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refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.

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fawce
2012-10-05 16:32:27 -04:00
committed by Eddie Hebert
parent d2e639c2da
commit 16b0d71506
15 changed files with 228 additions and 411 deletions
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tests/test_algorithm.py
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@@ -65,7 +65,6 @@ class TestTransformAlgorithm(TestCase):
def test_transform_registered(self):
algo = TestRegisterTransformAlgorithm(sids=[133])
algo.run(self.source)
assert algo.get_sid_filter() == algo.sids == [133]
assert 'mavg' in algo.registered_transforms
assert algo.registered_transforms['mavg']['args'] == (['price'],)
assert algo.registered_transforms['mavg']['kwargs'] == \