catalyst

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Files

T

fawce 427ea8d4ca ENH: Change simulation loop to use benchmarks as simulation 'clock'.

Refactor PerformanceTracker, Blotter, and AlgorithmSimulator to
work with handling the end of a bar at the AlgorithmSimulator level
instead of within PerformanceTracker.

- PerforamnceTracker and Blotter are longer generators,
  both provide functions to process events instead.
- AlgorithmSimulator calls each from within the loop running
  over the data generator.
- Change test_perf_tracker utility to be compatible with change
  away from PerformanceTracker as a generator.

Has the effect of:
- Fixing the timing of order emission.
- Allow minutely emission of benchmarks, which was prevented
  by the extra grouping previously caused by Blotter.

Minutely emission also depends on work for streaming benchmarks
through performance and risk at a minute granularity.

2013-04-25 17:16:35 -04:00

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

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

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

finance

ENH: Change simulation loop to use benchmarks as simulation 'clock'.

2013-04-25 17:16:35 -04:00

gens

ENH: Change simulation loop to use benchmarks as simulation 'clock'.