Thomas Wiecki 126e9fdf26 Fixed batch_transform window length not being market aware. ...

Added accompanying unittest.

Minor refactoring of unittests and factory.

2012-11-06 21:13:27 -05:00

..

__init__.py

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

mavg.py

Transforms now default market_aware=True.

2012-10-23 09:14:05 -04:00

returns.py

Removes extra getter method for getting returns member.

2012-10-23 13:29:42 -04:00

stddev.py

Transforms now default market_aware=True.

2012-10-23 09:14:05 -04:00

utils.py

Fixed batch_transform window length not being market aware.

2012-11-06 21:13:27 -05:00

vwap.py

Transforms now default market_aware=True.

2012-10-23 09:14:05 -04:00