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Merge pull request #1022 from quantopian/better_buybackauth_names

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MAINT: rename variables to simplify.
This commit is contained in:
Maya Tydykov
2016-03-03 16:21:48 -05:00
parent 214b3b6506 0010828893
commit c1830584f9
5 changed files with 41 additions and 27 deletions
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docs/source/whatsnew/0.8.5.txt
+15 -1
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@@ -16,8 +16,22 @@ None
Enhancements
~~~~~~~~~~~~
* Added new datasets
:class:`~zipline.pipeline.data.buyback_auth.CashBuybackAuthorizations`
and :class:`~zipline.pipeline.data.buyback_auth.ShareBuybackAuthorizations`
for use in the Pipeline API. These datasets provide an abstract interface for
adding cash and share buyback authorizations data, respectively, to a new
algorithm. pandas-based reference implementations for these datasets can be found in
:mod:`zipline.pipeline.loaders.buyback_auth`, and experimental blaze-based
implementations can be found in
:mod:`zipline.pipeline.loaders.blaze.buyback_auth`. (:issue:`1022`).
* Added new built-in factors,
:class:`zipline.pipeline.factors.BusinessDaysSinceCashBuybackAuth` and
:class:`zipline.pipeline.factors.BusinessDaysSinceShareBuybackAuth`. These
factors use the new ``CashBuybackAuthorizations`` and
``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`).
None
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
tests/pipeline/test_buyback_auth.py
+8 -8
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@@ -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
zipline/pipeline/data/buyback_auth.py
+4 -4
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@@ -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)
zipline/pipeline/factors/events.py
+6 -6
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@@ -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]
zipline/pipeline/loaders/buyback_auth.py
+8 -8
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@@ -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,
)