squant_source.py 文件源码

def zipline_splits_and_dividends(symbol_map):
    raw_splits, raw_dividends = load_splits_and_dividends()
    splits = []
    dividends = []
    for sid, code in symbol_map.iteritems():
        if code in raw_splits:
            split = pd.DataFrame(data=raw_splits[code])
            split['sid'] = sid
            split.index = split['effective_date'] = pd.DatetimeIndex(split['effective_date'])
            splits.append(split)
        if code in raw_dividends:
            dividend = pd.DataFrame(data = raw_dividends[code])
            dividend['sid'] = sid
            dividend['record_date'] = dividend['declared_date'] = dividend['pay_date'] = pd.NaT
            dividend.index = dividend['ex_date'] = pd.DatetimeIndex(dividend['ex_date'])
            dividends.append(dividend)
    return splits, dividends