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TST: add test for 13d filings dataset

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MAINT: add 13d filings to factors init

MAINT: rename constant

MAINT: add event_date_col field
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Maya Tydykov
2016-04-28 11:59:49 -04:00
parent e726cc94c9
commit 11d666daaa
6 changed files with 49 additions and 53 deletions
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zipline/pipeline/common.py
+1 -1
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@@ -35,7 +35,7 @@ NUM_SHARES = 'number_shares'
NEXT_RELEASE_DATE = 'next_release_date'
NEXT_STANDARD_DEVIATION = 'next_standard_deviation'
PAY_DATE_FIELD_NAME = 'pay_date'
PERCENT_SHARES = 'percentage'
PERCENT_SHARES = 'percent_shares'
PREVIOUS_ACTUAL_VALUE = 'previous_actual_value'
PREVIOUS_AMOUNT = 'previous_amount'
PREVIOUS_ANNOUNCEMENT = 'previous_announcement'