 fawceandEddie Hebert
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96fed05fc0
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support for test fixes in qexec
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2012-10-10 16:09:40 -04:00 |
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fawceandEddie Hebert
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d9cf193ce0
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fixes to unit tests
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2012-10-10 16:07:11 -04:00 |
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fawceandEddie Hebert
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16b0d71506
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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.
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2012-10-10 16:06:32 -04:00 |
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Eddie Hebert
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bbf2317c57
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Saving point for adding license files.
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2012-10-08 17:32:40 -04:00 |
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Eddie Hebert
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64363fae31
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Applies pep8 and pyflakes recommendations.
White space tweaking.
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2012-10-03 11:40:14 -04:00 |
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fawce
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7a8697f0e5
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updated based on PR feedback.
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2012-09-30 22:12:00 -04:00 |
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fawce
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1caefbff43
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tests are passing for independent commission model
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2012-09-28 23:12:41 -04:00 |
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Thomas Wiecki
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188a9502b0
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Added passing of arguments to algorithm initialize and batch transform.
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2012-09-25 11:48:37 -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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