ENH: Added constants.py which contains financial constants.

This commit is contained in:
Thomas Wiecki
2012-12-30 12:02:38 -05:00
parent 4615b29713
commit fccc5e8006
2 changed files with 24 additions and 5 deletions
+1 -5
View File
@@ -32,7 +32,7 @@ from zipline.finance.slippage import (
transact_partial
)
from zipline.finance.commission import PerShare, PerTrade
from zipline.finance.constants import ANNUALIZER
from zipline.gens.composites import (
date_sorted_sources,
@@ -43,10 +43,6 @@ from zipline import MESSAGES
DEFAULT_CAPITAL_BASE = float("1.0e5")
ANNUALIZER = {'daily': 250,
'hourly': 250 * 6,
'minute': 250 * 6 * 60}
class TradingAlgorithm(object):
"""Base class for trading algorithms. Inherit and overload