switch current transforms over to the new metaclass

tests/test_transforms.py

@@ -153,8 +153,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def test_vwap(self):
 
-        vwap = StatefulTransform(
-            VWAP,
+        vwap = VWAP(
             market_aware = False,
             delta = timedelta(days = 2)
         )
@@ -177,7 +176,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def test_returns(self):
         # Daily returns.
-        returns = StatefulTransform(Returns, 1)
+        returns = Returns(1)
 
         transformed = list(returns.transform(self.source))
         tnfm_vals = [message.tnfm_value for message in transformed]
@@ -218,8 +217,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def test_moving_average(self):
 
-        mavg = StatefulTransform(
-            MovingAverage,
+        mavg = MovingAverage(
             market_aware = False,
             fields = ['price', 'volume'],
             delta = timedelta(days = 2),
@@ -260,8 +258,7 @@ class FinanceTransformsTestCase(TestCase):
             self.trading_environment
         )
 
-        stddev = StatefulTransform(
-            MovingStandardDev,
+        stddev = MovingStandardDev(
             market_aware = False,
             delta = timedelta(minutes = 150),
         )

zipline/gens/mavg.py

@@ -3,7 +3,7 @@ from datetime import datetime, timedelta
 from collections import defaultdict
 
 from zipline import ndict
-from zipline.gens.transform import EventWindow
+from zipline.gens.transform import EventWindow, TransformMeta
 
 class MovingAverage(object):
     """
@@ -12,6 +12,7 @@ class MovingAverage(object):
     averages over any number of distinct fields (For example, we can
     maintain a sid's average volume as well as its average price.)
     """
+    __metaclass__ = TransformMeta
 
     def __init__(self, fields, market_aware, days = None, delta = None):
 

zipline/gens/returns.py

@@ -1,3 +1,4 @@
+from zipline.gens.transform import TransformMeta
 from collections import defaultdict, deque
 
 class Returns(object):
@@ -5,6 +6,8 @@ class Returns(object):
     Class that maintains a dictionary from sids to the sid's
     closing price N trading days ago.
     """
+    __metaclass__ = TransformMeta
+
     def __init__(self, days):
         self.days = days
         self.mapping = defaultdict(self._create)

zipline/gens/stddev.py

@@ -4,7 +4,7 @@ from collections import defaultdict
 from math import sqrt
 
 from zipline import ndict
-from zipline.gens.transform import EventWindow
+from zipline.gens.transform import EventWindow, TransformMeta
 
 class MovingStandardDev(object):
     """
@@ -13,6 +13,7 @@ class MovingStandardDev(object):
     standard deviation of all events falling within the specified
     window.
     """
+    __metaclass__ = TransformMeta
 
     def __init__(self, market_aware, days = None, delta = None):
 

zipline/gens/vwap.py

@@ -3,12 +3,14 @@ from datetime import datetime, timedelta
 from collections import defaultdict
 
 from zipline import ndict
-from zipline.gens.transform import EventWindow
+from zipline.gens.transform import EventWindow, TransformMeta
 
 class VWAP(object):
     """
     Class that maintains a dictionary from sids to VWAPEventWindows.
     """
+    __metaclass__ = TransformMeta
+
     def __init__(self, market_aware, delta=None, days=None):
 
         self.market_aware = market_aware