Stewart Douglas
283c959cc4
MAINT: Move analyze methods into algorithm files
2015-09-10 11:36:14 -04:00
Jonathan Kamens
dca679edcb
BUG: Logbook 0.10.0 requires explicit handler
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As of logbook 0.10.0, logbook no longer installs a default handler,
which means that if the application doesn't install one, log messages
disappear into the ether.
Therefore, all of our scripts with `__main__` endpoints need to push a
`logbook.StderrHandler` if they're not already pushing some other
handler.
2015-07-28 04:38:41 -04:00
jfkirk
258b5ea2ca
API: DataFrame/Panel sources expect integer sids, not identifiers
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This commit modifies the DataFrameSource and DataPanelSource to accept only Int64Indexes on the incoming data and moves the burden of mapping user identifiers to TradingAlgorithm.run().
2015-07-01 13:43:31 -04:00
jfkirk
b84ac01cbf
ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes
2015-06-11 11:35:49 -04:00
Thomas Wiecki
9931812745
BUG: Buy/sell triggers not correct in example. Thanks @FerMartin.
2013-06-27 13:23:48 -04:00
Ben McCann and Eddie Hebert
eb027833b3
DEV: Make the other example charts larger as well
2013-06-14 15:47:44 -04:00
Matti Hanninen and Eddie Hebert
8e27cc053c
DEV: Don't invoke hardwired Python
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Instead use /urs/bin/env to detect the Python interpreter. This way the
scripts work better with the possible virtual environment.
2013-06-14 15:38:45 -04:00
Thomas Wiecki and Eddie Hebert
b748ba62e0
MAINT: Shortened time frame over which examples are run to speed up tests.
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Minor fix pairtrade to now use record.
2013-05-02 16:54:57 -04:00
Eddie Hebert
58af62f18d
REL: Update copyright on all files touched since end of 2012.
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s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
Matti Hanninen
4026e6122f
Fixes an incorrect order in examples.
2013-02-01 18:17:23 +02:00
Eddie Hebert
9f715258e6
Updates pairtrade example to use window_length.
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Batch transforms now use window_length instead of days.
2012-11-20 16:31:18 -05:00
Thomas Wiecki and Eddie Hebert
126e9fdf26
Fixed batch_transform window length not being market aware.
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Added accompanying unittest.
Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
Thomas Wiecki and Eddie Hebert
42c2a6b892
Adds example algorithm scripts.
2012-10-23 17:46:02 -04:00
Stewart Douglas