From 784fc72569778ae219e0bae99757f4e89477e94e Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Wed, 12 Sep 2012 22:06:19 -0400
Subject: [PATCH] WIP: Changed Batch event window to inheritance for now. Added
 example covariance.

---
 zipline/gens/cov.py       | 5 +++++
 zipline/gens/transform.py | 2 +-
 2 files changed, 6 insertions(+), 1 deletion(-)
 create mode 100644 zipline/gens/cov.py

diff --git a/zipline/gens/cov.py b/zipline/gens/cov.py
new file mode 100644
index 00000000..eefb1c96
--- /dev/null
+++ b/zipline/gens/cov.py
@@ -0,0 +1,5 @@
+from zipline.gens.transform import EventWindowBatch
+
+class CovEventWindow(EventWindowBatch):
+    def get_value(self, prices, volumes):
+        return prices.cov()
\ No newline at end of file
diff --git a/zipline/gens/transform.py b/zipline/gens/transform.py
index bc8b716a..87371ebb 100644
--- a/zipline/gens/transform.py
+++ b/zipline/gens/transform.py
@@ -339,6 +339,6 @@ class BatchWindow(EventWindow):
 
     def __call__(self, *args, **kwargs):
         if self.updated:
-            self.cached = self.func(self.prices, self.volumes, *args, **kwargs)
+            self.cached = self.get_value(self.prices, self.volumes, *args, **kwargs)
 
         return self.cached