 Eddie Hebert
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9500163ed8
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Adds Apache 2.0 license header to source files.
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2012-10-08 17:32:41 -04:00 |
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Eddie Hebert
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891a283c39
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Whitespace tweaking. PEP-8 conventions.
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2012-10-03 11:53:36 -04:00 |
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Thomas Wiecki
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4324f95f36
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Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
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2012-09-21 11:59:46 -04:00 |
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Thomas Wiecki
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729a4d9058
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Large refactoring and documentation of new algorithm base class and batch transform.
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2012-09-19 17:49:39 -04:00 |
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Thomas Wiecki
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7242a4ee86
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BUG: asserting for correct index type.
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2012-09-18 13:56:58 -04:00 |
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Thomas Wiecki
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280f122353
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WIP: Lot of refactoring and bugfixing.
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2012-09-17 18:35:21 -04:00 |
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Thomas Wiecki
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5d00099243
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example code now retrieves data from yahoo finance.
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2012-09-17 12:15:36 -04:00 |
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Thomas Wiecki
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5fcaed3644
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Added logging statements.
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2012-08-29 09:02:48 -04:00 |
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Thomas Wiecki
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3f801ef387
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Debugging.
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2012-08-23 17:38:48 -04:00 |
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Thomas Wiecki
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0b589ee39c
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Fixes to the updown algorithm. First unittest passes.
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2012-08-23 16:06:56 -04:00 |
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Thomas Wiecki
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7491e1f88e
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Resolved internal conflict due to stashing.
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2012-08-23 16:06:50 -04:00 |
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Thomas Wiecki
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ace0b25d31
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Dummy.
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2012-08-23 14:32:22 -04:00 |
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Thomas Wiecki
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3884b15eb6
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ENH: Changed algorithm class to provide .run() method. Testing of multiple param combos of DMA.
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2012-08-12 20:24:34 -04:00 |
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Thomas Wiecki
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51f01c0f1f
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ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code.
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2012-08-10 17:23:08 -04:00 |
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Thomas Wiecki
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da827c18b4
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Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions.
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2012-05-30 10:15:35 -04:00 |
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Thomas Wiecki
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58bdad05b9
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Minor fixes to adhere to refactored structure. Updated docs to be in line with rest. Skip optimization test by default as it takes a very long time.
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2012-05-15 18:02:58 -04:00 |
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Thomas Wiecki
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809841d690
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Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame().
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2012-05-15 17:28:59 -04:00 |
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Thomas Wiecki
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f1ce833995
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Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however.
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2012-05-14 18:02:40 -04:00 |
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