25c3297c9d
BUG: Fixes a bug in the test date_gen for non-daily timedeltas
2014-11-17 13:16:30 -05:00
df3af31fc1
MAINT: Makes the date_gen skip non-market times.
2014-11-17 13:16:30 -05:00
e3d8b1034e
ENH: Replaces the simple transforms with history calls. Switches
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transforms to quantopian syntax.
Adds the sid attribute to the siddata so it is aware of which security
it represents.
2014-11-17 13:16:30 -05:00
36f8b77290
MAINT: Support both Python 2 and 3 next interfaces.
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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
b4959e46cf
MAINT: Use six for Python 3 compatible names and behavior.
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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
a04ece1840
MAINT: Use up-to-date field names in test_source
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TRANSACTION member of Event had been removed.
close_price and open_price, are preferred to to close and open
2013-05-05 11:09:59 -04:00
fed0a9a998
TST: Ensure that test bars and events use midnight for daily data.
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Daily data should be using midnight as the timestamp,
ensure that test data created by data_gen use midnight, so that
upcoming implementations that rely on the timestamp will be compatible.
2013-04-25 11:30:57 -04:00
2dbafd5162
BUG: Zero out the microsecond attribute of datetimes
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wherever we zero out the second attribute. Otherwise, we can be
off by some microseconds from midnight, etc.
2013-04-15 10:44:44 -04:00
58af62f18d
REL: Update copyright on all files touched since end of 2012.
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s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
f2d618b466
MAINT: Moves create_trade out of gens.utils
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Slight refactoring of moving create_trade so that it's alongside
other testing/mock data utilities, instead of part of the gens module.
2013-03-25 23:51:25 -04:00
69b87b859b
Fixes trading day generation logic in test source.
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This uses more of @fawce's original logic from record_var branch.
TODO: Add unit test to ensure that this function generates only
market days.
2013-01-31 13:06:15 -05:00
dfd9f2105d
Changes test_source date_gen to only emit trading days.
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Based on @fawce's work on record_vars branch.
2013-01-31 07:13:53 -05:00
b3e8d56c02
Removes unused parameters in test trade info creation.
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This code hasn't used `random` in a while, removing the parameter
left as an artifact.
2013-01-26 09:44:43 -05:00
f85ad50e60
Breaks the sources module into pieces.
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Clearing the way for adding in a DataSource class within the
sources module.
2012-11-19 17:30:16 -05:00
Joe Jevnik