zipline_polygon_bundle 0.1.6__py3-none-any.whl → 0.1.7__py3-none-any.whl

zipline_polygon_bundle/adjustments.py

@@ -64,8 +64,9 @@ def load_splits(
     splits["split_from"] = splits["split_from"].astype(float)
     splits["split_to"] = splits["split_to"].astype(float)
     splits["ratio"] = splits["split_from"] / splits["split_to"]
-    splits.drop(columns=["ticker", "split_from", "split_to"], inplace=True)
-    return splits
+    # Only return columns Zipline wants.
+    # Polygon may add more columns in the future (as they did with `id`).
+    return splits[["sid", "effective_date", "ratio"]]
 
 
 def load_polygon_dividends(
@@ -87,7 +88,9 @@ def load_polygon_dividends(
         dividends = pd.DataFrame(dividends)
         os.makedirs(os.path.dirname(dividends_path), exist_ok=True)
         dividends.to_parquet(dividends_path)
-        print(f"Wrote {len(dividends)=} from Polygon list_dividends to {dividends_path=}")
+        print(
+            f"Wrote {len(dividends)=} from Polygon list_dividends to {dividends_path=}"
+        )
         # if len(dividends) < 10000:
         #     logging.error(f"Only got {len(dividends)=} from Polygon list_dividends.")
     # We will always load from the file to avoid any chance of weird errors.
@@ -116,9 +119,9 @@ def load_chunked_polygon_dividends(
         next_end_date = first_of_next_month - datetime.timedelta(days=1)
         if next_end_date > last_end_date:
             next_end_date = last_end_date
-        dividends_list.append(load_polygon_dividends(
-            config, next_start_end, next_end_date
-        ))
+        dividends_list.append(
+            load_polygon_dividends(config, next_start_end, next_end_date)
+        )
         next_start_end = next_end_date + datetime.timedelta(days=1)
     return pd.concat(dividends_list)
 
@@ -145,7 +148,8 @@ def load_dividends(
         },
         inplace=True,
     )
-    dividends.drop(
-        columns=["ticker", "frequency", "currency", "dividend_type"], inplace=True
-    )
-    return dividends
+    # Only return columns Zipline wants.
+    # Polygon may add more columns in the future (as they did with `id`).
+    return dividends[
+        ["sid", "ex_date", "declared_date", "record_date", "pay_date", "amount"]
+    ]

{zipline_polygon_bundle-0.1.6.dist-info → zipline_polygon_bundle-0.1.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: zipline_polygon_bundle
-Version: 0.1.6
+Version: 0.1.7
 Summary: A zipline-reloaded data provider bundle for Polygon.io
 License: GNU AFFERO GENERAL PUBLIC LICENSE
                                 Version 3, 19 November 2007

{zipline_polygon_bundle-0.1.6.dist-info → zipline_polygon_bundle-0.1.7.dist-info}/RECORD

@@ -1,5 +1,5 @@
 zipline_polygon_bundle/__init__.py,sha256=kFkI4ZEej7yeuSig2r59AWLGzqSVh0dON4wdreCeizA,595
-zipline_polygon_bundle/adjustments.py,sha256=PNa9KeOt_UYVvnpN69VNzDiD6QpDGMNFn7eAj03ZEXA,6623
+zipline_polygon_bundle/adjustments.py,sha256=k8Ykc4zv49Z8m1veFnJNeoPcw1FMN2dAxqV6xWmUfLw,6814
 zipline_polygon_bundle/bundle.py,sha256=De1IHUjAxoZRaE6fVXY4qa6E7t43q_ELXAmcnJOtJEc,19260
 zipline_polygon_bundle/concat_all_aggs.py,sha256=vv0MDxbSJjgZzstUP1K084FRy3W7w6Tt7FymghwcfMU,9021
 zipline_polygon_bundle/concat_all_aggs_partitioned.py,sha256=b-yvwlQMyv2JO8KeeNUFD0EL0giNxWkS9ukDczgIJ20,6349
@@ -8,7 +8,7 @@ zipline_polygon_bundle/polygon_file_reader.py,sha256=a-MTMc_FnecmB2Q1o_LE03IeqDY
 zipline_polygon_bundle/process_all_aggs.py,sha256=QLgH2HpS27JvkMqG1dsG-D0FIUDdXw1IR_UaMIJfdeA,3075
 zipline_polygon_bundle/split_aggs_by_ticker.py,sha256=HI_3nuN6E_VCq7LfOj4Dib_qm8wYME-jdXXX4rt-9YI,2150
 zipline_polygon_bundle/tickers_and_names.py,sha256=VVtI2FD_Gr0YOpCXhUlU0Agg1_-Ul1XW374kVwjMJck,16506
-zipline_polygon_bundle-0.1.6.dist-info/LICENSE,sha256=hIahDEOTzuHCU5J2nd07LWwkLW7Hko4UFO__ffsvB-8,34523
-zipline_polygon_bundle-0.1.6.dist-info/METADATA,sha256=Olnquj2Wa4olXROYmAuPRIPgGnSULX8XXY6e7Zb9q0A,46667
-zipline_polygon_bundle-0.1.6.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
-zipline_polygon_bundle-0.1.6.dist-info/RECORD,,
+zipline_polygon_bundle-0.1.7.dist-info/LICENSE,sha256=hIahDEOTzuHCU5J2nd07LWwkLW7Hko4UFO__ffsvB-8,34523
+zipline_polygon_bundle-0.1.7.dist-info/METADATA,sha256=4XfjLKiVXX30yq2xGI-4kuA2b8fzB5J-8AXRzt65HkQ,46667
+zipline_polygon_bundle-0.1.7.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
+zipline_polygon_bundle-0.1.7.dist-info/RECORD,,