Scott Sanderson d02dd972d5 BUG: Fix crash in transforms on malformed CUSTOM events. ...

Fixes a crash in various transforms when providing CUSTOM events whose fields
don't match the fields required for the transform.

This is fixed by requiring all `EventWindow` subclasses to supply a `fields`
property, which returns a list of strings that are required keys for any event
that can be processed by the window.  Any CUSTOM events the don't supply the
required fields for a transform window are ignored by that window.

2014-08-13 12:54:29 -04:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

DOC: Update link to latest risk answer key.

2014-04-15 16:17:39 -04:00

__init__.py

Moved the test folder.

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

history_cases.py

ENH: Change open and close to midnight if using daily input data.

2014-07-16 15:16:57 +02:00

test_algorithm_gen.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_algorithm.py

BUG: Put initialization of perf_tracker back in __init__

2014-07-21 12:17:07 -04:00

test_batchtransform.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

test_blotter.py

TST: Add tests for behavior of rejected/held orders.

2014-08-06 15:00:26 -04:00

test_cli.py

TST: Add tests for parse_args().

2014-05-07 15:34:41 -04:00

test_events_through_risk.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

BLD/STY: Upgrade to latest versions of lint checkers.

2014-05-30 12:44:10 -04:00

test_execution_styles.py

ENH: Treat stop and limit prices differently when rounding.

2014-04-25 12:02:23 -04:00

test_finance.py

ENH: Enhancements to TradingEnvironment.

2014-06-05 15:25:48 -04:00

test_history.py

TST: Add unittest for daily history with midnight dt.

2014-07-16 15:17:02 +02:00

test_perf_tracking.py

BUG: Fixed random dips in returns as shown to user.

2014-07-29 11:07:13 -04:00

test_rolling_panel.py

BUG: RollingPanel was not behaving correctly in corner cases.

2014-06-14 21:07:02 +02:00

test_sources.py

ENH: Add OHLC to simulated data source

2014-04-10 08:55:29 -04:00

test_tradesimulation.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms_talib.py

MAINT: Factor talib tests out to separate file.

2014-08-04 13:17:21 +02:00

test_transforms.py

BUG: Fix crash in transforms on malformed CUSTOM events.

2014-08-13 12:54:29 -04:00

test_utils.py

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

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