fed0a9a998
TST: Ensure that test bars and events use midnight for daily data.
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Daily data should be using midnight as the timestamp,
ensure that test data created by data_gen use midnight, so that
upcoming implementations that rely on the timestamp will be compatible.
2013-04-25 11:30:57 -04:00
2dbafd5162
BUG: Zero out the microsecond attribute of datetimes
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wherever we zero out the second attribute. Otherwise, we can be
off by some microseconds from midnight, etc.
2013-04-15 10:44:44 -04:00
58af62f18d
REL: Update copyright on all files touched since end of 2012.
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s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
f2d618b466
MAINT: Moves create_trade out of gens.utils
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Slight refactoring of moving create_trade so that it's alongside
other testing/mock data utilities, instead of part of the gens module.
2013-03-25 23:51:25 -04:00
46104fcd7c
BUG: DataPanelSource was looping in the incorrect order.
2013-02-28 21:33:49 -05:00
8c182ad66e
ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.
2013-02-12 13:26:13 -05:00
69b87b859b
Fixes trading day generation logic in test source.
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This uses more of @fawce's original logic from record_var branch.
TODO: Add unit test to ensure that this function generates only
market days.
2013-01-31 13:06:15 -05:00
dfd9f2105d
Changes test_source date_gen to only emit trading days.
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Based on @fawce's work on record_vars branch.
2013-01-31 07:13:53 -05:00
b3e8d56c02
Removes unused parameters in test trade info creation.
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This code hasn't used `random` in a while, removing the parameter
left as an artifact.
2013-01-26 09:44:43 -05:00
dd64bb0fbf
Changes type emitted from DataSource to Event.
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Moving DataSource to Event for improvements in member access
and setting.
2013-01-06 17:23:26 -05:00
7d15cb870f
BUG: Adding of new fields to data panel source should be inside of if-statement.
2012-12-19 10:08:20 -05:00
775c564ea1
ENH: Added DataPanelSource.
2012-12-13 12:55:05 -05:00
5a95122f21
Converts data frame source over to using DataSource base object.
2012-11-19 17:30:16 -05:00
f85ad50e60
Breaks the sources module into pieces.
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Clearing the way for adding in a DataSource class within the
sources module.
2012-11-19 17:30:16 -05:00
Eddie Hebert