Eddie Hebert a8e1647d6e Adds Hurricane Sandy related closings to non-trading days. ...

Adds the closings on 10/29/2012 and 10/31/2012 to the
trading calendar rules.

2012-12-04 14:16:30 -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

Fixed floating-point error in volume share slippage model

2012-11-29 12:13:35 -05:00

gens

Fix for slippage time getting out of sync with algo.

2012-11-27 13:38:50 -05:00

sources

Converts data frame source over to using DataSource base object.

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

transforms

ENH: replaced union with intersection in assert (more stringent).

2012-12-04 10:17:53 -05:00

utils

Adds Hurricane Sandy related closings to non-trading days.

2012-12-04 14:16:30 -05:00

__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

ENH: batch_transform now adds arbitrary keys to datapanel.

2012-12-03 13:41:37 -05:00

version.py

Adds Apache 2.0 license header to source files.

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