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ENH: Added constants.py which contains financial constants.
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@@ -32,7 +32,7 @@ from zipline.finance.slippage import (
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transact_partial
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)
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from zipline.finance.commission import PerShare, PerTrade
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from zipline.finance.constants import ANNUALIZER
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from zipline.gens.composites import (
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date_sorted_sources,
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@@ -43,10 +43,6 @@ from zipline import MESSAGES
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DEFAULT_CAPITAL_BASE = float("1.0e5")
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ANNUALIZER = {'daily': 250,
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'hourly': 250 * 6,
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'minute': 250 * 6 * 60}
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class TradingAlgorithm(object):
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"""Base class for trading algorithms. Inherit and overload
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