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BUG: Enable return values on first day using minute TALib functions.
Set the `compute_only_full` to False so that the 'is window full' logic is delegated to the TALib's lookback function. If the window is not full to the `timeperiod` or other lookback setting, then TALib returns a `np.nan`. Also, fix the bars/data_frequency not being passed to the BatchTransform init. This further shows need to create a minute test for TALib transforms.
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@@ -163,7 +163,9 @@ def make_transform(talib_fn, name):
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super(TALibTransform, self).__init__(
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func=zipline_wrapper,
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refresh_period=refresh_period,
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window_length=window_length)
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window_length=window_length,
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compute_only_full=False,
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bars=bars)
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def __repr__(self):
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return 'Zipline BatchTransform: {0}'.format(
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