Thomas Wiecki daf29c2d39 ENH: Add granularity and annualizer arguments to TradingAlgorithm. Accompanying doc string and unittest.

2012-12-20 12:49:24 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes event window length in example algo.

2012-11-20 16:38:56 -05:00

finance

Forward-fill missing treasury data

2012-12-14 17:29:27 -05:00

gens

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

sources

BUG: Adding of new fields to data panel source should be inside of if-statement.

2012-12-19 10:08:20 -05:00

transforms

Revert "BUG: EventWindow now always contains constant number of days."

2012-12-11 12:12:51 -05:00

utils

ENH: Added DataPanelSource.

2012-12-13 12:55:05 -05:00

__init__.py

Removed optimize from __init__.py file.

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

algorithm.py

ENH: Add granularity and annualizer arguments to TradingAlgorithm. Accompanying doc string and unittest.

2012-12-20 12:49:24 -05:00

MESSAGES.py

Updates flake8 to latest.

2012-10-22 11:57:16 -04:00

protocol.py

Removes unused constant and redirection of imports.

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

test_algorithms.py

STY: Renamed fillna to clean_nans.

2012-12-06 17:23:26 -05:00

version.py

Adds Apache 2.0 license header to source files.

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