fawce 3a1ca1ddb2 BUG: Mask of batch_transform columns to match keys in data parameter. ...

The underlying RollingPanel in batch_transform was always accumulating
all values to ever appear in data.

However, at any given algo time the desired return value is what the
current active sids are.

Instead, mask down to the sids that are passed in as the data parameter.

2013-10-16 15:16:03 -04:00

..

__init__.py

MAINT: Move batch transform into a dedicated module.

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

batch_transform.py

BUG: Mask of batch_transform columns to match keys in data parameter.

2013-10-16 15:16:03 -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

ENH: Include TALib output names in ta transform results.

2013-08-19 16:46:11 -04:00

utils.py

MAINT: Remove debug logging about stateful transforms.

2013-09-27 15:55:35 -04:00

vwap.py

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

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