catalyst

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Files

T

Eddie Hebert a64a1ee619 TST: Use pandas relativedelta for calendar end to account for leap year.

Some unit tests for test_tradingcalendar failed on 2015-03-01, because the
addition of 365 days put the end date at 2016-02-29; when the replaces
the year on that date it fails because there is no 2017-02-29.

Instead use relativedelta with a year argument which accounts for leap
years.

Fixes the following test failure:

```
======================================================================
ERROR: test_day_after_thanksgiving (tests.test_tradingcalendar.TestTradingCalendar)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "./tests/test_tradingcalendar.py", line 211, in test_day_after_thanksgiving
    tradingcalendar.end.replace(year=tradingcalendar.end.year + 1)
  File "tslib.pyx", line 297, in pandas.tslib.Timestamp.replace (pandas/tslib.c:7325)
ValueError: day is out of range for month

----------------------------------------------------------------------
Ran 1 test in 0.001s
```

2015-03-02 11:02:13 -05:00

__init__.py

STY: Rename run_algo to run_pipeline.

2014-05-07 15:34:42 -04:00

algo_instance.py

ENH: Replaces the simple transforms with history calls. Switches

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

api_support.py

ENH: Replaces the simple transforms with history calls. Switches

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

argcheck.py

ENH: Adds a new api method schedule_function.