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5 Commits
Author SHA1 Message Date
Tim 593aaa9880 Remove extra space in comment sentence. 2013-02-16 17:29:36 +00:00
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