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API: Conform timeperiad to TALib interface instead of BatchTransform's.
For the creation of a TALib transform use timeperiod intsead of window_length, to be more in the style of TALib usage, since all TALib functions may not ending up using BatchTransform, so start the practice of adhering to TALib conventions to make porting and explanation easier.
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@@ -344,8 +344,8 @@ class TestTALIB(TestCase):
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# factory.create_test_panel_ohlc_source(self.sim_params)
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def test_multiple_talib_with_args(self):
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zipline_transforms = [ta.MA(window_length=10),
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ta.MA(window_length=25)]
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zipline_transforms = [ta.MA(timeperiod=10),
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ta.MA(timeperiod=25)]
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talib_fn = talib.abstract.MA
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algo = TALIBAlgorithm(talib=zipline_transforms)
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algo.run(self.source)
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@@ -94,10 +94,10 @@ def make_transform(talib_fn, name):
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'volume': volume,
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'close': close}
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# Rename window_length to timeperiod to conform with
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# external batch_transform interface.
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if 'window_length' in kwargs:
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kwargs['timeperiod'] = kwargs['window_length']
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# Rename timeperiod to window_length to conform with
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# TALib interface.
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if 'timeperiod' in kwargs:
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kwargs['window_length'] = kwargs['timeperiod']
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self.call_kwargs = kwargs
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