Eddie Hebert 1ddfadf5b4 Recycles the portfolio container to be passed to handle_data. ...

The creation of a new portfolio ndict on each call of handle_data
was creating a very high performance overhead.

Instead, we use the same the portfolio object for each event,
and replace the values contained within.

2013-01-12 15:35:49 -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

Recycles the portfolio container to be passed to handle_data.

2013-01-12 15:35:49 -05:00

gens

Adds _ prefix to decorate_source to imply internal usage.

2013-01-07 13:03:12 -05:00

sources

Changes type emitted from DataSource to Event.

2013-01-06 17:23:26 -05:00

transforms

DOC: Typo.

2013-01-07 13:26:27 -05:00

utils

Changes test factory to use Event instead of ndict.

2013-01-06 17:13:07 -05:00

__init__.py

Removed optimize from __init__.py file.

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

algorithm.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

MESSAGES.py

Updates flake8 to latest.

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

protocol.py

Uses a Portfolio object instead of an ndict.

2013-01-11 14:50:00 -05:00

test_algorithms.py

ENH: New batch_transform feature: compute_only_full.

2013-01-07 12:44:55 -05:00

version.py

Adds Apache 2.0 license header to source files.

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