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https://github.com/wassname/catalyst.git
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MAINT: move constants to appropriate files
This commit is contained in:
@@ -3,19 +3,15 @@ Tests for the reference loader for 13d filings.
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"""
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import pandas as pd
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from zipline.pipeline.common import(
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DAYS_SINCE_PREV_DISCLOSURE,
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from zipline.pipeline.common import TS_FIELD_NAME
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from zipline.pipeline.data import _13DFilings
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from zipline.pipeline.factors.events import BusinessDaysSince13DFilingsDate
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from zipline.pipeline.loaders._13d_filings import (
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_13DFilingsLoader,
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DISCLOSURE_DATE,
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NUM_SHARES,
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PERCENT_SHARES,
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PREVIOUS_NUM_SHARES,
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PREVIOUS_PERCENT_SHARES,
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PREVIOUS_DISCLOSURE_DATE,
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TS_FIELD_NAME,
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)
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from zipline.pipeline.data import _13DFilings
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from zipline.pipeline.factors.events import BusinessDaysSince13DFilingsDate
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from zipline.pipeline.loaders._13d_filings import _13DFilingsLoader
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from zipline.pipeline.loaders.utils import (
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zip_with_floats,
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zip_with_dates
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@@ -23,6 +19,12 @@ from zipline.pipeline.loaders.utils import (
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from zipline.testing.fixtures import WithPipelineEventDataLoader
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from zipline.testing.fixtures import ZiplineTestCase
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DAYS_SINCE_PREV_DISCLOSURE = 'days_since_prev_disclosure'
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PREVIOUS_DISCLOSURE_DATE = 'previous_disclosure_date'
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PREVIOUS_NUM_SHARES = 'previous_number_shares'
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PREVIOUS_PERCENT_SHARES = 'previous_percentage'
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date_intervals = [
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[['2014-01-01', '2014-01-04'],
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['2014-01-05', '2014-01-09'],
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@@ -7,21 +7,19 @@ import pandas as pd
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from six import iteritems
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from zipline.pipeline.common import(
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BUYBACK_AMOUNT_FIELD_NAME,
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BUYBACK_ANNOUNCEMENT_FIELD_NAME,
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BUYBACK_TYPE_FIELD_NAME,
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BUYBACK_UNIT_FIELD_NAME,
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DAYS_SINCE_PREV,
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PREVIOUS_BUYBACK_AMOUNT,
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PREVIOUS_BUYBACK_ANNOUNCEMENT,
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PREVIOUS_BUYBACK_TYPE,
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PREVIOUS_BUYBACK_UNIT,
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SID_FIELD_NAME,
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TS_FIELD_NAME,
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)
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from zipline.pipeline.data import BuybackAuthorizations
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from zipline.pipeline.factors.events import BusinessDaysSinceBuybackAuth
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from zipline.pipeline.loaders.buyback_auth import BuybackAuthorizationsLoader
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from zipline.pipeline.loaders.buyback_auth import (
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BUYBACK_AMOUNT_FIELD_NAME,
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BUYBACK_ANNOUNCEMENT_FIELD_NAME,
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BUYBACK_TYPE_FIELD_NAME,
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BUYBACK_UNIT_FIELD_NAME,
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BuybackAuthorizationsLoader,
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)
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from zipline.pipeline.loaders.blaze import BlazeBuybackAuthorizationsLoader
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from zipline.pipeline.loaders.utils import (
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zip_with_dates,
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@@ -32,6 +30,13 @@ from zipline.testing.fixtures import (
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WithPipelineEventDataLoader, ZiplineTestCase
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)
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PREVIOUS_BUYBACK_AMOUNT = 'previous_value'
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PREVIOUS_BUYBACK_ANNOUNCEMENT = 'previous_buyback_announcement'
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PREVIOUS_BUYBACK_CASH = 'previous_buyback_cash'
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PREVIOUS_BUYBACK_SHARE_COUNT = 'previous_buyback_share_count'
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PREVIOUS_BUYBACK_TYPE = 'previous_buyback_type'
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PREVIOUS_BUYBACK_UNIT = 'previous_buyback_unit'
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date_intervals = [
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[['2014-01-01', '2014-01-04'], ['2014-01-05', '2014-01-09'],
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['2014-01-10', '2014-01-31']]
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@@ -6,36 +6,19 @@ from blaze.compute.core import swap_resources_into_scope
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import pandas as pd
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from six import iteritems
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from zipline.pipeline.common import (
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from zipline.pipeline.common import SID_FIELD_NAME
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from zipline.pipeline.data import ConsensusEstimates
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from zipline.pipeline.loaders.consensus_estimates import (
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ACTUAL_VALUE_FIELD_NAME,
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ConsensusEstimatesLoader,
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COUNT_FIELD_NAME,
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FISCAL_QUARTER_FIELD_NAME,
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FISCAL_YEAR_FIELD_NAME,
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HIGH_FIELD_NAME,
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LOW_FIELD_NAME,
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MEAN_FIELD_NAME,
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NEXT_COUNT,
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NEXT_FISCAL_QUARTER,
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NEXT_FISCAL_YEAR,
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NEXT_HIGH,
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NEXT_LOW,
