Today, we shipped a change to production that changes how you use this feature. Specifically, we’ve modified the namespaces for importing these factors to make them more intuitive in the long run.
Previously, an import statement for these earnings calendar factors was:
from quantopian.pipeline.data.eventvestor.factors import (BusinessDaysUntilNextEarnings, BusinessDaysSincePreviousEarnings)
This has changed to:
from quantopian.pipeline.factors.eventvestor import (BusinessDaysUntilNextEarnings, BusinessDaysSincePreviousEarnings)
We’ve made every effort to update documentation, sample algorithms and forum posts that use these import statements. However, if you’ve previously cloned or written an algorithm with the older import statement, you will get an import error if you don’t change to the new required import statement.
Check out some of the previous forum posts (now updated) using this data:
Here are a few examples using this data:
- Post earnings announcement drift strategy w/ Estimize - linked to https://www.quantopian.com/posts/post-earnings-drift-trading-strategy-with-estimize-pead
- Avoiding earnings announcements in your algorithms - linked to https://www.quantopian.com/posts/dont-trade-earnings-reports-a-simple-risk-avoidance-trading-strategy
- Tech sector rebalance w/ SPY hedge - https://www.quantopian.com/posts/tech-sector-strategy-with-spy-hedge-and-earnings-call-avoidance
- Webinar with Dr. Jess Stauth on earnings announcements volatility - https://www.youtube.com/watch?v=6_ett4fersc
Let us know if you have any questions.