The help page states:

mavg(days) calculates the moving average of the security's price over

the given number of trading days.

For reference, the mavg.py transform code is here:

https://github.com/quantopian/zipline/blob/master/zipline/transforms/mavg.py

A few questions:

- Under the daily ("Build Algorithm") backtest, data[stock].mavg(1) will simply return the current daily closing price of the stock, correct? And data[stock].mavg(3) will return the average of the current daily closing price and the closing prices of the previous two trading days, correct?
- Under the full backtest, how is mavg(days) computed? As a specific example, for data[stock].mavg(3) at 10 am on current day 0, does the moving average include minutely data from day 0, day -1, and day -2 (where the negative days are previous trading days)? Or does it only use minutely data from day -1, day -2, and day -3? Or is the calculation based on daily closing prices only, even under the full backtest?