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NEXT_RELEASE_DATE,
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NEXT_STANDARD_DEVIATION,
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PREVIOUS_ACTUAL_VALUE,
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PREVIOUS_COUNT,
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PREVIOUS_FISCAL_QUARTER,
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PREVIOUS_FISCAL_YEAR,
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PREVIOUS_HIGH,
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PREVIOUS_LOW,
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PREVIOUS_MEAN, NEXT_MEAN,
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PREVIOUS_RELEASE_DATE,
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PREVIOUS_STANDARD_DEVIATION,
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RELEASE_DATE_FIELD_NAME,
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STANDARD_DEVIATION_FIELD_NAME,
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SID_FIELD_NAME)
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from zipline.pipeline.data import ConsensusEstimates
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from zipline.pipeline.loaders.consensus_estimates import (
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ConsensusEstimatesLoader
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)
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from zipline.pipeline.loaders.blaze import BlazeConsensusEstimatesLoader
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from zipline.pipeline.loaders.utils import (
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@@ -46,6 +29,25 @@ from zipline.testing.fixtures import (
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WithNextAndPreviousEventDataLoader
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)
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NEXT_COUNT = 'next_count'
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NEXT_FISCAL_QUARTER = 'next_fiscal_quarter'
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NEXT_FISCAL_YEAR = 'next_fiscal_year'
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NEXT_HIGH = 'next_high'
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NEXT_LOW = 'next_low'
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NEXT_MEAN = 'next_mean'
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NEXT_RELEASE_DATE = 'next_release_date'
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NEXT_STANDARD_DEVIATION = 'next_standard_deviation'
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PREVIOUS_ACTUAL_VALUE = 'previous_actual_value'
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PREVIOUS_COUNT = 'previous_count'
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PREVIOUS_FISCAL_QUARTER = 'previous_fiscal_quarter'
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PREVIOUS_FISCAL_YEAR = 'previous_fiscal_year'
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PREVIOUS_HIGH = 'previous_high'
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PREVIOUS_LOW = 'previous_low'
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PREVIOUS_MEAN = 'previous_mean'
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PREVIOUS_RELEASE_DATE = 'previous_release_date'
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PREVIOUS_STANDARD_DEVIATION = 'previous_standard_deviation'
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consensus_estimates_cases = [
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# K1--K2--A1--A2.
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pd.DataFrame({
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@@ -8,25 +8,8 @@ from six import iteritems
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from zipline.pipeline.common import (
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ANNOUNCEMENT_FIELD_NAME,
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CASH_AMOUNT_FIELD_NAME,
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CURRENCY_FIELD_NAME,
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DAYS_SINCE_PREV_DIVIDEND_ANNOUNCEMENT,
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DAYS_SINCE_PREV_EX_DATE,
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DAYS_TO_NEXT_EX_DATE,
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DIVIDEND_TYPE_FIELD_NAME,
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EX_DATE_FIELD_NAME,
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NEXT_AMOUNT,
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NEXT_CURRENCY_TYPE,
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NEXT_DIVIDEND_TYPE,
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NEXT_EX_DATE,
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NEXT_PAY_DATE,
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PAY_DATE_FIELD_NAME,
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PREVIOUS_AMOUNT,
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PREVIOUS_ANNOUNCEMENT,
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PREVIOUS_CURRENCY_TYPE,
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PREVIOUS_DIVIDEND_TYPE,
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PREVIOUS_EX_DATE,
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PREVIOUS_PAY_DATE,
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SID_FIELD_NAME,
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TS_FIELD_NAME,
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)
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@@ -46,9 +29,14 @@ from zipline.pipeline.loaders.blaze.dividends import (
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BlazeDividendsByExDateLoader
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)
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from zipline.pipeline.loaders.dividends import (
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CASH_AMOUNT_FIELD_NAME,
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CURRENCY_FIELD_NAME,
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DIVIDEND_TYPE_FIELD_NAME,
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DividendsByAnnouncementDateLoader,
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DividendsByExDateLoader,
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DividendsByPayDateLoader
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DividendsByPayDateLoader,
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EX_DATE_FIELD_NAME,
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PAY_DATE_FIELD_NAME,
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)
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from zipline.pipeline.loaders.utils import (
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zip_with_dates,
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@@ -60,6 +48,20 @@ from zipline.testing.fixtures import (
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ZiplineTestCase
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)
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DAYS_SINCE_PREV_DIVIDEND_ANNOUNCEMENT = 'days_since_prev_dividend_announcement'
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DAYS_SINCE_PREV_EX_DATE = 'days_since_prev_ex_date'
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DAYS_TO_NEXT_EX_DATE = 'days_to_next_ex_date'
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NEXT_AMOUNT = 'next_amount'
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NEXT_CURRENCY_TYPE = 'next_currency_type'
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NEXT_DIVIDEND_TYPE = 'next_dividend_type'
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NEXT_EX_DATE = 'next_ex_date'
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NEXT_PAY_DATE = 'next_pay_date'
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PREVIOUS_CURRENCY_TYPE = 'previous_currency_type'
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PREVIOUS_DIVIDEND_TYPE = 'previous_dividend_type'
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PREVIOUS_EX_DATE = 'previous_ex_date'
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PREVIOUS_PAY_DATE = 'previous_pay_date'
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dividends_cases = [
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# K1--K2--A1--A2.
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pd.DataFrame({
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