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catalyst
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d67e5d7a4bee9030c94b17b9cd3f2d5724b5e820
catalyst
/
zipline
/
utils
T
History
fawce
and
Eddie 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
..
__init__.py
performance tweak on ndict's frozenset.
2012-05-25 11:11:18 -04:00
date_utils.py
Remove unused ISO 8601 stuff from Zipline
2012-12-11 13:54:59 -05:00
factory.py
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
protocol_utils.py
flake8 cleanup to protocol_utils
2012-10-16 16:35:23 -04:00
simfactory.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
test_utils.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
tradingcalendar_lse.py
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
tradingcalendar.py
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