def _maybe_earn_dividend(self, dividend):
"""
Take a historical dividend record and return a Series with fields in
zipline.protocol.DIVIDEND_FIELDS (plus an 'id' field) representing
the cash/stock amount we are owed when the dividend is paid.
"""
if dividend['sid'] in self.positions:
return self.positions[dividend['sid']].earn_dividend(dividend)
else:
return zp.dividend_payment()
def _maybe_earn_dividend(self, dividend):
"""
Take a historical dividend record and return a Series with fields in
zipline.protocol.DIVIDEND_FIELDS (plus an 'id' field) representing
the cash/stock amount we are owed when the dividend is paid.
"""
if dividend['sid'] in self.positions:
return self.positions[dividend['sid']].earn_dividend(dividend)
else:
return zp.dividend_payment()
def _maybe_pay_dividend(self, dividend):
"""
Take a historical dividend record, look up any stored record of
cash/stock we are owed for that dividend, and return a Series
with fields drawn from zipline.protocol.DIVIDEND_PAYMENT_FIELDS.
"""
try:
unpaid_dividend = self._unpaid_dividends.loc[dividend['id']]
return unpaid_dividend
except KeyError:
return zp.dividend_payment()
def _maybe_pay_dividend(self, dividend):
"""
Take a historical dividend record, look up any stored record of
cash/stock we are owed for that dividend, and return a Series
with fields drawn from zipline.protocol.DIVIDEND_PAYMENT_FIELDS.
"""
try:
unpaid_dividend = self._unpaid_dividends.loc[dividend['id']]
return unpaid_dividend
except KeyError:
return zp.dividend_payment()
def earn_dividend(self, dividend):
"""
Register the number of shares we held at this dividend's ex date so
that we can pay out the correct amount on the dividend's pay date.
"""
assert dividend['sid'] == self.sid
out = {'id': dividend['id']}
# stock dividend
if dividend['payment_sid']:
out['payment_sid'] = dividend['payment_sid']
out['share_count'] = floor(self.amount * float(dividend['ratio']))
# cash dividend
if dividend['net_amount']:
out['cash_amount'] = self.amount * dividend['net_amount']
elif dividend['gross_amount']:
out['cash_amount'] = self.amount * dividend['gross_amount']
payment_owed = zp.dividend_payment(out)
return payment_owed
def earn_dividend(self, dividend):
"""
Register the number of shares we held at this dividend's ex date so
that we can pay out the correct amount on the dividend's pay date.
"""
assert dividend['sid'] == self.sid
out = {'id': dividend['id']}
# stock dividend
if dividend['payment_sid']:
out['payment_sid'] = dividend['payment_sid']
out['share_count'] = floor(self.amount * float(dividend['ratio']))
# cash dividend
if dividend['net_amount']:
out['cash_amount'] = self.amount * dividend['net_amount']
elif dividend['gross_amount']:
out['cash_amount'] = self.amount * dividend['gross_amount']
payment_owed = zp.dividend_payment(out)
return payment_owed
