zipline, is there bug in dividend pay out?

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zipline, is there bug in dividend pay out?

posted

I'm using for ingestion the example from csvdir.py

        if 'dividend' in dfr.columns:  
            # ex_date   amount  sid record_date declared_date pay_date  
            tmp = dfr[dfr['dividend'] != 0.0]['dividend']  
            div = DataFrame(data=tmp.index.tolist(), columns=['ex_date'])  
            div['record_date'] = NaT  
            div['declared_date'] = NaT  
            div['pay_date'] = NaT  
            div['amount'] = tmp.tolist()  
            div['sid'] = sid

            divs = divs_splits['divs']  
            ind = Index(range(divs.shape[0], divs.shape[0] + div.shape[0]))  
            div.set_index(ind, inplace=True)  
            divs_splits['divs'] = divs.append(div)

If I run a simple buy and hold and monitor the number of stocks they don't increase.

If I assign to all of these the ex_date

            div['record_date'] = ['ex_date']  
            div['declared_date'] = ['ex_date']  
            div['pay_date'] =['ex_date']

I get the dividend pay out and the number of stocks increase

Is there a command on zipline to force the payout or is the example on csvdir.py and quandl.py wrong or do I miss something else?

thanks for help

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.