Thomas Wiecki 2be7014d51 ENH: Rewrite of batch_transform to use rolling panel. ...

- Added unittest to test for newly appearing sids.
- Fixed logic bug where window was only full after
  window_length+1 events got passed.

2013-04-29 15:30:40 -04:00

..

finance

MAINT: refactoring for orders api

2013-04-26 19:45:59 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

BUG: Fix environment minute date range start and volume.

2013-04-15 16:35:41 -04:00

test_algorithm.py

TST: Explicitly define the data frequency of record incr test.

2013-04-25 01:12:58 -04:00

test_batchtransform.py

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_exception_handling.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_finance.py

MAINT: refactoring for orders api

2013-04-26 19:45:59 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_perf_tracking.py

MAINT: refactoring for orders api

2013-04-26 19:45:59 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

MAINT: Use sim_params for risk metrics init.

2013-04-25 15:30:34 -04:00

test_risk.py

MAINT: Use pd.Series for benchmarks and algorithm returns in risk.

2013-04-15 11:37:21 -04:00

test_sources.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_tradingcalendar.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_transforms.py

TST: Move batch transform tests to their own file.

2013-04-26 23:56:35 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00