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https://github.com/wassname/catalyst.git
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switch current transforms over to the new metaclass
This commit is contained in:
committed by
Eddie Hebert
parent
c0694827d6
commit
71839522cf
@@ -153,8 +153,7 @@ class FinanceTransformsTestCase(TestCase):
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def test_vwap(self):
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vwap = StatefulTransform(
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VWAP,
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vwap = VWAP(
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market_aware = False,
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delta = timedelta(days = 2)
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)
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@@ -177,7 +176,7 @@ class FinanceTransformsTestCase(TestCase):
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def test_returns(self):
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# Daily returns.
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returns = StatefulTransform(Returns, 1)
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returns = Returns(1)
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transformed = list(returns.transform(self.source))
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tnfm_vals = [message.tnfm_value for message in transformed]
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@@ -218,8 +217,7 @@ class FinanceTransformsTestCase(TestCase):
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def test_moving_average(self):
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mavg = StatefulTransform(
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MovingAverage,
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mavg = MovingAverage(
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market_aware = False,
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fields = ['price', 'volume'],
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delta = timedelta(days = 2),
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@@ -260,8 +258,7 @@ class FinanceTransformsTestCase(TestCase):
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self.trading_environment
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)
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stddev = StatefulTransform(
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MovingStandardDev,
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stddev = MovingStandardDev(
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market_aware = False,
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delta = timedelta(minutes = 150),
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)
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