Richard Frank 4981c67c31 Handle missing historical data more elegantly ...

Updated the search for treasury data when there is none for the
test end date.
It could be that the end date is not a trading day, or we could
just be missing treasury data. In either case, we try to recover
more gracefully now, by searching as far as possible and maybe
logging a warning.

Similarly, if there is no benchmark data for the test end date,
look for the next trading day. If we really have no data,
blow up with our own explicit exception, instead of overflowing
in our search for dates in the future.

2012-12-10 13:03:25 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes event window length in example algo.

2012-11-20 16:38:56 -05:00

finance

Handle missing historical data more elegantly

2012-12-10 13:03:25 -05:00

gens

Fix for slippage time getting out of sync with algo.

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

sources

Converts data frame source over to using DataSource base object.

2012-11-19 17:30:16 -05:00

transforms

Limit the fields of batch transform datapanel to ints and floats.

2012-12-07 14:35:55 -05:00

utils

Handle missing historical data more elegantly

2012-12-10 13:03:25 -05:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Allows the capital base of an algorithm to be more easily modified.

2012-12-04 10:42:58 -05:00

MESSAGES.py

Updates flake8 to latest.

2012-10-22 11:57:16 -04:00

protocol.py

Removes unused constant and redirection of imports.

2012-10-15 22:57:06 -04:00

test_algorithms.py

STY: Renamed fillna to clean_nans.

2012-12-06 17:23:26 -05:00

version.py

Adds Apache 2.0 license header to source files.

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