Commit Graph
5 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
Thomas Wiecki 7a34e37b1e Transforms now default market_aware=True. 2012-10-23 09:14:05 -04:00
Eddie Hebert 7904773d00 Updates flake8 to latest.
The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0

The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.

Currently using these ignores in the config file:

```
[pep8]
ignore = E124,E125,E126
```

Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.

Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -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