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fix comment in EventWindow

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scottsanderson
2012-08-15 13:31:15 -04:00
parent 404e69a4b3
commit 9537067138
1 changed files with 3 additions and 2 deletions
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zipline/gens/transform.py
+3 -2
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@@ -159,8 +159,9 @@ class EventWindow:
from the window. Subclass these methods along with init(*args,
**kwargs) to calculate metrics over the window.
The market_aware flag is used to toggle whether the eventwindow
calculates
If the market_aware flag is True, the EventWindow drops old events
based on the number of elapsed trading days between newest and oldest.
Otherwise old events are dropped based on a raw timedelta.
See zipline/gens/mavg.py and zipline/gens/vwap.py for example
implementations of moving average and volume-weighted average