MAINT: Fix failing blaze expr test.

tests/pipeline/test_earnings.py

@@ -388,7 +388,9 @@ class BlazeEarningsCalendarLoaderNotInteractiveTestCase(
             BlazeEarningsCalendarLoaderNotInteractiveTestCase,
             self,
         ).loader_args(dates)
+
+        expr = bz.symbol('expr', bound_expr.dshape)
         return (
-            bz.symbol('expr', bound_expr.dshape),
-            bound_expr._resources()[bound_expr],
+            expr,
+            {expr: bound_expr._resources()[bound_expr]},
         )

zipline/pipeline/loaders/blaze/earnings.py

@@ -49,9 +49,8 @@ class BlazeEarningsCalendarLoader(PipelineLoader):
     ----------
     expr : Expr
         The expression representing the data to load.
-    resources : any, optional
-        The resources to use when computing ``expr``. If expr is already
-        bound to resources this can be omitted.
+    resources : dict, optional
+        Mapping from the atomic terms of ``expr`` to actual data resources.
     odo_kwargs : dict, optional
         Extra keyword arguments to pass to odo when executing the expression.
 

zipline/pipeline/loaders/earnings.py

@@ -28,10 +28,23 @@ class EarningsCalendarLoader(PipelineLoader):
     all_dates : pd.DatetimeIndex
         Index of dates for which we can serve queries.
     announcement_dates : dict[int -> pd.Series or pd.DatetimeIndex]
-        Dict mapping sids to an index of dates on which earnings were
-        announced.
+        Dict mapping sids to objects representing dates on which earnings
+        occurred.
+
+        If a dict value is a Series, it's interpreted as a mapping from the
+        date on which we learned an announcement was coming to the date on
+        which the announcement was made.
+
+        If a dict value is a DatetimeIndex, it's interpreted as just containing
+        the dates that announcements were made, and we assume we knew about the
+        announcement on all prior dates.  This mode is only supported if
+        ``infer_timestamp`` is explicitly passed as a truthy value.
+
+    infer_timestamps : bool, optional
+        Whether to allow passing ``DatetimeIndex`` values in
+        ``announcement_dates``.
     """
-    def __init__(self, all_dates, announcement_dates):
+    def __init__(self, all_dates, announcement_dates, infer_timestamps=False):
         self._all_dates = all_dates
 
         self._announcement_dates = announcement_dates = (
@@ -40,6 +53,12 @@ class EarningsCalendarLoader(PipelineLoader):
         dates = self._all_dates.values
         for k, v in iteritems(announcement_dates):
             if isinstance(v, pd.DatetimeIndex):
+                if not infer_timestamps:
+                    raise ValueError(
+                        "Got DatetimeIndex of announcement dates for sid %d.\n"
+                        "Pass `infer_timestamps=True` to use the first date in"
+                        " `all_dates` as implicit timestamp."
+                    )
                 # If we are passed a DatetimeIndex, we always have
                 # knowledge of the announcements.
                 announcement_dates[k] = pd.Series(