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
890762bde7
MAINT: added typed errors module
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- added exceptions in place of asserts for expected fields for rolling
transforms.
- removed assertions with Messages in favor of typed exceptions.
2013-03-19 11:39:23 -04:00
8c04621f57
Changes stddev and vwap transforms to accept parameters as kwargs.
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So that algorithms that specifiy market_aware, days and delta
as args can be transitioned to just specifying a window_length kwarg.
Moving towards removing market_aware and delta completely.
2013-02-02 13:22:37 -05:00
ab6b754922
Changes EventWindow parameter of days to window length.
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The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
7a34e37b1e
Transforms now default market_aware=True.
2012-10-23 09:14:05 -04:00
15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
Eddie Hebert