Eddie Hebert 6afc85c17d BUG: Fix missing and delayed transaction last_sale_price's. ...

Critical that trade events be last, so that the perf tracker's
position information be updated with both the transaction and
the trade for last_sale.

Without, the first transaction would be recorded with a last_sale
of 0.

With @fawce

2013-05-06 16:28:47 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

MAINT: Shortened time frame over which examples are run to speed up tests.

2013-05-02 16:54:57 -04:00

finance

ENH: Allow algorithm to run past end of trading.environment history.

2013-05-06 15:09:56 -04:00

gens

BUG: Fix missing and delayed transaction last_sale_price's.

2013-05-06 16:28:47 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

exposes stateful transform's window length

2013-05-01 22:05:06 -04:00

utils

added a fake window_length to be compatible

2013-05-01 22:42:17 -04:00

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

algorithm.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

ENH: new order management methods:

2013-04-26 19:46:00 -04:00

test_algorithms.py

ENH: Add support for TALib based transforms.

2013-04-30 17:35:56 -04:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00