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https://github.com/wassname/catalyst.git
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Scott Sanderson
bc302beec9
- Refactored EventsLoader and BlazeEventsLoader to not require a subclass per dataset. Instead, you now pass a map from columns to event fields directly to the EventsLoader constructor. - Removed a large number of Quantopian-specific datasets and associated tests. - Rewrote the core logic of EventsLoader and BlazeEventsLoader to share index calculations across multiple requested columns. - Fixed a bug where event fields were incorrectly forward-filled when null values were present in an event.
16 lines
417 B
Python
16 lines
417 B
Python
"""
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Common constants for Pipeline.
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"""
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AD_FIELD_NAME = 'asof_date'
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ANNOUNCEMENT_FIELD_NAME = 'announcement_date'
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CASH_FIELD_NAME = 'cash'
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DAYS_SINCE_PREV = 'days_since_prev'
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DAYS_TO_NEXT = 'days_to_next'
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NEXT_ANNOUNCEMENT = 'next_announcement'
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PREVIOUS_AMOUNT = 'previous_amount'
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PREVIOUS_ANNOUNCEMENT = 'previous_announcement'
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EVENT_DATE_FIELD_NAME = 'event_date'
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SID_FIELD_NAME = 'sid'
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TS_FIELD_NAME = 'timestamp'
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