From 534f820a9128a19f3a03ef9ea252e4c1a9777d85 Mon Sep 17 00:00:00 2001 From: Maya Tydykov Date: Fri, 15 Jan 2016 16:57:51 -0500 Subject: [PATCH] ENH: add buyback_auth dataset. --- zipline/pipeline/data/buyback_auth.py | 18 +++++++++++++++++- 1 file changed, 17 insertions(+), 1 deletion(-) 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) +