wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-11 12:00:50 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #69 from quantopian/prof_yappi

Browse Source 
Prof yappi
This commit is contained in:
Thomas Wiecki
2012-07-20 05:49:23 -07:00
parent 95a987db39 2dd4bca9e2
commit 6f7090ebf3
3 changed files with 98 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/optimize/factory.py
+2 -1
View File
@@ -4,6 +4,7 @@ Factory functions to prepare useful data for optimize tests.
Author: Thomas V. Wiecki (thomas.wiecki@gmail.com), 2012
"""
from datetime import timedelta
import pandas as pd
import zipline.protocol as zp
@@ -43,7 +44,7 @@ def create_updown_trade_source(sid, trade_count, trading_environment, base_price
price = base_price-amplitude/2.
cur = trading_environment.first_open
one_day = timedelta(days = 1)
one_day = timedelta(minutes = 1)#days = 1)
#create iterator to cycle through up and down phases
change = cycle([1,-1])