Example #1
0
    def _split(self, frame):
        if self.share_afterward == 1:
            return

        splits = [self.share_afterward, 1.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(adj_day)
        indexes.append(datetime.date.today())
        
        splits = TimeSeries(splits, index=indexes)
        ri_splits = splits.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] / ri_splits
Example #2
0
    def _divide(self, frame):
        if self.cash_afterward == 0:
            return

        cashes = [self.cash_afterward, 0.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(adj_day)
        indexes.append(datetime.date.today())
        
        cashes = TimeSeries(cashes, index=indexes)
        ri_cashes = cashes.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] - ri_cashes
Example #3
0
    def _split(self, frame):
        if self.share_afterward == 1:
            return

        splits = [self.share_afterward, 1.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(adj_day)
        indexes.append(datetime.date.today())

        splits = TimeSeries(splits, index=indexes)
        ri_splits = splits.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] / ri_splits
Example #4
0
    def _divide(self, frame):
        if self.cash_afterward == 0:
            return

        cashes = [self.cash_afterward, 0.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(adj_day)
        indexes.append(datetime.date.today())

        cashes = TimeSeries(cashes, index=indexes)
        ri_cashes = cashes.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] - ri_cashes
Example #5
0
    def _divide(self, frame):
        """divided close price to adjclose column

        WARNING
        =======
        frame should be chronological ordered otherwise wrong backfill.
        """
        if self.cash_afterward == 0:
            return

        cashes = [self.cash_afterward, 0.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(self.d2t(adj_day))
        indexes.append(self.d2t(datetime.date.today()))

        cashes = TimeSeries(cashes, index=indexes)
        ri_cashes = cashes.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] - ri_cashes
Example #6
0
    def _divide(self, frame):
        """divided close price to adjclose column

        WARNING
        =======
        frame should be chronological ordered otherwise wrong backfill.
        """
        if self.cash_afterward == 0:
            return

        cashes = [self.cash_afterward, 0.0]
        adj_day = self.ex_date - datetime.timedelta(days=1)
        indexes = []
        indexes.append(self.d2t(adj_day))
        indexes.append(self.d2t(datetime.date.today()))
        
        cashes = TimeSeries(cashes, index=indexes)
        ri_cashes = cashes.reindex(frame.index, method='backfill')

        frame['adjclose'] = frame['adjclose'] - ri_cashes