ENH: Added constants.py which contains financial constants.

zipline/algorithm.py

@@ -32,7 +32,7 @@ from zipline.finance.slippage import (
     transact_partial
 )
 from zipline.finance.commission import PerShare, PerTrade
-
+from zipline.finance.constants import ANNUALIZER
 
 from zipline.gens.composites import (
     date_sorted_sources,
@@ -43,10 +43,6 @@ from zipline import MESSAGES
 
 DEFAULT_CAPITAL_BASE = float("1.0e5")
 
-ANNUALIZER = {'daily': 250,
-              'hourly': 250 * 6,
-              'minute': 250 * 6 * 60}
-
 
 class TradingAlgorithm(object):
     """Base class for trading algorithms. Inherit and overload

zipline/finance/constants.py

@@ -0,0 +1,23 @@
+#
+# Copyright 2012 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+TRADING_DAYS_IN_YEAR = 250
+TRADING_HOURS_IN_DAY = 6
+MINUTES_IN_HOUR = 60
+
+ANNUALIZER = {'daily': TRADING_DAYS_IN_YEAR,
+              'hourly': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY,
+              'minute': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY *
+              MINUTES_IN_HOUR}