Eddie Hebert e85306524b BUG: Prevent crashes for TALib functions when stocks have nans. ...

If a stock stops gettign updated values, e.g. if a stock rolls out
of a universe strategy, currently the underlying batch transform
for TALib may have nans (which is another issue that could be addressed),
the nans cause crashes when passed to some TALib function, e.g. Bollinger
Bands are incompatible with all nan values.

So, drop sids that only have nan values for the current data panel.

2013-08-05 18:17:20 -04:00

..

__init__.py

MAINT: Move batch transform into a dedicated module.

2013-07-10 17:56:32 -04:00

batch_transform.py

MAINT: Move batch transform into a dedicated module.

2013-07-10 17:56:32 -04:00

mavg.py

MAINT: Remove ndict class.

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

returns.py

MAINT: Updates copyright to current year for returns module.

2013-03-19 17:14:01 -04:00

stddev.py

MAINT: Remove ndict class.

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

ta.py

BUG: Prevent crashes for TALib functions when stocks have nans.

2013-08-05 18:17:20 -04:00

utils.py

PERF: Remove deepcopy from EventWindow ticks.

2013-07-31 18:55:07 -04:00

vwap.py

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

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