Eddie Hebert 4c761c6708 Prevents entire data panel being collapsed when a stock stops trading. ...

The call to `Panel.dropna` after the fillna was deleting all values,
if a stock stopped trading mid run and thus provided volume 0.

i.e. if any sid had 0 non-null values the entire panel of frames
would be truncated.

It's possible to avoid the collapse via by adding the `how='all'` flag
to `dropna`, however with the current tick based creation of the panel,
the `dropna` with `how='all'` should be functionally equivalent to
not dropping at all.

The dropna has been dropped in favor of leaving the drop to algorithm
code.

2013-02-21 11:32:20 -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

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -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