def run_batchtransform(window_length=10):
sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1995, 1, 8, tzinfo=pytz.utc))
source, df = factory.create_test_df_source(sim_params)
return_price_class = ReturnPriceBatchTransform(refresh_period=1,
window_length=window_length,
clean_nans=False)
for raw_event in source:
raw_event['datetime'] = raw_event.dt
event = {0: raw_event}
return_price_class.handle_data(event)
