'Writes data to a SQLite file to be read by SQLiteAdjustmentReader.
Parameters
splits : pandas.DataFrame, optional
Dataframe containing split data. The format of this dataframe is:
effective_date : int
The date, represented as seconds since Unix epoch, on which
the adjustment should be applied.
ratio : float
A value to apply to all data earlier than the effective date.
For open, high, low, and close those values are multiplied by
the ratio. Volume is divided by this value.
sid : int
The asset id associated with this adjustment.
mergers : pandas.DataFrame, optional
DataFrame containing merger data. The format of this dataframe is:
effective_date : int
The date, represented as seconds since Unix epoch, on which
the adjustment should be applied.
ratio : float
A value to apply to all data earlier than the effective date.
For open, high, low, and close those values are multiplied by
the ratio. Volume is unaffected.
sid : int
The asset id associated with this adjustment.
dividends : pandas.DataFrame, optional
DataFrame containing dividend data. The format of the dataframe is:
sid : int
The asset id associated with this adjustment.
ex_date : datetime64
The date on which an equity must be held to be eligible to
receive payment.
declared_date : datetime64
The date on which the dividend is announced to the public.
pay_date : datetime64
The date on which the dividend is distributed.
record_date : datetime64
The date on which the stock ownership is checked to determine
distribution of dividends.
amount : float
The cash amount paid for each share.
Dividend ratios are calculated as:
``1.0 - (dividend_value / "close on day prior to ex_date")``
stock_dividends : pandas.DataFrame, optional
DataFrame containing stock dividend data. The format of the
dataframe is:
sid : int
The asset id associated with this adjustment.
ex_date : datetime64
The date on which an equity must be held to be eligible to
receive payment.
declared_date : datetime64
The date on which the dividend is announced to the public.
pay_date : datetime64
The date on which the dividend is distributed.
record_date : datetime64
The date on which the stock ownership is checked to determine
distribution of dividends.
payment_sid : int
The asset id of the shares that should be paid instead of
cash.
ratio : float
The ratio of currently held shares in the held sid that
should be paid with new shares of the payment_sid.
See Also
zipline.data.us_equity_pricing.SQLiteAdjustmentReader'

def write(self, splits=None, mergers=None, dividends=None, stock_dividends=None):

    self.write_frame('splits', splits)
    self.write_frame('mergers', mergers)
    self.write_dividend_data(dividends, stock_dividends)
    self.conn.execute('CREATE    INDEX    splits_sids    ON    splits(sid)')
    self.conn.execute('CREATE    INDEX    splits_effective_date    ON    splits(effective_date)')
    self.conn.execute('CREATE    INDEX    mergers_sids    ON    mergers(sid)')
    self.conn.execute('CREATE    INDEX    mergers_effective_date    ON    mergers(effective_date)')
    self.conn.execute('CREATE    INDEX    dividends_sid    ON    dividends(sid)')
    self.conn.execute('CREATE    INDEX    dividends_effective_date    ON    dividends(effective_date)')
    self.conn.execute('CREATE    INDEX    dividend_payouts_sid    ON    dividend_payouts(sid)')
    self.conn.execute('CREATE    INDEX    dividends_payouts_ex_date    ON    dividend_payouts(ex_date)')
    self.conn.execute('CREATE    INDEX    stock_dividend_payouts_sid    ON    stock_dividend_payouts(sid)')
    self.conn.execute('CREATE    INDEX    stock_dividends_payouts_ex_date    ON    stock_dividend_payouts(ex_date)')
