Removes unused import and cleans whitespace in mavg.

This commit is contained in:
Eddie Hebert
2012-09-05 08:28:01 -04:00
parent d265a64696
commit b19a4f79df
+12 -10
View File
@@ -1,10 +1,10 @@
from numbers import Number
from datetime import datetime, timedelta
from collections import defaultdict
from zipline import ndict
from zipline.gens.transform import EventWindow, TransformMeta
class MovingAverage(object):
"""
Class that maintains a dictionary from sids to
@@ -14,7 +14,7 @@ class MovingAverage(object):
"""
__metaclass__ = TransformMeta
def __init__(self, fields, market_aware, days = None, delta = None):
def __init__(self, fields, market_aware, days=None, delta=None):
self.fields = fields
self.market_aware = market_aware
@@ -31,7 +31,7 @@ class MovingAverage(object):
else:
assert self.delta and not self.days, \
"Non-market-aware mode requires a timedelta."
# No way to pass arguments to the defaultdict factory, so we
# need to define a method to generate the correct EventWindows.
self.sid_windows = defaultdict(self.create_window)
@@ -41,12 +41,12 @@ class MovingAverage(object):
Factory method for self.sid_windows.
"""
return MovingAverageEventWindow(
self.fields,
self.market_aware,
self.days,
self.fields,
self.market_aware,
self.days,
self.delta
)
def update(self, event):
"""
Update the event window for this event's sid. Return an ndict
@@ -58,6 +58,7 @@ class MovingAverage(object):
window.update(event)
return window.get_averages()
class MovingAverageEventWindow(EventWindow):
"""
Iteratively calculates moving averages for a particular sid over a
@@ -103,7 +104,7 @@ class MovingAverageEventWindow(EventWindow):
# Averages are None by convention if we have no ticks.
if len(self.ticks) == 0:
return 0.0
# Calculate and return the average. len(self.ticks) is O(1).
else:
return self.totals[field] / len(self.ticks)
@@ -112,7 +113,7 @@ class MovingAverageEventWindow(EventWindow):
"""
Return an ndict of all our tracked averages.
"""
out = ndict()
out = ndict()
for field in self.fields:
out[field] = self.average(field)
return out
@@ -125,4 +126,5 @@ class MovingAverageEventWindow(EventWindow):
assert event.has_key(field), \
"Event missing [%s] in MovingAverageEventWindow" % field
assert isinstance(event[field], Number), \
"Got %s for %s in MovingAverageEventWindow" % (event[field], field)
"Got %s for %s in MovingAverageEventWindow" % (event[field],
field)