From 38ae8bbb675c33ab95009acace9fd1c7eb6c46c0 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Mon, 29 Apr 2013 14:34:50 -0400 Subject: [PATCH] BUG: Ensure that window length value is sanity checked. When moving BatchTransform off of EventWindow as a base object, the checking of window length was lost, restore that check using the same function as EventWindow. --- zipline/transforms/utils.py | 3 +++ 1 file changed, 3 insertions(+) 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