fawceandEddie Hebert d67e5d7a4b factory had a bug in the creation of trade history that traversed daylight savings time changes. added a fix and a test.

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

..

data

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

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

examples

Fixes an incorrect order in examples.

2013-02-01 18:17:23 +02:00

finance

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

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

gens

Adds dividends to performance tracking.

2013-02-06 16:39:39 -05:00

sources

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00

transforms

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

utils

factory had a bug in the creation of trade history that traversed daylight savings time changes. added a fix and a test.

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

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.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

MESSAGES.py

Don't let record_variables be used after initialize.

2013-02-11 14:44:46 -05:00

protocol.py

Fixes dictionary-style lookup on Position and Portfolio.

2013-01-27 22:49:20 -05:00

test_algorithms.py

Removes unused test transform.

2013-02-01 21:05:49 -05:00

version.py

Adds Apache 2.0 license header to source files.

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