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4 Commits
Author SHA1 Message Date
Eddie Hebert 8c04621f57 Changes stddev and vwap transforms to accept parameters as kwargs. 
So that algorithms that specifiy market_aware, days and delta
as args can be transitioned to just specifying a window_length kwarg.

Moving towards removing market_aware and delta completely.
 2013-02-02 13:22:37 -05:00
Eddie Hebert ab6b754922 Changes EventWindow parameter of days to window length. 
The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
 2012-11-20 11:52:27 -05:00
Thomas Wiecki 7a34e37b1e Transforms now default market_aware=True. 2012-10-23 09:14:05 -04:00
Thomas WieckiandEddie Hebert 15ac658024 Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP. 2012-10-19 18:10:51 -04:00