test_transforms.py 文件源码

def initialize_with(test_case, tfm_name, days):
    def initalize(context):
        context.test_case = test_case
        context.days = days
        context.mins_for_days = []
        context.price_bars = (None, [np.nan], [np.nan], [np.nan])
        context.vol_bars = (None, [np.nan], [np.nan], [np.nan])
        if context.days:
            context.warmup = days + 1
        else:
            context.warmup = 2

        context.current_date = None

        context.last_close_prices = [np.nan, np.nan, np.nan, np.nan]
        add_transform(tfm_name, days)

    return initalize