Thomas Wiecki d468d05ba4 Removes optimize directory and optimize unittests which live on a separate branch yet. Was not functional yet and should thus not be in the main branch.

2012-10-22 08:51:30 -04:00

..

data

Adds a loader for market data when it doesn't exist locally.

2012-10-19 11:19:14 -04:00

finance

Accounts for negative values when creating compounded returns.

2012-10-19 11:18:26 -04:00

gens

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

transforms

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

utils

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

__init__.py

Provides an iterative version of risk metrics.

2012-10-17 23:41:30 -04:00

algorithm.py

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

MESSAGES.py

added messages file...

2012-10-10 16:10:30 -04:00

protocol.py

Removes unused constant and redirection of imports.

2012-10-15 22:57:06 -04:00

sources.py

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

test_algorithms.py

Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

2012-10-19 18:10:51 -04:00

version.py

Adds Apache 2.0 license header to source files.

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