本文整理汇总了Python中zipline.transforms.utils.EventWindow.__init__方法的典型用法代码示例。如果您正苦于以下问题:Python EventWindow.__init__方法的具体用法?Python EventWindow.__init__怎么用?Python EventWindow.__init__使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.transforms.utils.EventWindow
的用法示例。
在下文中一共展示了EventWindow.__init__方法的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,您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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3: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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4: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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5: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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6: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
def __init__(self, market_aware, days, delta):
EventWindow.__init__(self, market_aware, days, delta)
self.added = []
self.removed = []
示例7: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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8: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
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9: __init__
# 需要导入模块: from zipline.transforms.utils import EventWindow [as 别名]
# 或者: from zipline.transforms.utils.EventWindow import __init__ [as 别名]
def __init__(self, market_aware, days=None, delta=None):
EventWindow.__init__(self, market_aware, days, delta)
self.flux = 0.0
self.totalvolume = 0.0