fawceandEddie Hebert f8ce7d944b ENH: Add downsampling to BatchTransform. ...

So that with minute data, 2.5 orders of magnitude of data can
be cut, allowing for longer window_lenghts, when the daily
values are what are desired for a signal.

2013-10-11 16:48:08 -04:00

..

performance

ENH: Add downsampling to BatchTransform.

2013-10-11 16:48:08 -04:00

risk

BUG: Ensure compounded_log_returns set on first dt.

2013-10-11 13:06:11 -04:00

__init__.py

MAINT: Add default import of trading of module.

2013-08-19 15:21:48 -04:00

blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -04:00

commission.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

constants.py

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

slippage.py

MAINT: Return orders alongside transactions from slippage simulate.

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

trading.py

MAINT: Move market minute function into trading environment.

2013-10-09 14:46:53 -04:00