diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py index 59f40cb8..d1f88007 100644 --- a/zipline/transforms/utils.py +++ b/zipline/transforms/utils.py @@ -121,7 +121,8 @@ class StatefulTransform(object): # Normal object instantiation. else: self.state = tnfm_class(*args, **kwargs) - + # save the window_length of the state for external access. + self.window_length = self.state.window_length # Create the string associated with this generator's output. self.namestring = tnfm_class.__name__ + hash_args(*args, **kwargs)