本文整理汇总了Python中zipline.transforms.utils.EventWindow类的典型用法代码示例。如果您正苦于以下问题:Python EventWindow类的具体用法?Python EventWindow怎么用?Python EventWindow使用的例子?那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了EventWindow类的9个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的Python代码示例。
示例1: __init__
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
开发者ID:99plus2,项目名称:zipline,代码行数:7,代码来源:stddev.py
示例2: __init__
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
开发者ID:andycwang,项目名称:zipline,代码行数:7,代码来源:stddev.py
示例3: __init__
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)
开发者ID:Elektra58,项目名称:zipline,代码行数:8,代码来源:stddev.py
示例4: __init__
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)
开发者ID:aeppert,项目名称:zipline,代码行数:10,代码来源:mavg.py
示例5: __init__
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)
开发者ID:sergshabal,项目名称:zipline,代码行数:10,代码来源:stddev.py
示例6: __init__
def __init__(self, market_aware, days, delta):
EventWindow.__init__(self, market_aware, days, delta)
self.added = []
self.removed = []
开发者ID:AmbroiseKritz,项目名称:zipline,代码行数:5,代码来源:test_transforms.py
示例7: __init__
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
开发者ID:Elektra58,项目名称:zipline,代码行数:4,代码来源:vwap.py
示例8: __init__
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
开发者ID:ChrisBg,项目名称:zipline,代码行数:5,代码来源:vwap.py
示例9: __init__
def __init__(self, market_aware, days=None, delta=None):
EventWindow.__init__(self, market_aware, days, delta)
self.flux = 0.0
self.totalvolume = 0.0
开发者ID:snth,项目名称:zipline,代码行数:4,代码来源:vwap.py
注:本文中的zipline.transforms.utils.EventWindow类示例由纯净天空整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。 |
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