mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-05 10:49:29 +08:00
REF: fields now defaults to price for mavg and stddev transform. Also allows string specification.
This commit is contained in:
@@ -29,10 +29,12 @@ class MovingAverage(object):
|
||||
"""
|
||||
__metaclass__ = TransformMeta
|
||||
|
||||
def __init__(self, fields,
|
||||
def __init__(self, fields='price',
|
||||
market_aware=True, window_length=None, delta=None):
|
||||
|
||||
if isinstance(fields, basestring):
|
||||
fields = [fields]
|
||||
self.fields = fields
|
||||
|
||||
self.market_aware = market_aware
|
||||
|
||||
self.delta = delta
|
||||
|
||||
@@ -31,11 +31,13 @@ class MovingStandardDev(object):
|
||||
"""
|
||||
__metaclass__ = TransformMeta
|
||||
|
||||
def __init__(self, fields,
|
||||
def __init__(self, fields='price',
|
||||
market_aware=True, window_length=None, delta=None):
|
||||
if isinstance(fields, basestring):
|
||||
fields = [fields]
|
||||
self.fields = fields
|
||||
|
||||
self.market_aware = market_aware
|
||||
self.fields = fields
|
||||
|
||||
self.delta = delta
|
||||
self.window_length = window_length
|
||||
|
||||
Reference in New Issue
Block a user