diff --git a/zipline/transforms/stddev.py b/zipline/transforms/stddev.py index 2b928c19..ff5ff82f 100644 --- a/zipline/transforms/stddev.py +++ b/zipline/transforms/stddev.py @@ -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)