catalyst

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Eddie Hebert e7405d04ad Rolls over existing PerformancePeriod.

Instead of doing the rollover by creating a new PerformancePeriod,
introduces a `rollover` method that resets the values that need
to be fresh in a new period, and moves the ending values to starting
values, and leaves positions intact.

This isn't a major runtime improvement in of itself, but it does
allow us to more easily keep track of position values from period
to period, which other improvements will use.

2013-01-14 21:47:13 -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

Rolls over existing PerformancePeriod.

2013-01-14 21:47:13 -05:00

gens

Adds _ prefix to decorate_source to imply internal usage.