MAINT: move constants to appropriate files

This commit is contained in:
Maya Tydykov
2016-05-20 10:47:56 -04:00
parent 3d0764a50c
commit 751a08a8a1
14 changed files with 128 additions and 178 deletions
+11 -9
View File
@@ -3,19 +3,15 @@ Tests for the reference loader for 13d filings.
"""
import pandas as pd
from zipline.pipeline.common import(
DAYS_SINCE_PREV_DISCLOSURE,
from zipline.pipeline.common import TS_FIELD_NAME
from zipline.pipeline.data import _13DFilings
from zipline.pipeline.factors.events import BusinessDaysSince13DFilingsDate
from zipline.pipeline.loaders._13d_filings import (
_13DFilingsLoader,
DISCLOSURE_DATE,
NUM_SHARES,
PERCENT_SHARES,
PREVIOUS_NUM_SHARES,
PREVIOUS_PERCENT_SHARES,
PREVIOUS_DISCLOSURE_DATE,
TS_FIELD_NAME,
)
from zipline.pipeline.data import _13DFilings
from zipline.pipeline.factors.events import BusinessDaysSince13DFilingsDate
from zipline.pipeline.loaders._13d_filings import _13DFilingsLoader
from zipline.pipeline.loaders.utils import (
zip_with_floats,
zip_with_dates
@@ -23,6 +19,12 @@ from zipline.pipeline.loaders.utils import (
from zipline.testing.fixtures import WithPipelineEventDataLoader
from zipline.testing.fixtures import ZiplineTestCase
DAYS_SINCE_PREV_DISCLOSURE = 'days_since_prev_disclosure'
PREVIOUS_DISCLOSURE_DATE = 'previous_disclosure_date'
PREVIOUS_NUM_SHARES = 'previous_number_shares'
PREVIOUS_PERCENT_SHARES = 'previous_percentage'
date_intervals = [
[['2014-01-01', '2014-01-04'],
['2014-01-05', '2014-01-09'],
+14 -9
View File
@@ -7,21 +7,19 @@ import pandas as pd
from six import iteritems
from zipline.pipeline.common import(
BUYBACK_AMOUNT_FIELD_NAME,
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
BUYBACK_TYPE_FIELD_NAME,
BUYBACK_UNIT_FIELD_NAME,
DAYS_SINCE_PREV,
PREVIOUS_BUYBACK_AMOUNT,
PREVIOUS_BUYBACK_ANNOUNCEMENT,
PREVIOUS_BUYBACK_TYPE,
PREVIOUS_BUYBACK_UNIT,
SID_FIELD_NAME,
TS_FIELD_NAME,
)
from zipline.pipeline.data import BuybackAuthorizations
from zipline.pipeline.factors.events import BusinessDaysSinceBuybackAuth
from zipline.pipeline.loaders.buyback_auth import BuybackAuthorizationsLoader
from zipline.pipeline.loaders.buyback_auth import (
BUYBACK_AMOUNT_FIELD_NAME,
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
BUYBACK_TYPE_FIELD_NAME,
BUYBACK_UNIT_FIELD_NAME,
BuybackAuthorizationsLoader,
)
from zipline.pipeline.loaders.blaze import BlazeBuybackAuthorizationsLoader
from zipline.pipeline.loaders.utils import (
zip_with_dates,
@@ -32,6 +30,13 @@ from zipline.testing.fixtures import (
WithPipelineEventDataLoader, ZiplineTestCase
)
PREVIOUS_BUYBACK_AMOUNT = 'previous_value'
PREVIOUS_BUYBACK_ANNOUNCEMENT = 'previous_buyback_announcement'
PREVIOUS_BUYBACK_CASH = 'previous_buyback_cash'
PREVIOUS_BUYBACK_SHARE_COUNT = 'previous_buyback_share_count'
PREVIOUS_BUYBACK_TYPE = 'previous_buyback_type'
PREVIOUS_BUYBACK_UNIT = 'previous_buyback_unit'
date_intervals = [
[['2014-01-01', '2014-01-04'], ['2014-01-05', '2014-01-09'],
['2014-01-10', '2014-01-31']]
+23 -21
View File
@@ -6,36 +6,19 @@ from blaze.compute.core import swap_resources_into_scope
import pandas as pd
from six import iteritems
from zipline.pipeline.common import (
from zipline.pipeline.common import SID_FIELD_NAME
from zipline.pipeline.data import ConsensusEstimates
from zipline.pipeline.loaders.consensus_estimates import (
