Joe Jevnik f8f7f2fc4c ENH: Allows history to be dynamic and grow the container at runtime. ...

Previously, all specs had to be pre-allocated by using the 'add_history'
function. This is now no longer required and instead serves as a hint to
the HistoryContainer to pre-allocate the space for the given spec.

History can grow by increasing the length for a frequency, adding a
frequency, or adding a field. It can grow with any combination of
these.

HistoryContainer now is aware of the data_frequency of the algorithm,
and no longer uses the daily_at_midnight flag; instead, this is the
default behavior.

2014-11-03 15:57:44 -05:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

utils

ENH: Does value checking for time offsets for market_open and market_close

2014-10-20 17:17:34 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

history_cases.py

ENH: Allows history to be dynamic and grow the container at runtime.

2014-11-03 15:57:44 -05:00

test_algorithm_gen.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_algorithm.py

DEV: Add tz kwarg to get_datetime.

2014-10-23 00:59:50 -04:00

test_batchtransform.py

ENH: Allows history to be dynamic and grow the container at runtime.

2014-11-03 15:57:44 -05:00

test_blotter.py

TST: Add tests for behavior of rejected/held orders.

2014-08-06 15:00:26 -04:00

test_cli.py

TST: Add tests for parse_args().

2014-05-07 15:34:41 -04:00

test_events_through_risk.py

MAINT: One way to set sim_params and data_frequency.

2014-06-30 17:28:02 +02:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

BLD/STY: Upgrade to latest versions of lint checkers.

2014-05-30 12:44:10 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

test_history.py

ENH: Allows history to be dynamic and grow the container at runtime.

2014-11-03 15:57:44 -05:00

test_perf_tracking.py

MAINT: Replace iterkv with iteritems.

2014-10-22 17:25:37 +02:00

test_rolling_panel.py

DEV: Overhaul core history logic.

2014-09-29 14:42:57 -04:00

test_sources.py

MAINT: Check attributes instead of contains for event fields.

2014-09-08 11:09:41 -04:00

test_tradesimulation.py

ENH: A TradingAlgorithm method called before each trading day

2014-09-03 18:07:51 -04:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms_talib.py

MAINT: Factor talib tests out to separate file.

2014-08-04 13:17:21 +02:00

test_transforms.py

BUG: Fix crash in transforms on malformed CUSTOM events.

2014-08-13 12:54:29 -04:00