Scott Sanderson 0176279404 MAINT: Refactor AlgorithmSimulator.transform. ...

Breaks out the main snapshot processing loop into its own function, and does
some minor variable renaming-shuffling.

Adds `TradingAlgorithm.on_dt_changed`, a function to be called when the
simulation dt changes, prior to processing any events.

There should be no difference in behavior as a result of this change.

2014-07-18 15:04:20 -04:00

..

data

STY: pep8 fixes.

2014-04-10 10:57:12 -04:00

examples

DOC: Add tutorial and update examples to use history.

2014-07-16 17:30:23 +02:00

finance

BUG: Fix constant of trading hours to be 6.5. Fixes #214.

2014-07-02 11:26:35 +02:00

gens

MAINT: Refactor AlgorithmSimulator.transform.

2014-07-18 15:04:20 -04:00

history

MAINT: Factor out column conversion in HistoryContainer.

2014-07-16 15:17:02 +02:00

sources

MAINT: Removed undocumented and untested sources for pytables and csv. Closes #267.

2014-07-02 11:32:27 +02:00

transforms

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

utils

ENH: Added informative message for calling order in init.

2014-07-08 14:03:53 -04:00

__init__.py

Bump version: 0.7.0 → 0.7.0rc1

2014-07-18 15:38:30 +02:00

algorithm.py

MAINT: Refactor AlgorithmSimulator.transform.

2014-07-18 15:04:20 -04:00

api.py

Add symbol to __all__

2014-03-26 17:52:35 +09:00

errors.py

ENH: Added informative message for calling order in init.

2014-07-08 14:03:53 -04:00

protocol.py

ENH/TEST: Enable '1m' history and add tests for the frequency.

2014-06-05 15:25:49 -04:00

test_algorithms.py

ENH: Implemented AUTO_INITIALIZE feature.

2014-07-08 14:03:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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