def assert_required_fields(self, event):
"""
We only allow events with a price field to be run through
the returns transform.
"""
if 'price' not in event:
raise WrongDataForTransform(transform="StdDevEventWindow",
fields='price')
def assert_required_fields(self, event):
"""
We only allow events with all of our tracked fields.
"""
for field in self.fields:
if field not in event:
raise WrongDataForTransform(
transform="MovingAverageEventWindow", fields=self.fields)
def check_required_fields(self, event):
"""
We only allow events with a price field to be run through
the returns transform.
"""
if not hasattr(event, 'price'):
raise WrongDataForTransform(transform="ReturnsEventWindow",
fields=['price'])
def check_required_fields(self, event):
"""
We only allow events with all of our tracked fields.
"""
# All events require a 'dt' field.
if not hasattr(event, 'dt'):
raise WrongDataForTransform(
transform=self.__class__.__name__,
fields=['dt'],
)
# Subclasses must implement the 'fields' property to specify other
# required fields.
for field in self.fields:
if field not in event:
raise WrongDataForTransform(
transform=self.__class__.__name__,
fields=self.fields,
)
def assert_required_fields(self, event):
if 'price' not in event or 'volume' not in event:
raise WrongDataForTransform(transform="VWAPEventWindow",
fields=self.fields)
def assert_required_fields(self, event):
for field in self.fields:
if field not in event:
raise WrongDataForTransform(
transform="VWAPEventWindow",
fields=self.fields)