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STY: Removed drop_condition arguments.
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@@ -241,12 +241,7 @@ class EventWindow(object):
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# Clear out any expired events. drop_condition changes depending
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# on whether or not we are running in market_aware mode.
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#
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# oldest newest
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# | |
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# V V
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while self.drop_condition(self.ticks[0].dt, self.ticks[-1].dt):
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while self.drop_condition():
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# popleft removes and returns the oldest tick in self.ticks
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popped = self.ticks.popleft()
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@@ -254,7 +249,7 @@ class EventWindow(object):
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# behavior for removing ticks.
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self.handle_remove(popped)
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def out_of_market_window(self, oldest, newest):
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def out_of_market_window(self):
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# Find number of unique days in window
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# Note that this assumes that each day we received an
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# event is a trading day.
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@@ -262,8 +257,9 @@ class EventWindow(object):
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return len(unique_dts) > self.window_length
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def out_of_delta(self, oldest, newest):
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return (newest - oldest) >= self.delta
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def out_of_delta(self):
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# newest - oldest
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return (self.ticks[-1].dt - self.ticks[0].dt) >= self.delta
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# All event windows expect to receive events with datetime fields
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# that arrive in sorted order.
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