Ejemplo n.º 1
0
def make_pipeline():
    fd = Fundamentals()
    td = TransactionData()
    sectors = NASDAQSectorCodes()
    ipos = NASDAQIPO()

    return Pipeline(
        columns={
            'marketcap': fd.marketcap,
            'liabilities': fd.liabilities,
            'revenue': fd.revenue,
            'eps': fd.eps,
            'rnd': fd.rnd,
            'netinc': fd.netinc,
            'pe': fd.pe,
            'ipoyear': ipos,
            'yoy_sales': fd.yoy_sales,
            'qoq_earnings': fd.qoq_earnings,
            'sector': sectors,
            # 'filingdate': td.Date,
            'sharesownedbeforetransaction': td.sharesownedbeforetransaction,
            'transactionshares': td.transactionshares,
            'sharesownedfollowingtransaction':
            td.sharesownedfollowingtransaction,
            # 'pctSharesBotSld': td.pctSharesBotSld,
            # 'dDiffInt': td.dDiffInt
        }, )
Ejemplo n.º 2
0
def make_pipeline():
    rsi = RSI()
    fd = Fundamentals()
    sectors = NASDAQSectorCodes()

    return Pipeline(
        columns={
            'longs': rsi.top(3),
            'shorts': rsi.bottom(3),
            'ROE': fd.ROE_ART,
            #  'CAPEX': fd.CAPEX_MRQ,
            'sector': sectors,
        }, )
Ejemplo n.º 3
0
def make_pipeline():
    fd = Fundamentals()
    sectors = NASDAQSectorCodes()
    ipos = NASDAQIPO()

    return Pipeline(columns={
        'marketcap': fd.marketcap,
        'liabilities': fd.liabilities,
        'revenue': fd.revenue,
        'eps': fd.eps,
        'rnd': fd.rnd,
        'netinc': fd.netinc,
        'pe': fd.pe,
        'ipoyear': ipos,
        'yoy_sales': fd.yoy_sales,
        'qoq_earnings': fd.qoq_earnings,
        'sector': sectors
    }, )
Ejemplo n.º 4
0
def make_pipeline():
    fd = Fundamentals()
    sectors = NASDAQSectorCodes()
    ipos = NASDAQIPO()

    return Pipeline(
        columns={
            'marketcap': fd.marketcap,
            'liabilities': fd.liabilities,
            'revenue': fd.revenue,
            'eps': fd.eps,
            'rnd': fd.rnd,
            'netinc': fd.netinc,
            'pe': fd.pe,
            'ipoyear': ipos,
            'yoy_sales': fd.yoy_sales,
            'qoq_earnings': fd.qoq_earnings,
            'sector': sectors,
            'fcf': fd.fcf,
            'pb': fd.pb,
            'assets': fd.assets,
            'cor': fd.cor,
            'currentratio': fd.currentratio,
            'de': fd.de,
            'ebitda': fd.ebitda,
            'ebt': fd.ebt,
            'grossmargin': fd.grossmargin,
            'inventory': fd.inventory,
            'ncf': fd.ncf,
            'netmargin': fd.netmargin,
            'opex': fd.opex,
            'payables': fd.payables,
            'payoutratio': fd.payoutratio,
            'receivables': fd.receivables,
            'roa': fd.roa,
            'roe': fd.roe,
            'sgna': fd.sgna,
            'taxassets': fd.taxassets,
            'taxliabilities': fd.taxliabilities,
            'workingcapital': fd.workingcapital,
            'capex': fd.capex

        },
    )