Colin AlexanderandEddie Hebert 011ed09dc2 ENH: Extended commission PerShare method to allow a minimum cost per trade. ...

Also added unit tests (test_perf_tracking.TestCommissionEvents) to test
all commission models.

2014-02-25 14:37:08 -05:00

..

data

BUG: Fix check for cached public data for Python 2.7

2014-01-07 17:19:16 -05:00

examples

MAINT: Use more exact boolean checks for pandas structures.

2014-01-29 17:13:13 -05:00

finance

ENH: Extended commission PerShare method to allow a minimum cost per trade.

2014-02-25 14:37:08 -05:00

gens

ENH: Limit handle_data to times with market data.

2014-02-10 22:12:38 -05:00

sources

ENH: Add hdf5 and csv source.

2014-01-30 16:47:27 -05:00

transforms

BUG: Prevent crash in vwap transform due to non-existent member.

2014-02-20 17:33:30 -05:00

utils

BUG: Py3 compatibility changes.

2014-02-16 10:59:29 -05:00

__init__.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

algorithm.py

MAINT: Re-enable algorithms which omit initialize method.

2014-02-20 13:50:03 -05:00

api.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

test_algorithms.py

BUG: NoopAlgorithm requires initialize().

2014-01-30 16:33:49 -05:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00