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ENH: batch_transform now supports sid-filtering. DOC: Added docs to batch_transform.

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This commit is contained in:
Thomas Wiecki
2013-01-16 10:30:37 -05:00
parent ee02ff6445
commit b68c51afb4
3 changed files with 52 additions and 4 deletions
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tests/test_transforms.py
+4
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@@ -342,6 +342,10 @@ class TestBatchTransform(TestCase):
'arbitrary dataframe should contain only "test"'
)
for data in algo.history_return_sid_filter[wl:]:
self.assertIn(0, data.columns)
self.assertNotIn(1, data.columns)
# test overloaded class
for test_history in [algo.history_return_price_class,
algo.history_return_price_decorator]: