Source code for zipline.pipeline.data.equity_pricing

"""
Dataset representing OHLCV data.
"""
from zipline.utils.numpy_utils import float64_dtype

from ..domain import US_EQUITIES
from .dataset import Column, DataSet


[docs]class EquityPricing(DataSet): """ :class:`~zipline.pipeline.data.DataSet` containing daily trading prices and volumes. """ open = Column(float64_dtype) high = Column(float64_dtype) low = Column(float64_dtype) close = Column(float64_dtype) volume = Column(float64_dtype)
# Backwards compat alias. USEquityPricing = EquityPricing.specialize(US_EQUITIES)