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Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

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This commit is contained in:
Thomas Wiecki
2012-10-19 18:10:51 -04:00
committed by Eddie Hebert
parent ff52787c1a
commit 15ac658024
17 changed files with 59 additions and 30 deletions
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zipline/algorithm.py
+2 -2
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@@ -16,9 +16,9 @@
import pandas as pd
import numpy as np
from zipline.gens.tradegens import DataFrameSource
from zipline.sources import DataFrameSource
from zipline.utils.factory import create_trading_environment
from zipline.gens.transform import StatefulTransform
from zipline.transforms.utils import StatefulTransform
from zipline.finance.slippage import (
VolumeShareSlippage,
FixedSlippage,