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Stephen Diehl
26 lines
800 B
Python
26 lines
800 B
Python
"""
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Transforms
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==========
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Transforms provide re-useable components for stream processing. All
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Transforms expect to receive data events from zipline.core.DataFeed
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asynchronously via zeromq. Each transform is designed to run in independent
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process space, independently of all other transforms, to allow for parallel
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computation.
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Each transform must maintain the state necessary to calculate the transform of
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each new feed events.
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To simplify the consumption of feed and transform data events, this module
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also provides the TransformsMerge class. TransformsMerge initializes as set of
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transforms and subscribes to their output. Each feed event is then combined with
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all the transforms of that event into a single new message.
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"""
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from base import BaseTransform
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__all__ = [
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BaseTransform,
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]
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