Thomas Wiecki f1ff9cee0d ENH: New example algorithm OLMAR.

2013-03-01 15:33:12 -05:00

..

data

created a new generator-backed trading environment for testing.

2013-02-18 23:35:38 -05:00

examples

ENH: New example algorithm OLMAR.

2013-03-01 15:33:12 -05:00

finance

MAINT: Removed unused prior_day_open from SimulationParameters

2013-03-01 13:21:28 -05:00

gens

Adds dividends to performance tracking.

2013-02-06 16:39:39 -05:00

sources

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

transforms

BUG: Fixes error due to floating point rounding in stddev calc.

2013-02-28 22:20:45 -05:00

utils

tradingcalendar was assuming eastern time when calculating its end date,

2013-02-19 19:08:24 -05:00

__init__.py

Removed optimize from __init__.py file.

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

algorithm.py

updated run method to use sim_params.

2013-02-18 10:24:32 -05:00

MESSAGES.py

Don't let record_variables be used after initialize.

2013-02-11 14:44:46 -05:00

protocol.py

Fixes dictionary-style lookup on Position and Portfolio.

2013-01-27 22:49:20 -05:00

test_algorithms.py

Fixes crashes when using numpy log on a batch transform data panel.

2013-02-19 11:20:04 -05:00

version.py

Adds Apache 2.0 license header to source files.

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