Updates pairtrade example to use window_length.

Batch transforms now use window_length instead of days.
2026-07-02 01:01:14 +08:00 · 2012-11-20 16:31:18 -05:00
parent 36fe43efce
commit 9f715258e6
1 changed files with 1 additions and 1 deletions
@@ -57,7 +57,7 @@ class Pairtrade(TradingAlgorithm):
        self.invested = 0
        self.window_length = window_length
        self.ols_transform = ols_transform(refresh_period=self.window_length,
-                                           days=self.window_length)
+                                           window_length=self.window_length)

    def handle_data(self, data):
        ######################################################