diff --git a/tests/pipeline/test_engine.py b/tests/pipeline/test_engine.py index 01892a4c..9054c57f 100644 --- a/tests/pipeline/test_engine.py +++ b/tests/pipeline/test_engine.py @@ -40,7 +40,7 @@ from zipline.pipeline.loaders.equity_pricing_loader import ( ) from zipline.pipeline.engine import SimplePipelineEngine from zipline.pipeline import CustomFactor -from zipline.pipeline.factor.technical import ( +from zipline.pipeline.factors import ( MaxDrawdown, SimpleMovingAverage, ) diff --git a/tests/pipeline/test_pipeline_algo.py b/tests/pipeline/test_pipeline_algo.py index 9f148f1e..b0b25402 100644 --- a/tests/pipeline/test_pipeline_algo.py +++ b/tests/pipeline/test_pipeline_algo.py @@ -42,7 +42,7 @@ from zipline.errors import ( ) from zipline.finance import trading from zipline.pipeline import Pipeline -from zipline.pipeline.factor.technical import VWAP +from zipline.pipeline.factors import VWAP from zipline.pipeline.data import USEquityPricing from zipline.pipeline.loaders.frame import DataFrameLoader, MULTIPLY from zipline.pipeline.loaders.equity_pricing_loader import ( diff --git a/zipline/pipeline/__init__.py b/zipline/pipeline/__init__.py index d2449630..6cddb7ea 100644 --- a/zipline/pipeline/__init__.py +++ b/zipline/pipeline/__init__.py @@ -1,12 +1,13 @@ from .classifier import Classifier -from .factor import Factor, CustomFactor -from .filter import Filter +from .factors import Factor, CustomFactor +from .filters import Filter from .term import Term from .graph import TermGraph from .pipeline import Pipeline __all__ = [ 'Classifier', + 'CustomFactor', 'Factor', 'Filter', 'Pipeline', diff --git a/zipline/pipeline/data/dataset.py b/zipline/pipeline/data/dataset.py index 096c2986..916c352d 100644 --- a/zipline/pipeline/data/dataset.py +++ b/zipline/pipeline/data/dataset.py @@ -7,7 +7,7 @@ from six import ( ) from zipline.pipeline.term import Term -from zipline.pipeline.factor import Latest +from zipline.pipeline.factors import Latest class Column(object): diff --git a/zipline/pipeline/factor/__init__.py b/zipline/pipeline/factors/__init__.py similarity index 100% rename from zipline/pipeline/factor/__init__.py rename to zipline/pipeline/factors/__init__.py diff --git a/zipline/pipeline/factor/factor.py b/zipline/pipeline/factors/factor.py similarity index 98% rename from zipline/pipeline/factor/factor.py rename to zipline/pipeline/factors/factor.py index de911d34..b6f71afb 100644 --- a/zipline/pipeline/factor/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -33,7 +33,7 @@ from zipline.pipeline.expression import ( NUMEXPR_MATH_FUNCS, UNARY_OPS, ) -from zipline.pipeline.filter import ( +from zipline.pipeline.filters import ( NumExprFilter, PercentileFilter, ) @@ -273,7 +273,7 @@ class Factor(Term): Returns ------- - filter : zipline.pipeline.filter.Filter + filter : zipline.pipeline.Filter """ return self.rank(ascending=False, mask=mask) <= N @@ -288,7 +288,7 @@ class Factor(Term): Returns ------- - filter : zipline.pipeline.filter.Filter + filter : zipline.pipeline.Filter """ return self.rank(ascending=True, mask=mask) <= N @@ -308,12 +308,12 @@ class Factor(Term): Returns ------- - out : zipline.pipeline.filter.PercentileFilter + out : zipline.pipeline.filters.PercentileFilter A new filter that will compute the specified percentile-range mask. See Also -------- - zipline.pipeline.filter.PercentileFilter + zipline.pipeline.filters.PercentileFilter """ return PercentileFilter( self, diff --git a/zipline/pipeline/factor/latest.py b/zipline/pipeline/factors/latest.py similarity index 100% rename from zipline/pipeline/factor/latest.py rename to zipline/pipeline/factors/latest.py diff --git a/zipline/pipeline/factor/technical.py b/zipline/pipeline/factors/technical.py similarity index 100% rename from zipline/pipeline/factor/technical.py rename to zipline/pipeline/factors/technical.py diff --git a/zipline/pipeline/filters/__init__.py b/zipline/pipeline/filters/__init__.py new file mode 100644 index 00000000..3184bb9a --- /dev/null +++ b/zipline/pipeline/filters/__init__.py @@ -0,0 +1,7 @@ +from .filter import Filter, NumExprFilter, PercentileFilter + +__all__ = [ + 'Filter', + 'NumExprFilter', + 'PercentileFilter', +] diff --git a/zipline/pipeline/filter.py b/zipline/pipeline/filters/filter.py similarity index 100% rename from zipline/pipeline/filter.py rename to zipline/pipeline/filters/filter.py diff --git a/zipline/pipeline/pipeline.py b/zipline/pipeline/pipeline.py index 5b315ef4..f50333ed 100644 --- a/zipline/pipeline/pipeline.py +++ b/zipline/pipeline/pipeline.py @@ -1,7 +1,7 @@ from zipline.utils.preprocess import expect_types, optional from .term import Term -from .filter import Filter +from .filters import Filter from .graph import TermGraph @@ -121,8 +121,8 @@ class Pipeline(object): Parameter --------- - filter : zipline.pipeline.filter.Filter - The screen to apply. + filter : zipline.pipeline.Filter + The filter to apply as a screen. overwrite : bool Whether to overwrite any existing screen. If overwrite is False and self.screen is not None, we raise an error.