ACTUAL_VALUE_FIELD_NAME,
ConsensusEstimatesLoader,
COUNT_FIELD_NAME,
FISCAL_QUARTER_FIELD_NAME,
FISCAL_YEAR_FIELD_NAME,
HIGH_FIELD_NAME,
LOW_FIELD_NAME,
MEAN_FIELD_NAME,
NEXT_COUNT,
NEXT_FISCAL_QUARTER,
NEXT_FISCAL_YEAR,
NEXT_HIGH,
NEXT_LOW,
NEXT_RELEASE_DATE,
NEXT_STANDARD_DEVIATION,
PREVIOUS_ACTUAL_VALUE,
PREVIOUS_COUNT,
PREVIOUS_FISCAL_QUARTER,
PREVIOUS_FISCAL_YEAR,
PREVIOUS_HIGH,
PREVIOUS_LOW,
PREVIOUS_MEAN, NEXT_MEAN,
PREVIOUS_RELEASE_DATE,
PREVIOUS_STANDARD_DEVIATION,
RELEASE_DATE_FIELD_NAME,
STANDARD_DEVIATION_FIELD_NAME,
SID_FIELD_NAME)
from zipline.pipeline.data import ConsensusEstimates
from zipline.pipeline.loaders.consensus_estimates import (
ConsensusEstimatesLoader
)
from zipline.pipeline.loaders.blaze import BlazeConsensusEstimatesLoader
from zipline.pipeline.loaders.utils import (
@@ -46,6 +29,25 @@ from zipline.testing.fixtures import (
WithNextAndPreviousEventDataLoader
)
NEXT_COUNT = 'next_count'
NEXT_FISCAL_QUARTER = 'next_fiscal_quarter'
NEXT_FISCAL_YEAR = 'next_fiscal_year'
NEXT_HIGH = 'next_high'
NEXT_LOW = 'next_low'
NEXT_MEAN = 'next_mean'
NEXT_RELEASE_DATE = 'next_release_date'
NEXT_STANDARD_DEVIATION = 'next_standard_deviation'
PREVIOUS_ACTUAL_VALUE = 'previous_actual_value'
PREVIOUS_COUNT = 'previous_count'
PREVIOUS_FISCAL_QUARTER = 'previous_fiscal_quarter'
PREVIOUS_FISCAL_YEAR = 'previous_fiscal_year'
PREVIOUS_HIGH = 'previous_high'
PREVIOUS_LOW = 'previous_low'
PREVIOUS_MEAN = 'previous_mean'
PREVIOUS_RELEASE_DATE = 'previous_release_date'
PREVIOUS_STANDARD_DEVIATION = 'previous_standard_deviation'
consensus_estimates_cases = [
# K1--K2--A1--A2.
pd.DataFrame({
+20 -18
View File
@@ -8,25 +8,8 @@ from six import iteritems
from zipline.pipeline.common import (
ANNOUNCEMENT_FIELD_NAME,
CASH_AMOUNT_FIELD_NAME,
CURRENCY_FIELD_NAME,
DAYS_SINCE_PREV_DIVIDEND_ANNOUNCEMENT,
DAYS_SINCE_PREV_EX_DATE,
DAYS_TO_NEXT_EX_DATE,
DIVIDEND_TYPE_FIELD_NAME,
EX_DATE_FIELD_NAME,
NEXT_AMOUNT,
NEXT_CURRENCY_TYPE,
NEXT_DIVIDEND_TYPE,
NEXT_EX_DATE,
NEXT_PAY_DATE,
PAY_DATE_FIELD_NAME,
PREVIOUS_AMOUNT,
PREVIOUS_ANNOUNCEMENT,
PREVIOUS_CURRENCY_TYPE,
PREVIOUS_DIVIDEND_TYPE,
PREVIOUS_EX_DATE,
PREVIOUS_PAY_DATE,
SID_FIELD_NAME,
TS_FIELD_NAME,
)
@@ -46,9 +29,14 @@ from zipline.pipeline.loaders.blaze.dividends import (
BlazeDividendsByExDateLoader
)
from zipline.pipeline.loaders.dividends import (
CASH_AMOUNT_FIELD_NAME,
CURRENCY_FIELD_NAME,
DIVIDEND_TYPE_FIELD_NAME,
DividendsByAnnouncementDateLoader,
DividendsByExDateLoader,
DividendsByPayDateLoader
DividendsByPayDateLoader,
EX_DATE_FIELD_NAME,
PAY_DATE_FIELD_NAME,
)
from zipline.pipeline.loaders.utils import (
zip_with_dates,
@@ -60,6 +48,20 @@ from zipline.testing.fixtures import (
ZiplineTestCase
)
DAYS_SINCE_PREV_DIVIDEND_ANNOUNCEMENT = 'days_since_prev_dividend_announcement'
DAYS_SINCE_PREV_EX_DATE = 'days_since_prev_ex_date'
DAYS_TO_NEXT_EX_DATE = 'days_to_next_ex_date'
NEXT_AMOUNT = 'next_amount'
NEXT_CURRENCY_TYPE = 'next_currency_type'
NEXT_DIVIDEND_TYPE = 'next_dividend_type'
NEXT_EX_DATE = 'next_ex_date'
NEXT_PAY_DATE = 'next_pay_date'
PREVIOUS_CURRENCY_TYPE = 'previous_currency_type'
PREVIOUS_DIVIDEND_TYPE = 'previous_dividend_type'
PREVIOUS_EX_DATE = 'previous_ex_date'
PREVIOUS_PAY_DATE = 'previous_pay_date'
dividends_cases = [
# K1--K2--A1--A2.
pd.DataFrame({