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icexelloss/flintcase4.py

Created October 18, 2018 19:17
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FlintCase4
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flintcase4.py
from ts.flint import summarizers
sp500_decayed_return = sp500_joined_return.summarizeWindows(
window = windows.past_absolute_time('7day'),
summarizer = summarizers.ewma('previous_day_return', alpha=0.5)
)
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