fawce b8144cea2a added tests to ensure: ...

- repeated calls with the same data window do not update batch transform
    windows.
    - repeated calls with the same data and same supplemental parameters do
    not update batch transform results
    - repeated calls with the same data and different supplemental params
    do update batch transform results

2013-03-05 22:59:31 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

2012-11-19 12:49:09 -05:00

mavg.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

returns.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

stddev.py

BUG: Fixes error due to floating point rounding in stddev calc.

2013-02-28 22:20:45 -05:00

utils.py

added tests to ensure:

2013-03-05 22:59:31 -05:00

vwap.py

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00