Thomas Wiecki 2be7014d51 ENH: Rewrite of batch_transform to use rolling panel. ...

- Added unittest to test for newly appearing sids.
- Fixed logic bug where window was only full after
  window_length+1 events got passed.

2013-04-29 15:30:40 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

finance

ENH: new order management methods:

2013-04-26 19:46:00 -04:00

gens

MAINT: flake8 error

2013-04-26 19:57:45 -04:00

sources

TST: Ensure that test bars and events use midnight for daily data.

2013-04-25 11:30:57 -04:00

transforms

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -04:00

utils

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -04:00

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

algorithm.py

ENH: new order management methods:

2013-04-26 19:46:00 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

ENH: new order management methods:

2013-04-26 19:46:00 -04:00

test_algorithms.py

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -04:00

version.py

Adds Apache 2.0 license header to source files.

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