Eddie Hebert 97cbea2514 Fixes crashes when using numpy log on a batch transform data panel. ...

The recent change to the creation of the data panel ended up with
a panel with the dtype of 'object', which was causing numpy ufuncs
like `log` to crash out on an `AttributeError`.

This forces all frames in the panel to use a dtype of 'float',
we may want to look at seeting a dtype on a frame by frame basis,
e.g. 'volume' may more accurately be 'int'.

2013-02-19 11:20:04 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

2012-11-19 12:49:09 -05:00

mavg.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

returns.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

stddev.py

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00

utils.py

Fixes crashes when using numpy log on a batch transform data panel.

2013-02-19 11:20:04 -05:00

vwap.py

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00