Eddie Hebert b33243da63 BUG: Ensure that data_frequency set on algo is set on sim_params. ...

Set the data_frequency member of an algorithm on the sim_params
configuration object.

Though the extra setting is slightly redundant, it is needed to
ensure that the same data_frequency is used throughout.

Should fix a bug where an algo that was intended to be run in minute
mode was operating as if it were daily in performance.

Possible TODO: Remove data_frequency as a param to TradingAlgorithm,
in favor of only being a property of sim_params.

2013-05-09 03:44:51 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

MAINT: Shortened time frame over which examples are run to speed up tests.

2013-05-02 16:54:57 -04:00

finance

BUG: Fix out of order emission of performance with minutely data.

2013-05-08 21:20:25 -04:00

gens

BUG: Fix calculation of cumulative risk stats.

2013-05-07 19:21:20 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

BUG: Fix missing values from supplemental data in batch transform.

2013-05-07 18:17:08 -04:00

utils

added a fake window_length to be compatible

2013-05-01 22:42:17 -04:00

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

algorithm.py

BUG: Ensure that data_frequency set on algo is set on sim_params.

2013-05-09 03:44:51 -04:00

errors.py

MAINT: added typed errors module

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

protocol.py

ENH: new order management methods:

2013-04-26 19:46:00 -04:00

test_algorithms.py

ENH: Add support for TALib based transforms.

2013-04-30 17:35:56 -04:00

version.py

Adds Apache 2.0 license header to source files.

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