Example #1
0
    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
Example #2
0
    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
Example #3
0
    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)
Example #4
0
    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)
Example #5
0
 def __init__(self, market_aware=True, window_length=None, delta=None):
     EventWindow.__init__(self, market_aware, window_length, delta)
     self.flux = 0.0
     self.totalvolume = 0.0