Commit Graph
9 Commits
Author SHA1 Message Date
Eddie Hebert 4860a966b3 REL: Update copyright year on all files changed since the new year. 2014-03-07 22:31:41 -05:00
Eddie Hebert 5dab18613b BUG: Prevent crash in vwap transform due to non-existent member.
The WrongDataForTransform was referencing a `self.fields` member,
which did not exist.

Add a self.fields member set to `price` and `volume` and use
it to iterate over during the check.
2014-02-20 17:33:30 -05:00
Eddie Hebert 8481e2df49 MAINT: Use Python 3 compatible metaclass.
Use six's with_metaclass to have objects that use metaclasses, in
both Python 2 and 3.

Otherwise, in Python 3 the objects were being treated as if they
did not have a metaclass, when the Python 2 syntax is used, leading
to errors because of missing attributes, etc.
2014-01-07 11:58:01 -05:00
Eddie Hebert 58af62f18d REL: Update copyright on all files touched since end of 2012.
s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
fawceandEddie Hebert 890762bde7 MAINT: added typed errors module
- added exceptions in place of asserts for expected fields for rolling
transforms.
- removed assertions with Messages in favor of typed exceptions.
2013-03-19 11:39:23 -04:00
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