Eddie Hebert 414e12ecc9 BUG: Fixes error due to floating point rounding in stddev calc. ...

Adds a check to see if the s_squared value is near 0.

When the number was very near 0, a very small negative floating
point, the sqrt throws a 'math domain error', this prevents that
case.

2013-02-28 22:20:45 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

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

mavg.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

returns.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

stddev.py

BUG: Fixes error due to floating point rounding in stddev calc.

2013-02-28 22:20:45 -05:00

utils.py

Prevents entire data panel being collapsed when a stock stops trading.

2013-02-21 11:32:20 -05:00

vwap.py

Changes stddev and vwap transforms to accept parameters as kwargs.

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