fawce a48db838c1 refactored transforms to be a package. added vwap, moving average, returns. basic tests for calculations, need to add a test to run the calculations in a zipline.

2012-05-08 13:07:55 -04:00

..

transforms

refactored transforms to be a package. added vwap, moving average, returns. basic tests for calculations, need to add a test to run the calculations in a zipline.

2012-05-08 13:07:55 -04:00

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

performance.py

removed lines sending messages to the control channel, simplified logic for handling max loss case, DONE'ing trading client on max loss. Zipline continues to run until all components are finished.

2012-04-24 17:51:02 -04:00

risk.py

added boolean to results for exceeding max losses in a single simulated day.

2012-04-23 15:10:44 -04:00

trading.py

added initialize method to the algorithm protocol.

2012-05-02 21:05:01 -04:00