from zipline.pipeline.classifiers import Classifier, Latest as LatestClassifier
from zipline.pipeline.domain import Domain, GENERIC
from zipline.pipeline.factors import Factor, Latest as LatestFactor
from zipline.pipeline.filters import Filter, Latest as LatestFilter
from zipline.pipeline.sentinels import NotSpecified, sentinel
from zipline.pipeline.term import (
AssetExists,
LoadableTerm,
validate_dtype,
)
from zipline.utils.input_validation import ensure_dtype, expect_types
from zipline.utils.numpy_utils import NoDefaultMissingValue
from zipline.utils.preprocess import preprocess
IsSpecialization = sentinel('IsSpecialization')
class Column(object):
"""
An abstract column of data, not yet associated with a dataset.
"""
@preprocess(dtype=ensure_dtype)
def __init__(self,
dtype,
missing_value=NotSpecified,
doc=None,
metadata=None):
self.dtype = dtype
self.missing_value = missing_value
self.doc = doc
from zipline.pipeline.term import (
AssetExists,
LoadableTerm,
validate_dtype,
)
from zipline.utils.formatting import s, plural
from zipline.utils.input_validation import (
coerce_types,
ensure_dtype,
expect_types,
)
from zipline.utils.numpy_utils import float64_dtype, NoDefaultMissingValue
from zipline.utils.preprocess import preprocess
from zipline.utils.string_formatting import bulleted_list
IsSpecialization = sentinel('IsSpecialization')
class Column(object):
"""
An abstract column of data, not yet associated with a dataset.
"""
@preprocess(dtype=ensure_dtype)
def __init__(self,
dtype,
missing_value=NotSpecified,
doc=None,
metadata=None,
currency_aware=False):
if currency_aware and dtype != float64_dtype:
raise ValueError(
from zipline.pipeline.term import (
AssetExists,
LoadableTerm,
validate_dtype,
)
from zipline.utils.formatting import s, plural
from zipline.utils.input_validation import (
coerce_types,
ensure_dtype,
expect_types,
)
from zipline.utils.numpy_utils import float64_dtype, NoDefaultMissingValue
from zipline.utils.preprocess import preprocess
from zipline.utils.string_formatting import bulleted_list
IsSpecialization = sentinel("IsSpecialization")
class Column(object):
"""
An abstract column of data, not yet associated with a dataset.
"""
@preprocess(dtype=ensure_dtype)
def __init__(
self,
dtype,
missing_value=NotSpecified,
doc=None,
metadata=None,
currency_aware=False,
):
