Jonny Elliott 6979ae8d6a ENH: fast stochastic oscillator added (#1255) ...

ENH: fast stochastic oscillator added.

A fast stochastic oscillator has been added to the technical
factors. This is the simplest of the stochastic oscillators,
and can be used to build the others.

Tests have been added that compare against the values expected
from that of ta-lib STOCHF.

FastStochasticOscillator is marked as window_safe=True to allow taking
moving averages for smoothing.

2016-06-06 17:06:34 -04:00

..

data

BUG: Fixes reading and writing of daily bars first_trading_day attr

2016-06-02 13:41:09 -04:00

finance

MAINT: Adds first_trading_day arg to DataPortal

2016-06-02 13:16:43 -04:00

history

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00

pipeline

ENH: fast stochastic oscillator added (#1255)

2016-06-06 17:06:34 -04:00

resources

DOC/TEST: Add example algo using Pipeline.

2016-05-24 22:34:05 -04:00

risk

MAINT: Pass leverage instead of account to risk.

2015-12-16 15:32:48 -05:00

utils

ENH: adds with_metaclasses and tests for metautils

2016-05-12 15:58:19 -04:00

__init__.py

Moved the test folder.

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

test_algorithm.py

MAINT: Support the passing of a time rule positionally on the date_rule arg

2016-06-03 15:28:53 -04:00

test_api_shim.py

ENH: make BcolzMinuteBarWriter.write take iterable

2016-04-29 16:14:48 -04:00

test_assets.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_bar_data.py

ENH: make BcolzMinuteBarWriter.write take iterable

2016-04-29 16:14:48 -04:00

test_benchmark.py

MAINT: Adds first_trading_day arg to DataPortal

2016-06-02 13:16:43 -04:00

test_blotter.py

DEV: pull remove-open-orders logic into its own method

2016-05-10 20:14:44 -04:00

test_commissions.py

DEV: Re-implement commission models to return correct results in the case of multiple fills.

2016-05-23 21:19:06 -04:00

test_data_portal.py

MAINT: Adds first_trading_day arg to DataPortal

2016-06-02 13:16:43 -04:00

test_doctests.py

ENH: Add support for Classifiers.

2016-03-19 17:04:28 -04:00

test_examples.py

MAINT: Break reference cycle between algorithm and simulator

2016-06-03 11:24:43 -07:00

test_exception_handling.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_execution_styles.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_fetcher.py

DEV: Don't log an error if we can't find a matching asset/field/day triple in fetcher data

2016-04-25 09:47:18 -04:00

test_finance.py

MAINT: Adds first_trading_day arg to DataPortal

2016-06-02 13:16:43 -04:00

test_history.py

TST: Move tests that use minute data.

2016-06-02 14:39:43 -04:00

test_labelarray.py

BUG: Fix bytes/unicode issues in py3.

2016-05-05 01:46:35 -04:00

test_memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_panel_daily_bar_reader.py

BUG: Fix multiple bugs in PanelDailyBarReader.

2016-05-06 10:59:14 -04:00

test_perf_tracking.py

DEV: Adjust performance calculations for capital changes

2016-05-24 17:23:36 -04:00

test_security_list.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

test_testing.py

TST: move test_utils and adds test fixture classes

2016-03-10 15:39:52 -05:00

test_tradesimulation.py

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00

test_tradingcalendar.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00