Eddie Hebert 7059ba1e6a PERF: Avoid using attribute access in inner event processing. ...

Reduce overhead of the attribute access of grabbing the process_event
and process_trade from both the algorithm object and the perf_tracekr or
blotter, by assigning those functions to a variable once per snapshot.

2015-02-12 16:14:09 -05:00

..

data

BUG: Fix price caching for tickers with '/' char

2014-11-19 11:26:27 +01:00

examples

MAINT: Replace old ema_talib example with new one.

2014-12-19 14:04:27 +01:00

finance

PERF: make next_window_start faster

2015-02-10 16:34:32 -05:00

gens

PERF: Avoid using attribute access in inner event processing.

2015-02-12 16:14:09 -05:00

history

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

resources/security_lists/leveraged_etf_list/20150126

first edition of leveraged etf list

2015-02-05 13:57:28 -05:00

sources

MAINT Increase default volume from 1000 to 1e9

2015-02-12 16:42:52 +01:00

transforms

ENH: Replaces the simple transforms with history calls. Switches

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

utils

PERF: History Perf Enhancements

2015-02-11 06:25:53 -05:00

__init__.py

Bump version: 0.7.0rc1 → 0.7.0

2014-07-25 19:34:49 +02:00

algorithm.py

ENH Allow order_percent to work with various market values

2015-02-12 14:15:20 +01:00

api.py

BUG: Various functions were missing from the API.

2014-12-31 09:43:35 +01:00

errors.py

ENH: Makes schedule_function work in daily mode.

2014-11-06 10:49:49 -05:00

protocol.py

adding gross leverage to the perf packet.

2014-12-19 11:31:59 -05:00

test_algorithms.py

ENH Allow order_percent to work with various market values

2015-02-12 14:15:20 +01:00

version.py

Adds Apache 2.0 license header to source files.

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