Ejemplo n.º 1
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    def __init__(self, market_aware=True, window_length=None, delta=None):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, window_length, delta)

        self.sum = 0.0
        self.sum_sqr = 0.0
Ejemplo n.º 2
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    def __init__(self, market_aware=True, window_length=None, delta=None):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, window_length, delta)

        self.sum = 0.0
        self.sum_sqr = 0.0
Ejemplo n.º 3
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    def __init__(self, market_aware, days, delta):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, days, delta)

        self.sum = 0.0
        self.sum_sqr = 0.0
Ejemplo n.º 4
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    def __init__(self, market_aware, days, delta):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, days, delta)

        self.sum = 0.0
        self.sum_sqr = 0.0
Ejemplo n.º 5
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    def __init__(self, fields, market_aware, window_length, delta):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, window_length, delta)

        self.fields = fields
        self.sum = defaultdict(float)
        self.sum_sqr = defaultdict(float)
Ejemplo n.º 6
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    def __init__(self, fields, market_aware, days, delta):

        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, days, delta)

        # We maintain a dictionary of totals for each of our tracked
        # fields.
        self.fields = fields
        self.totals = defaultdict(float)
Ejemplo n.º 7
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    def __init__(self, fields, market_aware, days, delta):

        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, days, delta)

        # We maintain a dictionary of totals for each of our tracked
        # fields.
        self.fields = fields
        self.totals = defaultdict(float)
Ejemplo n.º 8
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    def __init__(self, market_aware, window_length, delta, fields='price'):
        # Call the superclass constructor to set up base EventWindow
        # infrastructure.
        EventWindow.__init__(self, market_aware, window_length, delta)
        if isinstance(fields, basestring):
            fields = [fields]
        self.fields = fields

        self.sum = defaultdict(float)
        self.sum_sqr = defaultdict(float)
Ejemplo n.º 9
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    def __init__(self, market_aware, days, delta):
        EventWindow.__init__(self, market_aware, days, delta)

        self.added = []
        self.removed = []
Ejemplo n.º 10
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 def __init__(self, market_aware, window_length=None, delta=None):
     EventWindow.__init__(self, market_aware, window_length, delta)
     self.flux = 0.0
     self.totalvolume = 0.0
Ejemplo n.º 11
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 def __init__(self, market_aware=True, window_length=None, delta=None):
     EventWindow.__init__(self, market_aware, window_length, delta)
     self.fields = ('price', 'volume')
     self.flux = 0.0
     self.totalvolume = 0.0
Ejemplo n.º 12
0
Archivo: vwap.py Proyecto: snth/zipline
 def __init__(self, market_aware, days=None, delta=None):
     EventWindow.__init__(self, market_aware, days, delta)
     self.flux = 0.0
     self.totalvolume = 0.0