REF: Fields is kwarg is MovingStandardDevWindow.

This commit is contained in:
Thomas Wiecki
2013-01-17 12:10:09 -05:00
parent eb1cb27a07
commit 685b2ed6fd
+8 -6
View File
@@ -31,8 +31,8 @@ class MovingStandardDev(object):
"""
__metaclass__ = TransformMeta
def __init__(self, fields='price',
market_aware=True, window_length=None, delta=None):
def __init__(self, fields='price', market_aware=True, window_length=None,
delta=None):
if isinstance(fields, basestring):
fields = [fields]
self.fields = fields
@@ -64,10 +64,10 @@ class MovingStandardDev(object):
Factory method for self.sid_windows.
"""
return MovingStandardDevWindow(
self.fields,
self.market_aware,
self.window_length,
self.delta
self.delta,
fields=self.fields
)
def update(self, event):
@@ -92,12 +92,14 @@ class MovingStandardDevWindow(EventWindow):
instantiated inside a MovingStandardDev.
"""
def __init__(self, fields, market_aware, window_length, delta):
def __init__(self, market_aware, window_length, delta, fields='price'):
# Call the superclass constructor to set up base EventWindow
# infrastructure.
EventWindow.__init__(self, market_aware, window_length, delta)
if isinstance(fields, basestring):
fields = [fields]
self.fields = fields
self.sum = defaultdict(float)
self.sum_sqr = defaultdict(float)