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Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

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This commit is contained in:
Thomas Wiecki
2012-10-19 18:10:51 -04:00
committed by Eddie Hebert
parent ff52787c1a
commit 15ac658024
17 changed files with 59 additions and 30 deletions
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tests/test_transforms.py
+7 -8
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@@ -24,15 +24,14 @@ from zipline import ndict
from zipline.utils.test_utils import setup_logger
from zipline.utils.date_utils import utcnow
from zipline.gens.tradegens import SpecificEquityTrades
from zipline.gens.transform import StatefulTransform, EventWindow
from zipline.gens.vwap import VWAP
from zipline.gens.mavg import MovingAverage
from zipline.gens.stddev import MovingStandardDev
from zipline.gens.returns import Returns
from zipline.sources import SpecificEquityTrades
from zipline.transforms.utils import StatefulTransform, EventWindow
from zipline.transforms import MovingVWAP
from zipline.transforms import MovingAverage
from zipline.transforms import MovingStandardDev
from zipline.transforms import Returns
import zipline.utils.factory as factory
from zipline.test_algorithms import BatchTransformAlgorithm
@@ -175,7 +174,7 @@ class FinanceTransformsTestCase(TestCase):
def test_vwap(self):
vwap = VWAP(
vwap = MovingVWAP(
market_aware=False,
delta=timedelta(days=2)
)