Commit Graph
4 Commits
Author SHA1 Message Date
Eddie Hebert 6b9476d346 BUG: Filter out payout rows with no prev close.
When the prev_close is 0 or does not exist, the resulting ration was either +inf
or nan, respectively.

Create a mask on the non-zero effective dates, where effective date is only
written when the prev close is sufficient for a valid ratio; and use that mask
to filter out the bad rows.

Also, use prev close as the effective date.
2015-10-15 13:30:05 -04:00
Eddie Hebert ccdc815526 ENH: Write dividend payouts to adjustments db.
To prepare for querying for payouts from SQLite, write the dividend
payouts to a new table `dividend_payouts`.

Change the expected columns of the passed dividend frame to contain the
payout data, and use that data to calculate the ratios (this moves
internal code that was calcualting the ratios into Zipline.)

The end result is that instead of just a `dividends` table with the
backward looking adjustment ratios, also write a `dividend_payouts`
table and a `stock_dividend_payout` table.
2015-10-13 14:02:26 -04:00
Eddie Hebert e33f6dcdcd MAINT: Move equity data formats out of loader.
Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.

This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.
2015-10-09 17:20:19 -04:00
Scott Sanderson f82a01841b MAINT: Rename ALL the things.
zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
2015-10-01 18:03:53 -04:00