ab6b754922
Changes EventWindow parameter of days to window length.
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The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
cf4d7ca353
Fixed unittest2 import error on Python 2.7
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Changed all unittest2 imports to unittest
2012-11-12 10:49:14 -05:00
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
92f1dbef0c
Fixes bug that .run() could not be called twice on an algorithm. Added unittest to check.
2012-10-19 11:47:59 -05:00
16b0d71506
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.
2012-10-10 16:06:32 -04:00
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
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Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`
Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
32c7dfbef9
Added test_algorithm.py.
2012-09-21 12:00:09 -04:00
Eddie Hebert