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3 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
fawce 2db01b3935 created a new generator-backed trading environment for testing. 
other details:
    - also fixed grammatical errors in loader's status messages.
    - converting the treasury curves to an ordered dict.
    - moved to using a lambda for clarity as per @ehebert
    - initializing calendar end dates to be midnight of current date in
    - US/Eastern. Yahoo data isn't available until midnight eastern.
 2013-02-18 23:35:38 -05:00
fawce a4a4d38a73 TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE. 
- added LSE reference rrules calendar (thanks to Edward Johns)
    - added tests to verify LSE environment matches rrule calendar
    - added a test to verify global environment behavior can be set.
    - moved DailyReturn class to trading to eliminate circularity from
    risk <-> trading.
    - updated TradingEnvironment to be a context manager. This allows users
    to run algorithms in individually isolated environments in one python
    process. This is useful for managing multiple algorithms in a single
    ipython notebook.
    - added comments to explain behavior and useage of the global environment
 2013-02-18 10:24:32 -05:00