示例#1
0
文件: stddev.py 项目: 99plus2/zipline
    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
示例#2
0
文件: stddev.py 项目: pgari/zipline
    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
示例#3
0
    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
示例#4
0
    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
示例#5
0
    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)
示例#6
0
文件: mavg.py 项目: aeppert/zipline
    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)
示例#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)
示例#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)
示例#9
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    def __init__(self, market_aware, days, delta):
        EventWindow.__init__(self, market_aware, days, delta)

        self.added = []
        self.removed = []
示例#10
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文件: vwap.py 项目: pprett/zipline
 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
示例#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
示例#12
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文件: vwap.py 项目: 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