Eddie Hebert 23076ae7f1 Allows for collapsed orders by changing the current order filter. ...

Changes our filter so that instead of just checking for the current
day, we ensure that orders are before or on the current event time.

This adds a delay, (defaulting to one minute), to the order so that we
avoid filling an order exactly when it is placed.

2012-10-11 13:42:53 -04:00

..

finance

Removes extra assert.

2012-10-10 16:17:06 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm.py

refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.

2012-10-10 16:06:32 -04:00

test_delayed_signals.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_exception_handling.py

refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.

2012-10-10 16:06:32 -04:00

test_finance.py

Allows for collapsed orders by changing the current order filter.

2012-10-11 13:42:53 -04:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_optimize.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.

2012-10-10 16:06:32 -04:00

test_risk.py

Removes commented out reference to old project logging.

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

test_sorting.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_sources.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_transforms.py

refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.

2012-10-10 16:06:32 -04:00