Eddie Hebert 9099d301f3 ENH: Stream benchmark returns as events. ...

Instead of creating a list of benchmarks in the risk module,
stream benchmarks through the system as events, starting from the
algorithm generator.

Works towards more easily setting arbritrary pricing data as
a a benchmark, as well as working towards live minutely benchmarks.

2013-04-15 11:43:13 -04:00

..

data

BUG: Zero out the microsecond attribute of datetimes

2013-04-15 10:44:44 -04:00

examples

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

finance

ENH: Stream benchmark returns as events.

2013-04-15 11:43:13 -04:00

gens

ENH: Send transactions and orders as standalone events.

2013-04-14 18:59:57 -04:00

sources

BUG: Zero out the microsecond attribute of datetimes

2013-04-15 10:44:44 -04:00

transforms

ENH: Stream benchmark returns as events.

2013-04-15 11:43:13 -04:00

utils

BUG: Zero out the microsecond attribute of datetimes

2013-04-15 10:44:44 -04:00

__init__.py

REF: Import interface.

2013-03-15 13:07:44 -04:00

algorithm.py

ENH: Stream benchmark returns as events.

2013-04-15 11:43:13 -04:00

errors.py

MAINT: added typed errors module

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

protocol.py

ENH: Stream benchmark returns as events.

2013-04-15 11:43:13 -04:00

test_algorithms.py

MAINT: Removes unused frame_count member from algorithm class.

2013-03-19 20:36:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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