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ENH: add buyback_auth dataset.

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Maya Tydykov
2016-02-25 17:19:19 -05:00
parent 54e36bc94f
commit 534f820a91
1 changed files with 17 additions and 1 deletions
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zipline/pipeline/data/buyback_auth.py
+17 -1
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__author__ = 'mtydykov'
"""
Dataset representing dates of upcoming earnings.
"""
from zipline.utils.numpy_utils import datetime64ns_dtype, float64_dtype
from .dataset import Column, DataSet
class BuybackAuthorizations(DataSet):
"""
Dataset representing dates of recently announced buyback authorization.
"""
previous_buyback_value = Column(float64_dtype)
previous_buyback_share_count = Column(float64_dtype)
previous_buyback_value_announcement = Column(datetime64ns_dtype)
previous_buyback_share_count_announcement = Column(datetime64ns_dtype)