Eddie Hebert f7e4f57425 Enables performance messages on days that have no trades. ...

Previously, on days that were trading days, but there with no
event data to process for that day, performance metrics were
not emitted, since the handling was based on having an event
trigger the daily performance metric.

Handled by grouping together performance messages, on market open,
for all days since the last market close.

Also, changes perf_tracker unit test to simulate missing data.

Taken from @richafrank's branch handling the same case.

2012-12-28 11:43:31 -05:00

..

finance

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

Fix for slippage time getting out of sync with algo.

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

test_algorithm.py

ENH: Added DataPanelSource.

2012-12-13 12:55:05 -05:00

test_exception_handling.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

test_finance.py

Upgrades flake8 from 1.5 -> 1.6

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

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

Enables performance messages on days that have no trades.

2012-12-28 11:43:31 -05:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

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

test_risk_compare_batch_iterative.py

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

test_risk.py

Forward-fill missing treasury data

2012-12-14 17:29:27 -05:00

test_sorting.py

Optimizes checking ready state of sources during sorting.

2012-12-21 16:46:16 -05:00

test_sources.py

ENH: Added DataPanelSource.

2012-12-13 12:55:05 -05:00

test_transforms.py

Revert "BUG: EventWindow now always contains constant number of days."

2012-12-11 12:12:51 -05:00

test_utils.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00