Eddie Hebert 48c874f22a Deprecates market_aware and delta kwargs to EventWindow. ...

The eventual goal is to remove the market_aware and delta kwargs,
but removing the kwarg completely would break the init
method of EventWindow based classes for existing algorithms.

In the meantime, this ensures that only market_aware is only ever
set to True and raises an error if it is False.

Also raises exceptions if values are set for delta, which was only
used if market_aware was False

Also, since the logic for checking window length is changed,
because in market aware mode we should always be checking the
window length, this adds some sanity checking to the window length.

2013-02-01 21:05:49 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

2012-11-19 12:49:09 -05:00

mavg.py

Creates a new averages container for each call to get_averages.

2013-01-22 20:40:37 -05:00

returns.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

stddev.py

Update zipline/transforms/stddev.py

2013-02-01 17:47:31 +01:00

utils.py

Deprecates market_aware and delta kwargs to EventWindow.

2013-02-01 21:05:49 -05:00

vwap.py

Changes EventWindow parameter of days to window length.

2012-11-20 11:52:27 -05:00