quantopian/zipline — pull request #100 by jlowin (2013-03-05 02:00:26+00:00)
Title: ta-lib transforms

This is a proposal template for ta-lib transforms, based on a conversation with Thomas earlier today. I haven't added all the functions yet, waiting for comments.

This design might look a little strange at first since it doesn't use the usual `@batch_transform` decorator. The reason is that `BatchTransform`s need a `window_length` specified, but so do (almost all) ta-lib functions. To have users do that twice is a source of potential confusion and also error. The wrapper I propose here uses the ta-lib arguments to figure out what the `window_length` should be, if possible, and set it.

Please let me know if you have any thoughts.