for testing and deploying your application
for finding and fixing issues
for empowering human code reviews
"""
Filters for handling recent or upcoming events.
from zipline.pipeline.data.earnings import EarningsCalendar
from .filter import CustomFilter
class HasEarningsToday(CustomFilter):
Filter indicating whether an asset has an earnings announcement on the
current day.
inputs = [EarningsCalendar.next_announcement]
window_length = 1
def compute(self, today, assets, out, next_announce_date):
out[:] = (today.value == next_announce_date)
quantopian /
zipline
