Eddie Hebert 2600bbe1de Backfills a batch transform panel with supplemental data. ...

For the case where the window isn't covered by the data streaming
through the simulator.

e.g. in a case where the stocks being iterated over change every
quarter, the supplemental data will fill in the 'gap' missing from
the transform since the 'new' stocks were not streaming before
the beginning of the quarter.

Of note, test cases are covered by internal suites, but this could
use tests with completely mocked data.

2013-02-10 21:35:41 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

2012-11-19 12:49:09 -05:00

mavg.py

Creates a new averages container for each call to get_averages.

2013-01-22 20:40:37 -05:00

returns.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

stddev.py

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00

utils.py

Backfills a batch transform panel with supplemental data.

2013-02-10 21:35:41 -05:00

vwap.py

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00