From 9f715258e60eb9e47ca783ea1d390ddd72ec10db Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 20 Nov 2012 16:31:18 -0500 Subject: [PATCH] Updates pairtrade example to use window_length. Batch transforms now use window_length instead of days. --- zipline/examples/pairtrade.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/examples/pairtrade.py b/zipline/examples/pairtrade.py index cb37a605..22526a13 100755 --- a/zipline/examples/pairtrade.py +++ b/zipline/examples/pairtrade.py @@ -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): ######################################################