diff --git a/zipline/pipeline/data/buyback_auth.py b/zipline/pipeline/data/buyback_auth.py index 8710fd29..dd58e9b2 100644 --- a/zipline/pipeline/data/buyback_auth.py +++ b/zipline/pipeline/data/buyback_auth.py @@ -1 +1,17 @@ -__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) +