switch current transforms over to the new metaclass

This commit is contained in:
scottsanderson
2012-09-04 17:16:36 -04:00
committed by Eddie Hebert
parent c0694827d6
commit 71839522cf
5 changed files with 14 additions and 10 deletions
+4 -7
View File
@@ -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),
)