diff --git a/zipline/transforms/stddev.py b/zipline/transforms/stddev.py index fea33bf4..992ed481 100644 --- a/zipline/transforms/stddev.py +++ b/zipline/transforms/stddev.py @@ -24,7 +24,7 @@ from zipline.transforms.utils import EventWindow, TransformMeta class MovingStandardDev(object): """ Class that maintains a dictionary from sids to - MovingStandardDevWindows. For each sid, we maintain standard + MovingStandardDevWindows. For each sid, we maintain standard deviations over any number of distinct fields. (For example, we can maintain a sid's moving standard deviation of returns as well as its moving standard deviation of prices. @@ -35,6 +35,7 @@ class MovingStandardDev(object): market_aware=True, window_length=None, delta=None): self.market_aware = market_aware + self.fields = fields self.delta = delta self.window_length = window_length