4615b29713
REF: Renamed granularity to data_frequency.
2012-12-30 11:50:46 -05:00
8346155f0e
MIN: Override annualizer if set. New handling of granularity (no default arg anymore). Renamed minutely to minute.
2012-12-24 12:55:52 -05:00
daf29c2d39
ENH: Add granularity and annualizer arguments to TradingAlgorithm. Accompanying doc string and unittest.
2012-12-20 12:49:24 -05:00
775c564ea1
ENH: Added DataPanelSource.
2012-12-13 12:55:05 -05:00
095f2dd65b
Date bookkeeping fixes in perf and risk
...
Issues appeared when we were close to the end of our
historical data.
Yielding DONE event with both perf and risk messages now
2012-12-12 15:23:26 -05:00
ab6b754922
Changes EventWindow parameter of days to window length.
...
The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
cf4d7ca353
Fixed unittest2 import error on Python 2.7
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Changed all unittest2 imports to unittest
2012-11-12 10:49:14 -05:00
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
92f1dbef0c
Fixes bug that .run() could not be called twice on an algorithm. Added unittest to check.
2012-10-19 11:47:59 -05:00
16b0d71506
refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.
2012-10-10 16:06:32 -04:00
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
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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
32c7dfbef9
Added test_algorithm.py.
2012-09-21 12:00:09 -04:00
Thomas Wiecki