Thomas Wiecki b87d454938 BUG: Add bar kwarg to batch_transform. ...

Before the change to the RollingPanel, window_length
specified the number of days that should be in a window.

The previous commit broke this if data was minute resolution.

By passing bar='minute' to the batch_transform we internally
multiply the window_length by 60*6.5 to have a full day.

Also adds a (still rudamentary) test for batch_transform
with minute data.

2013-05-13 16:42:58 -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

BUG: Add bar kwarg to batch_transform.

2013-05-13 16:42:58 -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: Fix off-by-one error in TALib wrapper.

2013-05-11 15:42:27 -04:00

test_utils.py

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

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