From 79a8a08812c6b87af67f7b848b2a224cc79f48f8 Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 6 Dec 2012 17:21:36 -0500 Subject: [PATCH] STY: Renamed fillna to clean_nans. --- zipline/test_algorithms.py | 12 ++++++------ zipline/transforms/utils.py | 6 +++--- 2 files changed, 9 insertions(+), 9 deletions(-) diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py index 99f92a02..ee3e41a2 100644 --- a/zipline/test_algorithms.py +++ b/zipline/test_algorithms.py @@ -272,37 +272,37 @@ class BatchTransformAlgorithm(TradingAlgorithm): self.return_price_class = ReturnPriceBatchTransform( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=False + clean_nans=False ) self.return_price_decorator = return_price_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=False + clean_nans=False ) self.return_args_batch = return_args_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=False + clean_nans=False ) self.return_price_market_aware = ReturnPriceBatchTransform( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=False + clean_nans=False ) self.return_arbitrary_fields = return_data( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=False + clean_nans=False ) self.return_nan = return_price_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, - fillna=True + clean_nans=True ) self.iter = 0 diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py index c65644ca..1c9748aa 100644 --- a/zipline/transforms/utils.py +++ b/zipline/transforms/utils.py @@ -318,7 +318,7 @@ class BatchTransform(EventWindow): func=None, refresh_period=None, window_length=None, - fillna=True): + clean_nans=True): super(BatchTransform, self).__init__(True, window_length=window_length) @@ -328,7 +328,7 @@ class BatchTransform(EventWindow): else: self.compute_transform_value = self.get_value - self.fillna = fillna + self.clean_nans = clean_nans self.refresh_period = refresh_period self.window_length = window_length @@ -428,7 +428,7 @@ class BatchTransform(EventWindow): for field_name in self.field_names: data[field_name][sid].ix[dt] = fields[field_name] - if self.fillna: + if self.clean_nans: # Fills in gaps of missing data during transform # of multiple stocks. E.g. we may be missing # minute data because of illiquidity of one stock