Eddie Hebert e9d80cc044 BUG: Fix out of order emission of performance with minutely data. ...

With the benchmark returns marked at midnight, the performance packet
for a day was emitted *before* any events for that day were processed.

Fix by expecting benchmarks marked at the market close, for backtests
that use minute data but emit performance results daily, so that the
benchmark handles at the end of day.

TST: Also, add test that exercises the event loop with minutely data,
(with benchmarks that are marked end of day), since that combination
was previously uncovered.

2013-05-08 21:20:25 -04:00

..

finance

MAINT: refactoring for orders api

2013-04-26 19:45:59 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

BUG: Fix environment minute date range start and volume.

2013-04-15 16:35:41 -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: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -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: Fix out of order emission of performance with minutely data.

2013-05-08 21:20:25 -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: refactoring for orders api

2013-04-26 19:45:59 -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

MAINT: Rename perfomances intraday_perf to minute_perf.

2013-05-07 19:21:20 -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

BUG: Smooth test and compile issues with TALib

2013-04-30 20:19:37 -04:00

test_utils.py

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

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