mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-10 07:46:26 +08:00
MAINT: rename variables to simplify.
This commit is contained in:
@@ -23,8 +23,8 @@ from zipline.pipeline.common import(
|
||||
from zipline.pipeline.data import (CashBuybackAuthorizations,
|
||||
ShareBuybackAuthorizations)
|
||||
from zipline.pipeline.factors.events import (
|
||||
BusinessDaysSincePreviousCashBuybackAuth,
|
||||
BusinessDaysSincePreviousShareBuybackAuth
|
||||
BusinessDaysSinceCashBuybackAuth,
|
||||
BusinessDaysSinceShareBuybackAuth
|
||||
)
|
||||
from zipline.pipeline.loaders.buyback_auth import \
|
||||
CashBuybackAuthorizationsLoader, ShareBuybackAuthorizationsLoader
|
||||
@@ -88,11 +88,11 @@ class CashBuybackAuthLoaderTestCase(TestCase, EventLoaderCommonMixin):
|
||||
"""
|
||||
pipeline_columns = {
|
||||
PREVIOUS_BUYBACK_CASH:
|
||||
CashBuybackAuthorizations.previous_value.latest,
|
||||
CashBuybackAuthorizations.cash_amount.latest,
|
||||
PREVIOUS_BUYBACK_ANNOUNCEMENT:
|
||||
CashBuybackAuthorizations.previous_announcement_date.latest,
|
||||
CashBuybackAuthorizations.announcement_date.latest,
|
||||
DAYS_SINCE_PREV:
|
||||
BusinessDaysSincePreviousCashBuybackAuth(),
|
||||
BusinessDaysSinceCashBuybackAuth(),
|
||||
}
|
||||
|
||||
@classmethod
|
||||
@@ -150,11 +150,11 @@ class ShareBuybackAuthLoaderTestCase(TestCase, EventLoaderCommonMixin):
|
||||
"""
|
||||
pipeline_columns = {
|
||||
PREVIOUS_BUYBACK_SHARE_COUNT:
|
||||
ShareBuybackAuthorizations.previous_share_count.latest,
|
||||
ShareBuybackAuthorizations.share_count.latest,
|
||||
PREVIOUS_BUYBACK_ANNOUNCEMENT:
|
||||
ShareBuybackAuthorizations.previous_announcement_date.latest,
|
||||
ShareBuybackAuthorizations.announcement_date.latest,
|
||||
DAYS_SINCE_PREV:
|
||||
BusinessDaysSincePreviousShareBuybackAuth(),
|
||||
BusinessDaysSinceShareBuybackAuth(),
|
||||
}
|
||||
|
||||
@classmethod
|
||||
|
||||
@@ -11,8 +11,8 @@ class CashBuybackAuthorizations(DataSet):
|
||||
Dataset representing dates of recently announced cash buyback
|
||||
authorizations.
|
||||
"""
|
||||
previous_value = Column(float64_dtype)
|
||||
previous_announcement_date = Column(datetime64ns_dtype)
|
||||
cash_amount = Column(float64_dtype)
|
||||
announcement_date = Column(datetime64ns_dtype)
|
||||
|
||||
|
||||
class ShareBuybackAuthorizations(DataSet):
|
||||
@@ -20,5 +20,5 @@ class ShareBuybackAuthorizations(DataSet):
|
||||
Dataset representing dates of recently announced share buyback
|
||||
authorizations.
|
||||
"""
|
||||
previous_share_count = Column(float64_dtype)
|
||||
previous_announcement_date = Column(datetime64ns_dtype)
|
||||
share_count = Column(float64_dtype)
|
||||
announcement_date = Column(datetime64ns_dtype)
|
||||
|
||||
@@ -129,7 +129,7 @@ class BusinessDaysSincePreviousEarnings(BusinessDaysSincePreviousEvents):
|
||||
inputs = [EarningsCalendar.previous_announcement]
|
||||
|
||||
|
||||
class BusinessDaysSincePreviousCashBuybackAuth(
|
||||
class BusinessDaysSinceCashBuybackAuth(
|
||||
BusinessDaysSincePreviousEvents
|
||||
):
|
||||
"""
|
||||
@@ -138,12 +138,12 @@ class BusinessDaysSincePreviousCashBuybackAuth(
|
||||
|
||||
See Also
|
||||
--------
|
||||
BusinessDaysSincePreviousCashBuybackAuth
|
||||
zipline.pipeline.factors.BusinessDaysSinceCashBuybackAuth
|
||||
"""
|
||||
inputs = [CashBuybackAuthorizations.previous_announcement_date]
|
||||
inputs = [CashBuybackAuthorizations.announcement_date]
|
||||
|
||||
|
||||
class BusinessDaysSincePreviousShareBuybackAuth(
|
||||
class BusinessDaysSinceShareBuybackAuth(
|
||||
BusinessDaysSincePreviousEvents
|
||||
):
|
||||
"""
|
||||
@@ -153,6 +153,6 @@ class BusinessDaysSincePreviousShareBuybackAuth(
|
||||
|
||||
See Also
|
||||
--------
|
||||
BusinessDaysSincePreviousShareBuybackAuth
|
||||
zipline.pipeline.factors.BusinessDaysSinceShareBuybackAuth
|
||||
"""
|
||||
inputs = [ShareBuybackAuthorizations.previous_announcement_date]
|
||||
inputs = [ShareBuybackAuthorizations.announcement_date]
|
||||
|
||||
@@ -40,17 +40,17 @@ class CashBuybackAuthorizationsLoader(EventsLoader):
|
||||
)
|
||||
|
||||
@lazyval
|
||||
def previous_value_loader(self):
|
||||
def cash_amount_loader(self):
|
||||
return self._previous_event_value_loader(
|
||||
self.dataset.previous_value,
|
||||
self.dataset.cash_amount,
|
||||
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
|
||||
CASH_FIELD_NAME
|
||||
)
|
||||
|
||||
@lazyval
|
||||
def previous_announcement_date_loader(self):
|
||||
def announcement_date_loader(self):
|
||||
return self._previous_event_date_loader(
|
||||
self.dataset.previous_announcement_date,
|
||||
self.dataset.announcement_date,
|
||||
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
|
||||
)
|
||||
|
||||
@@ -83,16 +83,16 @@ class ShareBuybackAuthorizationsLoader(EventsLoader):
|
||||
)
|
||||
|
||||
@lazyval
|
||||
def previous_share_count_loader(self):
|
||||
def share_count_loader(self):
|
||||
return self._previous_event_value_loader(
|
||||
self.dataset.previous_share_count,
|
||||
self.dataset.share_count,
|
||||
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
|
||||
SHARE_COUNT_FIELD_NAME
|
||||
)
|
||||
|
||||
@lazyval
|
||||
def previous_announcement_date_loader(self):
|
||||
def announcement_date_loader(self):
|
||||
return self._previous_event_date_loader(
|
||||
self.dataset.previous_announcement_date,
|
||||
self.dataset.announcement_date,
|
||||
BUYBACK_ANNOUNCEMENT_FIELD_NAME,
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user