本文整理匯總了Python中zipline.transforms.utils.EventWindow類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
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
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)
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)
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)
示例6: __init__
def __init__(self, market_aware, days, delta):
EventWindow.__init__(self, market_aware, days, delta)
self.added = []
self.removed = []
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
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
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