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MAINT: Use fancy default for window_length.
This commit is contained in:
committed by
Ana Ruelas
parent
735aaf1b27
commit
72203280d2
@@ -718,13 +718,23 @@ class MovingAverageConvergenceDivergence(CustomFactor):
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hist: Difference between MACD and signal. (Divergence series)
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"""
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inputs = [USEquityPricing.close]
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params = {'fast_period': 12,
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'slow_period': 26,
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'signal_period': 9}
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params = ('fast_period', 'slow_period', 'signal_period')
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outputs = ('MACD', 'signal', 'hist')
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def __new__(cls,
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fast_period=12,
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slow_period=26,
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signal_period=9,
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*args,
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**kwargs):
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return super(MovingAverageConvergenceDivergence, cls).__new__(
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fast_period=fast_period,
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slow_period=slow_period,
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signal_period=signal_period,
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window_length=slow_period + signal_period,
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*args, **kwargs
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)
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def calculate_macd(self, col, fast, slow, signal):
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try:
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macd, sig, hist = MACD(col,
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