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catalyst/zipline/pipeline/common.py
T

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2.0 KiB
Python

"""
Common constants for Pipeline.
"""
ACTUAL_VALUE_FIELD_NAME = 'actual_value'
AD_FIELD_NAME = 'asof_date'
ANNOUNCEMENT_FIELD_NAME = 'announcement_date'
CASH_FIELD_NAME = 'cash'
CASH_AMOUNT_FIELD_NAME = 'cash_amount'
COUNT_FIELD_NAME = 'count'
BUYBACK_ANNOUNCEMENT_FIELD_NAME = 'buyback_date'
DAYS_SINCE_PREV = 'days_since_prev'
DAYS_SINCE_PREV_DIVIDEND_ANNOUNCEMENT = 'days_since_prev_dividend_announcement'
DAYS_SINCE_PREV_EX_DATE = 'days_since_prev_ex_date'
DAYS_TO_NEXT = 'days_to_next'
DAYS_TO_NEXT_EX_DATE = 'days_to_next_ex_date'
EX_DATE_FIELD_NAME = 'ex_date'
FISCAL_QUARTER_FIELD_NAME = 'fiscal_quarter'
FISCAL_YEAR_FIELD_NAME = 'fiscal_year'
HIGH_FIELD_NAME = 'high'
LOW_FIELD_NAME = 'low'
MEAN_FIELD_NAME = 'mean'
NEXT_AMOUNT = 'next_amount'
NEXT_ANNOUNCEMENT = 'next_announcement'
NEXT_COUNT = 'next_count'
NEXT_FISCAL_QUARTER = 'next_fiscal_quarter'
NEXT_FISCAL_YEAR = 'next_fiscal_year'
NEXT_EX_DATE = 'next_ex_date'
NEXT_HIGH = 'next_high'
NEXT_LOW = 'next_low'
NEXT_MEAN = 'next_mean'
NEXT_PAY_DATE = 'next_pay_date'
NEXT_RELEASE_DATE = 'next_release_date'
NEXT_STANDARD_DEVIATION = 'next_standard_deviation'
PAY_DATE_FIELD_NAME = 'pay_date'
PREVIOUS_ACTUAL_VALUE = 'previous_actual_value'
PREVIOUS_AMOUNT = 'previous_amount'
PREVIOUS_ANNOUNCEMENT = 'previous_announcement'
PREVIOUS_BUYBACK_ANNOUNCEMENT = 'previous_buyback_announcement'
PREVIOUS_BUYBACK_CASH = 'previous_buyback_cash'
PREVIOUS_BUYBACK_SHARE_COUNT = 'previous_buyback_share_count'
PREVIOUS_COUNT = 'previous_count'
PREVIOUS_EX_DATE = 'previous_ex_date'
PREVIOUS_FISCAL_QUARTER = 'previous_fiscal_quarter'
PREVIOUS_FISCAL_YEAR = 'previous_fiscal_year'
PREVIOUS_HIGH = 'previous_high'
PREVIOUS_LOW = 'previous_low'
PREVIOUS_MEAN = 'previous_mean'
PREVIOUS_PAY_DATE = 'previous_pay_date'
PREVIOUS_RELEASE_DATE = 'previous_release_date'
PREVIOUS_STANDARD_DEVIATION = 'previous_standard_deviation'
RELEASE_DATE_FIELD_NAME = 'release_date'
SHARE_COUNT_FIELD_NAME = 'share_count'
SID_FIELD_NAME = 'sid'
STANDARD_DEVIATION_FIELD_NAME = 'standard_deviation'
TS_FIELD_NAME = 'timestamp'