Commit Graph
8 Commits
Author SHA1 Message Date
Thomas Wiecki 659a367b09 STY Remove unused import of to_datetime. 2015-10-16 16:15:28 +02:00
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 752a2c3962 DOC: Fix comment typo.
Reader/Writer
2015-10-10 07:20:36 -04:00
Eddie Hebert 5338c8e611 ENH: Add spot_price to BcolzDailyBarReader.
Add new method to BcolzDailyBarReader, `spot_price` which returns the
unadjusted price for the specified day and sid.
2015-10-10 07:19:03 -04:00
Scott Sanderson 4a9cd76dab MAINT: Remove unused constant. 2015-10-09 17:47:47 -04:00
Scott Sanderson f06f4bdd25 MAINT: Remove unused import. 2015-10-09 17:47:18 -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