catalyst

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Commit Graph

Author	SHA1	Message	Date
Eddie Hebert	e43dfef65d	Adjusts start date of test algo gen to account for market dates. When date_gen changed to use market dates, the end of this env was run over by the date_gen.	2013-01-31 13:20:11 -05:00
Richard Frank	4d41070585	Fix for slippage time getting out of sync with algo. Moved grouping by date earlier in the pipeline of generators, prior to any date-dependent state getting involved. Grouping pulls from the pipeline until the start of the next group, which is in the next day. The effect of grouping after slippage but before handle_data is that slippage and the algo are out of sync by a transaction.	2012-11-27 13:38:50 -05:00

Author

SHA1

Message

Date

Eddie Hebert

e43dfef65d

Adjusts start date of test algo gen to account for market dates.

When date_gen changed to use market dates, the end of this env
was run over by the date_gen.

2013-01-31 13:20:11 -05:00

Richard Frank

4d41070585

Fix for slippage time getting out of sync with algo.

Moved grouping by date earlier in the pipeline of generators,
prior to any date-dependent state getting involved.  Grouping
pulls from the pipeline until the start of the next group,
which is in the next day.  The effect of grouping after
slippage but before handle_data is that slippage and the algo
are out of sync by a transaction.

2012-11-27 13:38:50 -05:00