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Scott Sandersonandllllllllll
8220d1ee86
EarningsCalendar loader. - Moves most of AdjustedArray back into Python. The window iterator is the only part that's performance-intensive. - Adds a bootleg templating system for creating specialized versions of AdjustedArrayWindow for each concrete type we care about. - Adds support for differently dtyped terms in pipeline. This allows us to use datetime64s which are needed in the EarningsCalendar. - Adds EarningsCalendar dataset for the next and previous earnings announcements in pipeline. - Adds in memory loader for EarningsCalendar. - Adds blaze loader for EarningsCalendar.
18 lines
482 B
Python
18 lines
482 B
Python
"""
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Dataset representing dates of upcoming earnings.
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"""
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from zipline.utils.numpy_utils import datetime64ns_dtype
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from .dataset import Column, DataSet
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class EarningsCalendar(DataSet):
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"""
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Dataset representing dates of upcoming or recently announced earnings.
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"""
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next_announcement = Column(datetime64ns_dtype)
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previous_announcement = Column(datetime64ns_dtype)
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# TODO: Provide categorical columns for when during the day the
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# announcement occurred.
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