diff --git a/tests/pipeline/test_earnings.py b/tests/pipeline/test_earnings.py index bbe5e1eb..88232c36 100644 --- a/tests/pipeline/test_earnings.py +++ b/tests/pipeline/test_earnings.py @@ -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, }) diff --git a/zipline/pipeline/loaders/blaze/__init__.py b/zipline/pipeline/loaders/blaze/__init__.py index fcb1db44..200fa583 100644 --- a/zipline/pipeline/loaders/blaze/__init__.py +++ b/zipline/pipeline/loaders/blaze/__init__.py @@ -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', diff --git a/zipline/pipeline/loaders/blaze/earnings.py b/zipline/pipeline/loaders/blaze/earnings.py index 710ac157..25eee93c 100644 --- a/zipline/pipeline/loaders/blaze/earnings.py +++ b/zipline/pipeline/loaders/blaze/earnings.py @@ -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,