Commit Graph
13 Commits
Author SHA1 Message Date
Jonathan KamensandEddie Hebert 73faf9133e MAINT: Clean up imports of zipline.finance.trading
Use "from zipline.finance import trading" instead of "import
zipline.finance.trading as trading".
2013-10-29 13:50:14 -04:00
Eddie Hebert 37c56b9aa4 MAINT: Use Series throughout for daily returns.
Remove the lists of DailyReturn objects in favor of using pd.Series
to store the return values.

Should make it easier to inspect the values when stepping through,
make the windowing of data to a certain range more facile by using,
and have some performance increases due to removing object creation
and member access.
2013-10-19 23:06:18 -04:00
Thomas Wiecki 963324723c STY: Flake8 line break. 2013-08-01 17:14:56 -04:00
Ben McCannandThomas Wiecki 8dd4230fd0 ENH: Plot benchmark returns in DMA example. 2013-08-01 16:55:12 -04:00
Thomas Wiecki 1635a54fb8 ENH: Add print of monthly Sharpe to DMA example. 2013-08-01 16:09:38 -04:00
Matti HanninenandEddie Hebert 8e27cc053c DEV: Don't invoke hardwired Python
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
Ben McCannandEddie Hebert cc7969e777 DEV: Make the example chart larger so that it's readable 2013-06-07 10:15:33 -04:00
Thomas WieckiandEddie Hebert b748ba62e0 MAINT: Shortened time frame over which examples are run to speed up tests.
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.
s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
Eddie Hebert e901e06f39 Changes the API for recording variables.
Uses a method called 'record' that provides a key value,
instead of providing keys to extract from context.

The variables are stored internally to the algorithm in a dictionary,
and not just stared as a property of the algorithm.

Main intent behind this change is to make the API more user friendly,
since the previous recorded_variables relies on the value to be set
in the algorithms context/self, the hope is that only having to use
the `record` method means less moving pieces and a more understandable
API.

i.e., instead of:

```
def initialize(self):
    recorded_variables('foo', bar')

def handle_data(self, data):
    self.foo = 1
    self.bar = 2
```

The API is now:

```
def initialize(self):
    pass

def handle_data(self, data):
    self.record(foo=1, bar=2)
```
2013-03-02 18:28:35 -05:00
Eddie Hebert c298cfda03 Adds recorded variable to dual moving average example.
Attr: Thomas Wiecki <thomas.wiecki@gmail.com> (@twiecki)
2013-01-31 08:19:07 -05:00
Eddie Hebert 0ba6f88a84 Fixes event window length in example algo.
It was using the old days parameter.
2012-11-20 16:38:56 -05:00
Thomas WieckiandEddie Hebert 42c2a6b892 Adds example algorithm scripts. 2012-10-23 17:46:02 -04:00