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Thomas Wiecki
aa7d5de073
When setting timeperiod in the talib function it subtracts by 1. We then used this subtracted value to set the window_length in the batch_transform which was then not passing a big enough panel. Ultimately this caused the talib transforms to always return nans. This also makes the unittest more stringent by explicitly comparing the output of the wrapped TALib moving average to pandas rolling_mean(). Finally, this also allows passing of window_length instead of timeperiod to allow usage of the same interface as before.