finish eventwindow ABS, and speedups for tradingcalendar

This commit is contained in:
scottsanderson
2012-08-07 14:50:09 -04:00
parent ed206de84a
commit 1f0e760856
6 changed files with 152 additions and 49 deletions
+3 -3
View File
@@ -100,9 +100,9 @@ class FinanceTransformsTestCase(TestCase):
def test_moving_average(self):
mavg = StatefulTransform(
MovingAverage,
timedelta(days = 2),
['price', 'volume']
MovingAverage,
fields = ['price', 'volume'],
delta = timedelta(days = 2),
)
transformed = list(mavg.transform(self.source))