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.
This commit is contained in:
Eddie Hebert
2013-07-09 14:54:38 -04:00
parent 3dfe4e9c83
commit 15323a8179
+3 -1
View File
@@ -163,7 +163,9 @@ def make_transform(talib_fn, name):
super(TALibTransform, self).__init__(
func=zipline_wrapper,
refresh_period=refresh_period,
window_length=window_length)
window_length=window_length,
compute_only_full=False,
bars=bars)
def __repr__(self):
return 'Zipline BatchTransform: {0}'.format(