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4 Commits
Author SHA1 Message Date
Eddie Hebert f54881cd08 Changes tests from using an ndict for trades to an Event object. 
When run over large amounts of data the use of ndict's gets and sets
become a large bottleneck, around 1/5th of the CPU time is spent
in ndict's __setattr__, __getattr__, etc.

By switching to an object for an event,
we reduce the penalty significantly.

Removes asserts that check for event being an ndict, as well as those
that assume a certain behavior of the __contains__ method for events.
 2012-12-21 14:31:40 -05:00
Eddie Hebert 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
Eddie Hebert e77cce1dc2 Removes extra getter method for getting returns member. 2012-10-23 13:29:42 -04:00
Thomas WieckiandEddie Hebert 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