test_transforms.py 文件源码

def test_stddev(context, data):
        """
        Tests the stddev transform by manually keeping track of the prices
        in a naiive way and asserting that our stddev is the same.
        This accounts for the corrected ddof.
        """
        mins = sum(context.mins_for_days[-context.days:])

        for sid in data:
            assert_allclose(
                data[sid].stddev(context.days),
                np.std(context.price_bars[sid][-mins:], ddof=1),
            )