catalyst

mirror of https://github.com/wassname/catalyst.git synced 2026-07-05 05:54:28 +08:00

Files

T

Thomas Wiecki 10885e1b77 MAINT: One way to set sim_params and data_frequency.

There were sevaral places you could supply sim_params
in TradingAlgorithm (__init__, run). This got confusing
as its not clear who updated what and which one was the
correct one to use at each time.

Then there were to ways to define data_frequency, one in
__init__() and one in the sim_params which also added code
complexity.

This refactor makes it explicit that sim_params are to be
passed to __init__() only. Moreover, data_frequency is
only stored in sim_params. For backwards compatibility,
it can still be supplied separately but will link to
the one in sim_params.

For example, you could create new sim params via:

sim_params = create_simulation_parameters(data_frequency='minute')
algo = MyAlgo(sim_params)
algo.run(data)

In addition, perf_tracker only gets initialized in one place:
_create_generator() which should also make the various ways
of running an algorithm more deterministic.

This also fixes a bug with SimulationParameters where
you could not change the period_start. Unfortunately, the
current implementation still requieres an implicit call to
update the internal variables.

2014-06-30 17:28:02 +02:00

__init__.py

STY: Rename run_algo to run_pipeline.

2014-05-07 15:34:42 -04:00

api_support.py

ENH: Add a classmethod to TradingAlgorithm to get all API methods.

2014-05-14 11:24:33 -04:00

cli.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

data_source_tables_gen.py

STY: PEP8 fixes.