Eddie Hebert 5422970d13 BUG: Stop intraday performance from emitting all transactions. ...

The intraday performance results were emitting all transactions
for the entire day up to that point, instead of the desired transaction
list for the current timestamp.

Add a `dt` parameter to the `to_dict` method of PerformancePeriod so
that the transactions are limited to a specific datetime.
When the parameter is `None`, a todays_performance object will
function as previously with returning all transactions for the day.
 # Please enter the commit message for your changes. Lines starting

2013-04-05 13:55:04 -04:00

..

finance

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

2013-02-18 10:24:32 -05:00

test_algorithm.py

updated run method to use sim_params.

2013-02-18 10:24:32 -05:00

test_exception_handling.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

test_finance.py

ENH: Adds new order types.

2013-03-19 14:32:11 -04:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

BUG: Stop intraday performance from emitting all transactions.

2013-04-05 13:55:04 -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

MAINT: Remove saving of treasury duration.

2013-04-04 13:44:22 -04:00

test_risk.py

MAINT: Remove unused members from risk test module.

2013-04-03 13:56:26 -04:00

test_sources.py

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

test_tradingcalendar.py

Fix flake8 problem

2013-02-21 11:13:18 -05:00

test_transforms.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

test_utils.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00