Nathan Wolfe cfe755855c ENH: Add PanelMinuteBarReader, use it in TradingAlgorithm.run. ...

TradingAlgorithm.run didn't support Panel minute bar data, and assumed
all Panel data was daily.

To rectify this, adding PanelMinuteBarReader class.
TradingAlgorithm.run decides whether to use it or PanelDailyBarReader
by assuming data is daily if and only if the time of day of every
Timestamp is identical.

2016-07-29 17:10:21 -04:00

..

bundles

TST: adds test bundle to builtins to make it easier to rebuild when the asset db changes

2016-07-26 13:34:58 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

MAINT: Remove adjusted arg to position of minute.

2016-04-14 09:56:48 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

data_portal.py

DEV: Change daily mode to use last minute of session instead of session itself.

2016-07-27 09:20:24 -04:00

future_pricing.py

ENH: Add initial commit for DataPortal and readers

2015-12-14 14:23:20 -05:00

loader.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

minute_bars.py

ENH: Add PanelMinuteBarReader, use it in TradingAlgorithm.run.

2016-07-29 17:10:21 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_loader.py

BUG: Implement sessions property for PanelDailyBarReader

2016-07-24 21:08:11 -04:00

us_equity_pricing.py

ENH: Makes working_dir work on Windows. Updates bundle core

2016-07-25 13:10:23 -04:00