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Michael-J-Ward/magicFormula.py

Created August 6, 2016 18:19
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magic formula
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magicFormula.py
class Magic_Formula(CustomFactor):
inputs = [mstar.income_statement.ebit, mstar.valuation.enterprise_value,
mstar.operation_ratios.roic]
outputs = ['earnings_yield', 'roic']
window_length = 1
def compute(self, today, assets, out, ebit, ev, roic):
out.earnings_yield[:] = ebit[-1] / ev[-1]
out.roic[:] = roic[-1]
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