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2 Commits

Author SHA1 Message Date
Thomas Wiecki 126e9fdf26 Fixed batch_transform window length not being market aware. 
Added accompanying unittest.

Minor refactoring of unittests and factory.
 2012-11-06 21:13:27 -05:00
Thomas Wiecki 42c2a6b892 Adds example algorithm scripts. 2012-10-23 17:46:02 -04:00