TA Lib batch_transform

batch_transform.py

@batch_transform
def bbands_transform(data, sid1):
    print "bbands_transform()"
    print data
    inputs = {}
    inputs['high'] = numpy.asarray([v for v in data.high[sid1]])
    inputs['open'] = numpy.asarray([v for v in data.open[sid1]])
    inputs['low'] = numpy.asarray([v for v in data.low[sid1]])
    inputs['close'] = numpy.asarray([v for v in data.close[sid1]])
    inputs['volume'] = numpy.asarray([v for v in data.volume[sid1]])

    func = Function('bbands', inputs)
    func.set_function_args(time_period=20, ma_type=talib.MA_Type.EMA, price="close")
    return func.outputs