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ENH: batch_transform now supports field filtering.

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This commit is contained in:
Thomas Wiecki
2013-01-07 12:43:41 -05:00
committed by Eddie Hebert
parent 0e3b1e76e8
commit 2729936aff
3 changed files with 42 additions and 4 deletions
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tests/test_transforms.py
+8
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@@ -346,6 +346,14 @@ class TestBatchTransform(TestCase):
self.assertIn(0, data.columns)
self.assertNotIn(1, data.columns)
for data in algo.history_return_field_filter[wl:]:
self.assertIn('price', data.items)
self.assertNotIn('ignore', data.items)
for data in algo.history_return_field_no_filter[wl:]:
self.assertIn('price', data.items)
self.assertIn('ignore', data.items)
# test overloaded class
for test_history in [algo.history_return_price_class,
algo.history_return_price_decorator]: