Eddie Hebert 3d8bdeb429 ENH: Enable minute bar data with TALib transform. ...

Add a `bars` keyword arg, as is used with BatchTransform.

Also, instead of overwriting the window_length kwarg with timeperiod,
always use the lookback value from the created TALib function,
as timeperiod will be an input into that value if it exists.

Calculate `window_length` in minute mode so that there are enough
days to cover the minutes in the timeperiod.

2013-07-09 11:26:26 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Explicitly define the data frequency of record incr test.

2013-04-25 01:12:58 -04:00

test_batchtransform.py

ENH: Make RollingPanel update itself if new fields arrive.

2013-06-20 19:36:22 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

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

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

test_finance.py

MAINT: Pass order emitted from slippage up to tradesimulation.

2013-06-20 12:36:49 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_perf_tracking.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

TST: Fix increment in risk test that drops leading values.

2013-05-08 08:31:08 -04:00

test_risk.py

MAINT: Use pd.Series for benchmarks and algorithm returns in risk.

2013-04-15 11:37:21 -04:00

test_sources.py

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

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

test_tradingcalendar.py

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

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

test_transforms.py

ENH: Enable minute bar data with TALib transform.

2013-07-09 11:26:26 -04:00

test_utils.py

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

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