def initialize(context):
context.vwaps = []
for length, key in iteritems(vwap_keys):
context.vwaps.append(VWAP(window_length=length))
add_factor(context.vwaps[-1], name=key)
def initialize(context):
context.vwaps = []
for length, key in iteritems(vwap_keys):
context.vwaps.append(VWAP(window_length=length))
add_factor(context.vwaps[-1], name=key)
def initialize(context):
add_factor(USEquityPricing.close.latest, 'close')
