wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-12 12:12:04 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order

Browse Source 
Conflicts:
	tests/test_transforms.py
This commit is contained in:
fawce
2012-08-07 15:42:33 -04:00
parent aeb50da170 1f0e760856
commit a8276e15c7
6 changed files with 158 additions and 49 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_components.py
+9 -3
View File
@@ -267,8 +267,9 @@ class ComponentTestCase(TestCase):
passthrough = StatefulTransform(Passthrough)
mavg_price = StatefulTransform(
MovingAverage,
timedelta(minutes = 20),
['price']
['price'],
market_aware = False,
delta=timedelta(minutes = 20)
)
merged_gen = merged_transforms(sorted, passthrough, mavg_price)
@@ -317,7 +318,12 @@ class ComponentTestCase(TestCase):
sorted = date_sorted_sources(self.source_a, self.source_b)
passthrough = StatefulTransform(Passthrough)
mavg_price = StatefulTransform(MovingAverage, timedelta(minutes = 20), ['price'])
mavg_price = StatefulTransform(
MovingAverage,
['price'],
market_aware=False,
delta=timedelta(minutes = 20),
)
merged = merged_transforms(sorted, passthrough, mavg_price)