STY: Removed drop_condition arguments.

This commit is contained in:
Thomas Wiecki
2012-12-06 15:24:01 -05:00
parent dfefaafd03
commit c7383f6275
+5 -9
View File
@@ -241,12 +241,7 @@ class EventWindow(object):
# Clear out any expired events. drop_condition changes depending
# on whether or not we are running in market_aware mode.
#
# oldest newest
# | |
# V V
while self.drop_condition(self.ticks[0].dt, self.ticks[-1].dt):
while self.drop_condition():
# popleft removes and returns the oldest tick in self.ticks
popped = self.ticks.popleft()
@@ -254,7 +249,7 @@ class EventWindow(object):
# behavior for removing ticks.
self.handle_remove(popped)
def out_of_market_window(self, oldest, newest):
def out_of_market_window(self):
# Find number of unique days in window
# Note that this assumes that each day we received an
# event is a trading day.
@@ -262,8 +257,9 @@ class EventWindow(object):
return len(unique_dts) > self.window_length
def out_of_delta(self, oldest, newest):
return (newest - oldest) >= self.delta
def out_of_delta(self):
# newest - oldest
return (self.ticks[-1].dt - self.ticks[0].dt) >= self.delta
# All event windows expect to receive events with datetime fields
# that arrive in sorted order.