Mariner Backtesting - TA-LIB Moving average with variable period

 real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)

from cloudquant.interfaces import Strategy
from collections import OrderedDict
import ktgfunc
import numpy
import talib

class WE_MAVP(Strategy):

    def on_start(self, md, order, service, account):
        # symbol and timestamp
        print(self.symbol + ":  " + service.time_to_string(service.system_time))
        daily_bars = md.bar.daily(start=-200)
        close = daily_bars.close

        # for the first 100 days, have a period of 5 days
        # afterwards, increase the period to 30 days 
        periodList = []

        num = 0
        while num < len(close):
            if num <= 100:
                periodList.append(5)
            elif num > 100:
                periodList.append(30)
            num += 1


        periods = numpy.asarray(periodList, dtype=float)

        real = talib.MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)

        # get the date values
        dates = service._context.market._storage.market_hours.keys()
        dateList = []
        for date in dates:
           dateList.append(str(date.strftime('%Y-%m-%d')))
        dates = sorted(dateList, reverse=True)[1:201]
        dates.sort()

        dict = OrderedDict()
        dict['date'] = dates
        dict['close'] = close
        dict['periods'] = periods
        dict['real'] = real
        symbol = 'MAVP: ' + self.symbol
        symbol = 'MAVP: ' + self.symbol
        print ktgfunc.talib_table(symbol, 1, dict)