Commit Graph
19 Commits
Author SHA1 Message Date
Jeremi JoslinandEddie Hebert 8e1cdac77d BUG: Fix talib sample; parameter for window length is called timeperiod 2013-07-22 10:38:04 -04:00
Eddie Hebert 5758f885c5 TST: Update talib example for compatibility with multiple sids.
To support mulitple sids the TALib transforms now return a dict,
instead of a float. Accordingly, the TALib example script now needs
to index into the transform result.
2013-07-10 15:37:03 -04:00
Eddie Hebert c7c55399be BUG: Fix TALib example due to parameter changes.
Remove use of `sid` parameter, which was recently removed.
2013-06-27 21:10:09 -04:00
Thomas Wiecki 9931812745 BUG: Buy/sell triggers not correct in example. Thanks @FerMartin. 2013-06-27 13:23:48 -04:00
Ben McCannandEddie Hebert eb027833b3 DEV: Make the other example charts larger as well 2013-06-14 15:47:44 -04:00
Matti HanninenandEddie Hebert 8e27cc053c DEV: Don't invoke hardwired Python
Instead use /urs/bin/env to detect the Python interpreter. This way the
scripts work better with the possible virtual environment.
2013-06-14 15:38:45 -04:00
Ben McCannandEddie Hebert cc7969e777 DEV: Make the example chart larger so that it's readable 2013-06-07 10:15:33 -04:00
Thomas WieckiandEddie Hebert c1c71398d6 ENH: Add example that uses talib transform.
The new example is almost identical to the dual_moving_average one.
However, instead of our in-house mavg transform it uses the new
talib exponential moving average (EMA).
2013-05-13 16:38:40 -04:00
Thomas WieckiandEddie Hebert b748ba62e0 MAINT: Shortened time frame over which examples are run to speed up tests.
Minor fix pairtrade to now use record.
2013-05-02 16:54:57 -04:00
Thomas WieckiandEddie Hebert d56f1b73f8 BUG: Removed SlippageModel from olmar example.
Fix crash due to 'delay' was no longer supported.
But removing SlippageModel override, since current configs
should be functionally equivalent to FixedSlippage.
2013-05-02 16:54:08 -04:00
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
Eddie Hebert e901e06f39 Changes the API for recording variables.
Uses a method called 'record' that provides a key value,
instead of providing keys to extract from context.

The variables are stored internally to the algorithm in a dictionary,
and not just stared as a property of the algorithm.

Main intent behind this change is to make the API more user friendly,
since the previous recorded_variables relies on the value to be set
in the algorithms context/self, the hope is that only having to use
the `record` method means less moving pieces and a more understandable
API.

i.e., instead of:

```
def initialize(self):
    recorded_variables('foo', bar')

def handle_data(self, data):
    self.foo = 1
    self.bar = 2
```

The API is now:

```
def initialize(self):
    pass

def handle_data(self, data):
    self.record(foo=1, bar=2)
```
2013-03-02 18:28:35 -05:00
Thomas WieckiandEddie Hebert f1ff9cee0d ENH: New example algorithm OLMAR. 2013-03-01 15:33:12 -05:00
Matti Hanninen 4026e6122f Fixes an incorrect order in examples. 2013-02-01 18:17:23 +02:00
Eddie Hebert c298cfda03 Adds recorded variable to dual moving average example.
Attr: Thomas Wiecki <thomas.wiecki@gmail.com> (@twiecki)
2013-01-31 08:19:07 -05:00
Eddie Hebert 0ba6f88a84 Fixes event window length in example algo.
It was using the old days parameter.
2012-11-20 16:38:56 -05:00
Eddie Hebert 9f715258e6 Updates pairtrade example to use window_length.
Batch transforms now use window_length instead of days.
2012-11-20 16:31:18 -05:00
Thomas WieckiandEddie Hebert 126e9fdf26 Fixed batch_transform window length not being market aware.
Added accompanying unittest.

Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
Thomas WieckiandEddie Hebert 42c2a6b892 Adds example algorithm scripts. 2012-10-23 17:46:02 -04:00