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Python utils.EventWindow類代碼示例

本文整理匯總了Python中zipline.transforms.utils.EventWindow的典型用法代碼示例。如果您正苦於以下問題:Python EventWindow類的具體用法?Python EventWindow怎麽用?Python EventWindow使用的例子?那麽, 這裏精選的類代碼示例或許可以為您提供幫助。


在下文中一共展示了EventWindow類的9個代碼示例,這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於係統推薦出更棒的Python代碼示例。

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
開發者ID:99plus2,項目名稱:zipline,代碼行數:7,代碼來源: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
開發者ID:andycwang,項目名稱:zipline,代碼行數:7,代碼來源: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)
開發者ID:Elektra58,項目名稱:zipline,代碼行數:8,代碼來源: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)
開發者ID:aeppert,項目名稱:zipline,代碼行數:10,代碼來源: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)
開發者ID:sergshabal,項目名稱:zipline,代碼行數:10,代碼來源:stddev.py

示例6: __init__

    def __init__(self, market_aware, days, delta):
        EventWindow.__init__(self, market_aware, days, delta)

        self.added = []
        self.removed = []
開發者ID:AmbroiseKritz,項目名稱:zipline,代碼行數:5,代碼來源: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
開發者ID:Elektra58,項目名稱:zipline,代碼行數:4,代碼來源: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
開發者ID:ChrisBg,項目名稱:zipline,代碼行數:5,代碼來源: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
開發者ID:snth,項目名稱:zipline,代碼行數:4,代碼來源:vwap.py


注:本文中的zipline.transforms.utils.EventWindow類示例由純淨天空整理自Github/MSDocs等開源代碼及文檔管理平台,相關代碼片段篩選自各路編程大神貢獻的開源項目,源碼版權歸原作者所有,傳播和使用請參考對應項目的License;未經允許,請勿轉載。