David Edwards 17dd0d207d MAINT: Refactored RandomWalkSource ...

This makes the drift and standard deviation used in RandomWalkSource
keyword args to give the user more control over the price series that
are emitted.

The standard deviation of prices is very different at different frequencies,
users should have the ability to specify the standard deviation used.

The drift term should also be configurable to give the user more control.

2014-11-22 15:21:43 -08:00

..

__init__.py

ENH: Add simulated random trade source.

2014-03-22 21:22:22 -04:00

data_frame_source.py

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

data_source.py

MAINT: Use Python 3 compatible metaclass.

2014-01-07 11:58:01 -05:00

simulated.py

MAINT: Refactored RandomWalkSource

2014-11-22 15:21:43 -08:00

test_source.py

BUG: Fixes a bug in the test date_gen for non-daily timedeltas

2014-11-17 13:16:30 -05:00