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Copy pathdividend_store.py
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42 lines (36 loc) · 1.54 KB
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# -*- coding: utf-8 -*-
#
# Copyright 2017 Ricequant, Inc
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import bcolz
import pandas as pd
from ..utils.py2 import lru_cache
class DividendStore(object):
def __init__(self, f):
self._table = bcolz.open(f, 'r')
self._index = self._table.attrs['line_map']
@lru_cache(128)
def get_dividend(self, order_book_id):
try:
s, e = self._index[order_book_id]
except KeyError:
return pd.DataFrame()
dividends = self._table[s:e]
return pd.DataFrame({
'book_closure_date': pd.Index(pd.Timestamp(str(d)) for d in dividends['closure_date']),
'ex_dividend_date': pd.Index(pd.Timestamp(str(d)) for d in dividends['ex_date']),
'payable_date': pd.Index(pd.Timestamp(str(d)) for d in dividends['payable_date']),
'dividend_cash_before_tax': dividends['cash_before_tax'] / 10000.0,
'round_lot': dividends['round_lot']
}, index=pd.Index(pd.Timestamp(str(d)) for d in dividends['announcement_date']))