Files
catalyst/zipline/pipeline/common.py
T
Maya Tydykov 8a28e82d32 ENH: add dividends to pipeline
MAINT: remove record date - not needed.

MAINT: restructure dividends dataset.

MAINT: restructure dividends factors.

WIP: update dividends tests.

MAINT: correct the way to get the 'next' event frame.
2016-03-29 13:12:50 -04:00

30 lines
1.1 KiB
Python

"""
Common constants for Pipeline.
"""
AD_FIELD_NAME = 'asof_date'
ANNOUNCEMENT_FIELD_NAME = 'announcement_date'
CASH_FIELD_NAME = 'cash'
CASH_AMOUNT_FIELD_NAME = 'cash_amount'
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'
NEXT_AMOUNT = 'next_amount'
NEXT_ANNOUNCEMENT = 'next_announcement'
NEXT_EX_DATE = 'next_ex_date'
NEXT_PAY_DATE = 'next_pay_date'
PAY_DATE_FIELD_NAME = 'pay_date'
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_EX_DATE = 'previous_ex_date'
PREVIOUS_PAY_DATE = 'previous_pay_date'
SHARE_COUNT_FIELD_NAME = 'share_count'
SID_FIELD_NAME = 'sid'
TS_FIELD_NAME = 'timestamp'