Richard Frank 1b2f6739e9 Fixed floating-point error in volume share slippage model

2012-11-29 12:13:35 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes event window length in example algo.

2012-11-20 16:38:56 -05:00

finance

Fixed floating-point error in volume share slippage model

2012-11-29 12:13:35 -05:00

gens

Fix for slippage time getting out of sync with algo.

2012-11-27 13:38:50 -05:00

sources

Converts data frame source over to using DataSource base object.

2012-11-19 17:30:16 -05:00

transforms

fixed whitespace problem

2012-11-22 07:21:52 -05:00

utils

Updates quarter utilities to fix offset.

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

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Fix for slippage time getting out of sync with algo.

2012-11-27 13:38:50 -05:00

MESSAGES.py

Updates flake8 to latest.

2012-10-22 11:57:16 -04:00

protocol.py

Removes unused constant and redirection of imports.

2012-10-15 22:57:06 -04:00

test_algorithms.py

Changes EventWindow parameter of days to window length.

2012-11-20 11:52:27 -05:00

version.py

Adds Apache 2.0 license header to source files.

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