diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py index d9799e51..c8a431e1 100644 --- a/zipline/transforms/utils.py +++ b/zipline/transforms/utils.py @@ -367,7 +367,10 @@ class BatchTransform(object): self.field_names = set() self.refresh_period = refresh_period + + check_window_length(window_length) self.window_length = window_length + self.trading_days_total = 0 self.window = None