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https://github.com/wassname/catalyst.git
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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
407 B
Python
18 lines
407 B
Python
"""
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Dataset representing OHLCV data.
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"""
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from zipline.utils.numpy_utils import float64_dtype
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from .dataset import Column, DataSet
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class USEquityPricing(DataSet):
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"""
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Dataset representing daily trading prices and volumes.
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"""
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open = Column(float64_dtype)
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high = Column(float64_dtype)
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low = Column(float64_dtype)
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close = Column(float64_dtype)
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volume = Column(float64_dtype)
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