Richard Frank 54063854aa Forward-fill missing treasury data ...

To handle, for instance, Columbus Day (Oct 10),
on which there is no treasury data.

We're only forward-filling data now, and
no longer searching both back and forward in time.

2012-12-14 17:29:27 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes event window length in example algo.

2012-11-20 16:38:56 -05:00

finance

Forward-fill missing treasury data

2012-12-14 17:29:27 -05:00

gens

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

sources

Converts data frame source over to using DataSource base object.

2012-11-19 17:30:16 -05:00

transforms

Revert "BUG: EventWindow now always contains constant number of days."

2012-12-11 12:12:51 -05:00

utils

Merge pull request #42 from quantopian/iso8061_to_8601

2012-12-12 16:47:55 -08:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Allows the capital base of an algorithm to be more easily modified.

2012-12-04 10:42:58 -05:00

MESSAGES.py

Updates flake8 to latest.

2012-10-22 11:57:16 -04:00

protocol.py

Removes unused constant and redirection of imports.

2012-10-15 22:57:06 -04:00

test_algorithms.py

STY: Renamed fillna to clean_nans.

2012-12-06 17:23:26 -05:00

version.py

Adds Apache 2.0 license header to source files.

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