9 Commits

Author	SHA1	Message	Date
Eddie Hebert	58af62f18d	REL: Update copyright on all files touched since end of 2012. ... s/Copyright 2012/Copyright 2013/	2013-04-05 14:28:15 -04:00
Eddie Hebert	e901e06f39	Changes the API for recording variables. ... Uses a method called 'record' that provides a key value, instead of providing keys to extract from context. The variables are stored internally to the algorithm in a dictionary, and not just stared as a property of the algorithm. Main intent behind this change is to make the API more user friendly, since the previous recorded_variables relies on the value to be set in the algorithms context/self, the hope is that only having to use the `record` method means less moving pieces and a more understandable API. i.e., instead of: ``` def initialize(self): recorded_variables('foo', bar') def handle_data(self, data): self.foo = 1 self.bar = 2 ``` The API is now: ``` def initialize(self): pass def handle_data(self, data): self.record(foo=1, bar=2) ```	2013-03-02 18:28:35 -05:00
Thomas Wiecki	f1ff9cee0d	ENH: New example algorithm OLMAR.	2013-03-01 15:33:12 -05:00
Matti Hanninen	4026e6122f	Fixes an incorrect order in examples.	2013-02-01 18:17:23 +02:00
Eddie Hebert	c298cfda03	Adds recorded variable to dual moving average example. ... Attr: Thomas Wiecki <thomas.wiecki@gmail.com> (@twiecki)	2013-01-31 08:19:07 -05:00
Eddie Hebert	0ba6f88a84	Fixes event window length in example algo. ... It was using the old days parameter.	2012-11-20 16:38:56 -05:00
Eddie Hebert	9f715258e6	Updates pairtrade example to use window_length. ... Batch transforms now use window_length instead of days.	2012-11-20 16:31:18 -05:00
Thomas Wiecki	126e9fdf26	Fixed batch_transform window length not being market aware. ... Added accompanying unittest. Minor refactoring of unittests and factory.	2012-11-06 21:13:27 -05:00
Thomas Wiecki	42c2a6b892	Adds example algorithm scripts.	2012-10-23 17:46:02 -04:00