Tony Worm 086679c3d6 ENH: Adds new order types. ...

Adds the following order types:
- market
- limit
- stop
- stop limit

2013-03-19 14:32:11 -04:00

..

finance

ENH: Adds new order types.

2013-03-19 14:32:11 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

2013-02-18 10:24:32 -05:00

test_algorithm.py

updated run method to use sim_params.

2013-02-18 10:24:32 -05:00

test_exception_handling.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_finance.py

ENH: Adds new order types.

2013-03-19 14:32:11 -04:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

factory had a bug in the creation of trade history that traversed daylight savings time changes. added a fix and a test.

2013-02-18 10:24:32 -05:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

MAINT: Moved DailyReturn to protocol module to break circular references

2013-03-01 16:05:39 -05:00

test_risk.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_sources.py

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

test_tradingcalendar.py

Fix flake8 problem

2013-02-21 11:13:18 -05:00

test_transforms.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_utils.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00