Eddie Hebert 73eb3f12f5 BUG: Prevent unintended keys from appearing in data bar. ...

The defaultdict behavior was allowing both algo code and
TradingAlgorithm wrappers to add unintended keys.

Remove use of defaultdict in favor of a dictionary that explicitly
adds the values in tradesimulation, otherwise allow a KeyError
if the bar is indexed with a sid that doesn't exist.

Also, when iterating over the keys in the data bar, only return
those keys that have pricing data.

2013-08-01 22:41:58 -04:00

..

data

ENH: Add function to download 10 year treasury data to use as a benchmark

2013-07-19 19:37:24 -04:00

examples

STY: Flake8 line break.

2013-08-01 17:14:56 -04:00

finance

fixing some bugs with splits (ratios and empty positions)

2013-07-24 15:26:15 -07:00

gens

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

sources

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

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

transforms

PERF: Remove deepcopy from EventWindow ticks.

2013-07-31 18:55:07 -04:00

utils

ENH: Use sort() instead of sorted() for efficiency

2013-07-24 12:43:26 -04:00

__init__.py

MAINT: Change relative library imports to use dot syntax.

2013-07-02 21:31:59 -04:00

algorithm.py

BUG: cum_perfs defined but not used.

2013-08-01 16:33:26 -04:00

errors.py

ENH: Add check to ensure transactions and orders are aligned.

2013-06-20 13:23:01 -04:00

protocol.py

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

test_algorithms.py

TST: Added testing of order timings and price.

2013-07-17 19:56:55 -04:00

version.py

Adds Apache 2.0 license header to source files.

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