Joe Jevnik 5a235bdaef ENH: allows users to specify the cutoff time for data query in blaze ...

loaders

This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.

2016-01-13 15:26:13 -05:00

..

__init__.py

MAINT: Rename ALL the things.

2015-10-01 18:03:53 -04:00

base.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_adjusted_array.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_adjustment.py

BUG: Fix hardcoded type repr in test.

2015-12-09 15:29:57 -05:00

test_blaze.py

ENH: allows users to specify the cutoff time for data query in blaze

2016-01-13 15:26:13 -05:00

test_earnings.py

MAINT: move some helpers to test_utils

2016-01-08 13:11:31 -05:00

test_engine.py

ENH: Change DollarVolume to AverageDollarVolume.

2015-12-28 16:12:11 -05:00

test_factor.py

ENH: Add EWMA and DollarVolume factors.

2015-12-11 22:13:27 -05:00

test_filter.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_frameload.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_numerical_expression.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_pipeline_algo.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_pipeline.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

test_term.py

TST: Add test case for adding columns in subclass

2015-12-29 10:12:39 -05:00

test_us_equity_pricing_loader.py

MAINT: Make load_adjusted_array return a dict.

2015-11-03 11:16:21 -05:00