From 810862eef48d3d9192438db38c3659fc8e63a948 Mon Sep 17 00:00:00 2001 From: Maya Tydykov Date: Tue, 1 Mar 2016 13:24:38 -0500 Subject: [PATCH 1/2] MAINT: rename variables to simplify. --- tests/pipeline/test_buyback_auth.py | 16 ++++++++-------- zipline/pipeline/data/buyback_auth.py | 8 ++++---- zipline/pipeline/factors/events.py | 12 ++++++------ zipline/pipeline/loaders/buyback_auth.py | 16 ++++++++-------- 4 files changed, 26 insertions(+), 26 deletions(-) diff --git a/tests/pipeline/test_buyback_auth.py b/tests/pipeline/test_buyback_auth.py index 97a7e5ca..503af92f 100644 --- a/tests/pipeline/test_buyback_auth.py +++ b/tests/pipeline/test_buyback_auth.py @@ -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 diff --git a/zipline/pipeline/data/buyback_auth.py b/zipline/pipeline/data/buyback_auth.py index 8541d2a8..7dc03185 100644 --- a/zipline/pipeline/data/buyback_auth.py +++ b/zipline/pipeline/data/buyback_auth.py @@ -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) diff --git a/zipline/pipeline/factors/events.py b/zipline/pipeline/factors/events.py index 9efd517f..a64fe3e2 100644 --- a/zipline/pipeline/factors/events.py +++ b/zipline/pipeline/factors/events.py @@ -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] diff --git a/zipline/pipeline/loaders/buyback_auth.py b/zipline/pipeline/loaders/buyback_auth.py index d46a207a..572dc6fd 100644 --- a/zipline/pipeline/loaders/buyback_auth.py +++ b/zipline/pipeline/loaders/buyback_auth.py @@ -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, ) From 0010828893b0247c3b4cb14d0f2a775aa2f714c5 Mon Sep 17 00:00:00 2001 From: Maya Tydykov Date: Thu, 3 Mar 2016 15:21:10 -0500 Subject: [PATCH 2/2] DOC: update whatsnew. --- docs/source/whatsnew/0.8.5.txt | 16 +++++++++++++++- 1 file changed, 15 insertions(+), 1 deletion(-) diff --git a/docs/source/whatsnew/0.8.5.txt b/docs/source/whatsnew/0.8.5.txt index 48125f82..738483ea 100644 --- a/docs/source/whatsnew/0.8.5.txt +++ b/docs/source/whatsnew/0.8.5.txt @@ -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 ~~~~~~~~~~~~~~~~~~~~~