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.
This commit is contained in:
Eddie Hebert
2013-07-03 13:46:32 -04:00
parent a968b5827c
commit ab0d07d8d0
2 changed files with 6 additions and 6 deletions
+2 -2
View File
@@ -344,8 +344,8 @@ class TestTALIB(TestCase):
# factory.create_test_panel_ohlc_source(self.sim_params)
def test_multiple_talib_with_args(self):
zipline_transforms = [ta.MA(window_length=10),
ta.MA(window_length=25)]
zipline_transforms = [ta.MA(timeperiod=10),
ta.MA(timeperiod=25)]
talib_fn = talib.abstract.MA
algo = TALIBAlgorithm(talib=zipline_transforms)
algo.run(self.source)
+4 -4
View File
@@ -94,10 +94,10 @@ def make_transform(talib_fn, name):
'volume': volume,
'close': close}
# Rename window_length to timeperiod to conform with
# external batch_transform interface.
if 'window_length' in kwargs:
kwargs['timeperiod'] = kwargs['window_length']
# Rename timeperiod to window_length to conform with
# TALib interface.
if 'timeperiod' in kwargs:
kwargs['window_length'] = kwargs['timeperiod']
self.call_kwargs = kwargs