Commit Graph

11 Commits

Author SHA1 Message Date
Stewart Douglas 3af8b6d6c8 DEP: Remove unecessary calls to write_data 2015-09-10 11:53:25 -04:00
Stewart Douglas 501fd58fdf ENH: Replace update_asset_finder with write_data
The write_data methods invokes the relevant AssetDBWriter subclass
to write data to the database. update_asset_finder is no longer
a relevant method since the AssetFinder is strictly a reader class.
2015-09-10 11:53:24 -04:00
jfkirk 3ee3a1226b BUG: Fixes handling of CLOSE_POSITION events for Futures 2015-06-11 11:40:54 -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
David Edwards 17dd0d207d MAINT: Refactored RandomWalkSource
This makes the drift and standard deviation used in RandomWalkSource
keyword args to give the user more control over the price series that
are emitted.

The standard deviation of prices is very different at different frequencies,
users should have the ability to specify the standard deviation used.

The drift term should also be configurable to give the user more control.
2014-11-22 15:21:43 -08:00
Joe Jevnik fcea785b01 MAINT: Makes RandomWalkSource emit midnight UTC events in daily mode. 2014-11-19 11:55:13 -05:00
Joe Jevnik 68e44353ce MAINT: Make RandomWalkSource accept the standard daily instead of day for the frequency 2014-11-18 15:23:10 -05:00
twiecki e261438d01 ENH: Adapt history() to work on zipline. 2014-04-10 15:59:26 -04:00
twiecki ecd80b88ba ENH: Add OHLC to simulated data source 2014-04-10 08:55:29 -04:00
twiecki c09d501fbf BUG: Random source did not generate last days' event 2014-03-29 23:53:11 +09:00
twiecki 3eb810ad97 ENH: Add simulated random trade source.
This adds a new data source that emits events
with certain user-specified frequency (minute
or daily).

This allows users to backtest and debug an
algorithm in minute mode to provide a cleaner
path towards Quantopian.
2014-03-22 21:22:22 -04:00