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27761f9dec34d98d4c53f4d2c2d9866e2e2efcde
catalyst/zipline
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Eddie Hebert 27761f9dec MAINT: Uses copysign to extract order direction in FixedSlippage.
Uses copysign instead of division by fabs.
2013-03-12 19:47:01 -04:00
..
data
ENH: Improves handling of edge case in data update.
2013-03-04 21:54:11 -05:00
examples
Changes the API for recording variables.
2013-03-02 18:28:35 -05:00
finance
MAINT: Uses copysign to extract order direction in FixedSlippage.
2013-03-12 19:47:01 -04:00
gens
Adds dividends to performance tracking.
2013-02-06 16:39:39 -05:00
sources
BUG: DataPanelSource was looping in the incorrect order.
2013-02-28 21:33:49 -05:00
transforms
incorporating feedback from @richafrank
2013-03-06 16:49:31 -05:00
utils
ENH: Adjust OHLC when loading bars to remove split/dividend noise
2013-03-06 11:04:24 -05:00
__init__.py
Removed optimize from __init__.py file.
2012-10-22 09:04:12 -04:00
algorithm.py
Changes the API for recording variables.
2013-03-02 18:28:35 -05:00
MESSAGES.py
Changes the API for recording variables.
2013-03-02 18:28:35 -05:00
protocol.py
MAINT: Moved DailyReturn to protocol module to break circular references
2013-03-01 16:05:39 -05:00
test_algorithms.py
incorporating feedback from @richafrank
2013-03-06 16:49:31 -05:00
version.py
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
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