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FSM for Feed
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@@ -7,20 +7,20 @@ from zipline.finance.movingaverage import EventWindow
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class VWAPTransform(BaseTransform):
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def init(self, name, daycount=3):
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self.state = {}
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self.state['name'] = name
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self.props = {}
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self.props['name'] = name
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self.daycount = daycount
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self.by_sid = defaultdict(self.create_vwap)
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@property
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def get_id(self):
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return self.state['name']
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return self.props['name']
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def transform(self, event):
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cur = self.by_sid[event.sid]
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cur.update(event)
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self.state['value'] = cur.vwap
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return self.state
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self.props['value'] = cur.vwap
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return self.props
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def create_vwap(self):
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return DailyVWAP(self.daycount)
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