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STY: Many people prefer to read words with vowels.

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This commit is contained in:
Scott Sanderson
2015-12-10 12:50:36 -05:00
parent 64ce6d26aa
commit f719fef55e
3 changed files with 12 additions and 10 deletions
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tests/pipeline/test_earnings.py
+2 -2
View File
@@ -20,7 +20,7 @@ from zipline.pipeline.factors.events import (
)
from zipline.pipeline.loaders.earnings import EarningsCalendarLoader
from zipline.pipeline.loaders.blaze import (
ANCMT_FIELD_NAME,
ANNOUNCEMENT_FIELD_NAME,
BlazeEarningsCalendarLoader,
SID_FIELD_NAME,
TS_FIELD_NAME,
@@ -371,7 +371,7 @@ class BlazeEarningsCalendarLoaderTestCase(EarningsCalendarLoaderTestCase):
).loader_args(dates)
return (bz.Data(pd.concat(
pd.DataFrame({
ANCMT_FIELD_NAME: earning_dates,
ANNOUNCEMENT_FIELD_NAME: earning_dates,
TS_FIELD_NAME: earning_dates.index,
SID_FIELD_NAME: sid,
})
zipline/pipeline/loaders/blaze/__init__.py
+2 -2
View File
@@ -8,13 +8,13 @@ from .core import (
global_loader,
)
from .earnings import (
ANCMT_FIELD_NAME,
ANNOUNCEMENT_FIELD_NAME,
BlazeEarningsCalendarLoader,
)
__all__ = (
'AD_FIELD_NAME',
'ANCMT_FIELD_NAME',
'ANNOUNCEMENT_FIELD_NAME',
'BlazeEarningsCalendarLoader',
'BlazeLoader',
'NoDeltasWarning',
zipline/pipeline/loaders/blaze/earnings.py
+8 -6
View File
@@ -10,7 +10,7 @@ from zipline.pipeline.loaders.base import PipelineLoader
from zipline.pipeline.loaders.earnings import EarningsCalendarLoader
ANCMT_FIELD_NAME = 'announcement_date'
ANNOUNCEMENT_FIELD_NAME = 'announcement_date'
class BlazeEarningsCalendarLoader(PipelineLoader):
@@ -34,7 +34,7 @@ class BlazeEarningsCalendarLoader(PipelineLoader):
Dim * {{
{SID_FIELD_NAME}: int64,
{TS_FIELD_NAME}: datetime64,
{ANCMT_FIELD_NAME}: datetime64,
{ANNOUNCEMENT_FIELD_NAME}: datetime64,
}}
Where each row of the table is a record including the sid to identify the
@@ -47,13 +47,13 @@ class BlazeEarningsCalendarLoader(PipelineLoader):
__doc__ = __doc__.format(
TS_FIELD_NAME=TS_FIELD_NAME,
SID_FIELD_NAME=SID_FIELD_NAME,
ANCMT_FIELD_NAME=ANCMT_FIELD_NAME,
ANNOUNCEMENT_FIELD_NAME=ANNOUNCEMENT_FIELD_NAME,
)
_expected_fields = frozenset({
TS_FIELD_NAME,
SID_FIELD_NAME,
ANCMT_FIELD_NAME,
ANNOUNCEMENT_FIELD_NAME,
})
def __init__(self,
@@ -123,14 +123,16 @@ class BlazeEarningsCalendarLoader(PipelineLoader):
gb = raw.groupby(SID_FIELD_NAME)
if self._has_ts:
def mkseries(idx, raw_loc=raw.loc):
vs = raw_loc[idx, [TS_FIELD_NAME, ANCMT_FIELD_NAME]].values
vs = raw_loc[
idx, [TS_FIELD_NAME, ANNOUNCEMENT_FIELD_NAME]
].values
return pd.Series(
index=pd.DatetimeIndex(vs[:, 0]),
data=vs[:, 1],
)
else:
def mkseries(idx, raw_loc=raw.loc):
return pd.DatetimeIndex(raw_loc[idx, ANCMT_FIELD_NAME])
return pd.DatetimeIndex(raw_loc[idx, ANNOUNCEMENT_FIELD_NAME])
return EarningsCalendarLoader(
dates,