Eddie Hebert eb42d4bfbd BUG: Fix tradesimulation index into perf results when emitting minutely. ...

The indexing into performance results during the simulation loop fails
when emitting minutely since 'daily_perf' only exists on daily performance
results, not the minutely results.

Fix by making the key used to index into performance results depend
on the emission rate.

2013-04-04 17:16:38 -04:00

..

data

BUG: Fix error during benchmark update over empty period.

2013-04-02 11:13:26 -04:00

examples

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

finance

MAINT: Use searchsorted instead of bisect on treasury curves.

2013-04-04 13:44:22 -04:00

gens

BUG: Fix tradesimulation index into perf results when emitting minutely.

2013-04-04 17:16:38 -04:00

sources

MAINT: Moves create_trade out of gens.utils

2013-03-25 23:51:25 -04:00

transforms

added more acceptable number types for event fields in batch

2013-03-20 02:21:44 -04:00

utils

MAINT: Use trading day increment instead of timedelta in test factory.

2013-04-01 23:52:50 -04:00

__init__.py

REF: Import interface.

2013-03-15 13:07:44 -04:00

algorithm.py

MAINT: Factored out _create_data_generator helper method

2013-04-03 16:04:33 -04:00

errors.py

MAINT: added typed errors module

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

protocol.py

ENH: added a CUSTOM datasource type for custom data.

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

test_algorithms.py

MAINT: Removes unused frame_count member from algorithm class.

2013-03-19 20:36:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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