Scott Sanderson 0cc84e7a15 BUG: Use normed last_close instead of period_end. ...

`period_end` can be outside the range of data for which we have dates.
`last_close` properly gets pulled back to the last date for which we
actually have data.

We should consider whether or not we need to be storing period_end at
all.

2015-08-03 12:09:26 -04:00

..

assets

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

data

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

examples

BUG: Logbook 0.10.0 requires explicit handler

2015-07-28 04:38:41 -04:00

finance

ENH: Adds auto-closing feature and implements for Futures

2015-07-31 10:38:44 -04:00

gens

DEV: Uses ValueError when PerformanceTracker.to_dict receives invalid emission type

2015-07-21 16:06:52 -04:00

history

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

lib

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

modelling

BUG: Use a "real" index in NoOpFFCEngine.

2015-08-03 12:08:08 -04:00

resources/security_lists/leveraged_etf_list/20020103

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

sources

TST: Fixes broken tests for DataFrameSource

2015-07-01 13:43:31 -04:00

transforms

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

utils

BUG: Make NumExprFilter return ndarray.

2015-08-03 11:59:11 -04:00

__init__.py

Bump version: 0.8.0 → 0.8.0rc1

2015-02-13 17:53:02 +01:00

algorithm.py

BUG: Use normed last_close instead of period_end.

2015-08-03 12:09:26 -04:00

api.py

BUG: Various functions were missing from the API.

2014-12-31 09:43:35 +01:00

errors.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

protocol.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

test_algorithms.py

MAINT: Use symbol lookup directly from algorithm.

2015-07-08 14:41:02 -04:00

version.py

Adds Apache 2.0 license header to source files.

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