MAINT: Use fancy default for window_length.

This commit is contained in:
Scott Sanderson
2016-11-09 18:35:30 -05:00
committed by Ana Ruelas
parent 735aaf1b27
commit 72203280d2
+15 -5
View File
@@ -718,13 +718,23 @@ class MovingAverageConvergenceDivergence(CustomFactor):
hist: Difference between MACD and signal. (Divergence series)
"""
inputs = [USEquityPricing.close]
params = {'fast_period': 12,
'slow_period': 26,
'signal_period': 9}
params = ('fast_period', 'slow_period', 'signal_period')
outputs = ('MACD', 'signal', 'hist')
def __new__(cls,
fast_period=12,
slow_period=26,
signal_period=9,
*args,
**kwargs):
return super(MovingAverageConvergenceDivergence, cls).__new__(
fast_period=fast_period,
slow_period=slow_period,
signal_period=signal_period,
window_length=slow_period + signal_period,
*args, **kwargs
)
def calculate_macd(self, col, fast, slow, signal):
try:
macd, sig, hist = MACD(col,