Eddie Hebert afdb6c99af MAINT: Return orders alongside transactions from slippage simulate. ...

So that blotter.process_trade doesn't need to reindex the dictionary of
open orders, yield a tuple of (order, transaction) from simulate.

Also, update corresponding unit tests now that the method returns
a generator instead of a list.

2013-06-19 16:35:05 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

DEV: Make the other example charts larger as well

2013-06-14 15:47:44 -04:00

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

gens

BUG: Extend trading environment's trading days with extra_dates

2013-06-11 10:43:24 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

BUG: Fix updating of trading_days_total in minute.

2013-05-16 14:51:19 -04:00

utils

TST: Include the label in the failure message of isinstance asserts

2013-06-12 14:18:09 -04:00

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

algorithm.py

DOC: Fix docstring for TradingAlgorithm

2013-06-14 15:43:51 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

BUG: Fix bar data contains check when override is used.

2013-05-23 11:37:12 -04:00

test_algorithms.py

BUG: Add bar kwarg to batch_transform.

2013-05-13 16:42:58 -04:00

version.py

Adds Apache 2.0 license header to source files.

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