100 the factor provided, by default True, Fama-French factors are given in percent on Kenneth R. French website.
date_format (str, optional) – Format of the date provided in the csv file, by default “%Y-%m-%d”. Refer to datetime standard library for more details date_format: https://docs.python.org/2/library/datetime.html#strftime-strptime-behavior