Thomas Wiecki b87d454938 BUG: Add bar kwarg to batch_transform. ...

Before the change to the RollingPanel, window_length
specified the number of days that should be in a window.

The previous commit broke this if data was minute resolution.

By passing bar='minute' to the batch_transform we internally
multiply the window_length by 60*6.5 to have a full day.

Also adds a (still rudamentary) test for batch_transform
with minute data.

2013-05-13 16:42:58 -04:00

..

__init__.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

data.py

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -04:00

date_utils.py

Remove unused ISO 8601 stuff from Zipline

2012-12-11 13:54:59 -05:00

factory.py

BUG: Add bar kwarg to batch_transform.

2013-05-13 16:42:58 -04:00

math_utils.py

BUG: Fix time spent checking equality of floating point numbers.

2013-04-16 13:09:26 -04:00

protocol_utils.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00

simfactory.py

allows config to force no datasources by passing a None.

2013-03-21 15:13:56 -04:00

test_utils.py

added a fake window_length to be compatible

2013-05-01 22:42:17 -04:00

tradingcalendar_lse.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

tradingcalendar.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00