Commit Graph

17 Commits

Author SHA1 Message Date
twiecki ecd80b88ba ENH: Add OHLC to simulated data source 2014-04-10 08:55:29 -04:00
twiecki 3eb810ad97 ENH: Add simulated random trade source.
This adds a new data source that emits events
with certain user-specified frequency (minute
or daily).

This allows users to backtest and debug an
algorithm in minute mode to provide a cleaner
path towards Quantopian.
2014-03-22 21:22:22 -04:00
Eddie Hebert 36f8b77290 MAINT: Support both Python 2 and 3 next interfaces.
Python 3 uses the `__next__` method instead of `next`,
and uses the syntax of `next(foo)` accordingly.

Add `__next__` and `next` side-by-side so both Python 2 and 3 have
a method that can be used during iteration.
2014-01-07 11:46:57 -05:00
Eddie Hebert b4959e46cf MAINT: Use six for Python 3 compatible names and behavior.
Use the six module to import functions and types that are
consistent between Python 2 and 3, so that one code base can
support both versions.

- Use integer types instead of int and long.
- Use string_types instead of basestring.
- Account for iteritems, itervalues, iterkeys.
- Use six.moves for filter and zip, reduce
- Use compatible bytes for md5 hasher.
- xrange and range
2014-01-07 11:33:50 -05:00
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
Thomas Wiecki 46104fcd7c BUG: DataPanelSource was looping in the incorrect order. 2013-02-28 21:33:49 -05:00
Thomas Wiecki 8c182ad66e ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code. 2013-02-12 13:26:13 -05:00
Eddie Hebert 59dbffb3aa Changes test sources to use unit test's assert instead of plain assert. 2013-01-06 17:11:38 -05:00
Thomas Wiecki 775c564ea1 ENH: Added DataPanelSource. 2012-12-13 12:55:05 -05:00
Thomas Wiecki dfefaafd03 BUG: Fixed source unittest (regression in testing source). 2012-12-06 14:46:33 -05:00
Tobias Brandt cf4d7ca353 Fixed unittest2 import error on Python 2.7
Changed all unittest2 imports to unittest
2012-11-12 10:49:14 -05:00
Eddie Hebert 7904773d00 Updates flake8 to latest.
The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0

The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.

Currently using these ignores in the config file:

```
[pep8]
ignore = E124,E125,E126
```

Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.

Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -04:00
Thomas Wiecki 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 bbf2317c57 Saving point for adding license files. 2012-10-08 17:32:40 -04:00
Eddie Hebert 77af1ca632 Applies PEP-8 and pyflakes style to tests and zipline.
Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`

Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
Thomas Wiecki 4324f95f36 Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues. 2012-09-21 11:59:46 -04:00
Thomas Wiecki 2dbf905d43 Added unittest for dataframe source. 2012-09-19 20:01:10 -04:00