Commits

Branch selector

 master

User selector

All users

Datepicker

All time

Commit History

Commits on Apr 22, 2013

• MAINT: Generate perfomance message only once per bar for minute mode.

  Show description for 8937ac1
  

  Eddie Hebert

  committed
  8937ac1

  Copy full SHA for 8937ac1

• BUG: Fix grouping of events streamed through blotter.

  Show description for 3811df7
  

  fawce

  authored and

  Eddie Hebert

  committed
  3811df7

  Copy full SHA for 3811df7

• STY: Tweak whitespace in comment.

  

  Eddie Hebert

  committed
  a1e3222

  Copy full SHA for a1e3222

• STY: Add space after comma in order docstring.

  

  Eddie Hebert

  committed
  32d57ef

  Copy full SHA for 32d57ef

• BUG: Fix treasury loading.

  Show description for 097c225
  

  Eddie Hebert

  committed
  097c225

  Copy full SHA for 097c225

• ENH: Stream benchmark and treasury data when downloading

  Show description for 4ba35d7
  

  richafrank

  authored and

  Eddie Hebert

  committed
  4ba35d7

  Copy full SHA for 4ba35d7

Commits on Apr 18, 2013

• TST: Refactor so tests can exercise internal methods in blotter.

  

  fawce

  authored and

  Eddie Hebert

  committed
  ca0bce1

  Copy full SHA for ca0bce1

• BUG: Fix emission of order updates.

  Show description for bc95c3a
  

  fawce

  authored and

  Eddie Hebert

  committed
  bc95c3a

  Copy full SHA for bc95c3a

Commits on Apr 17, 2013

• DOC: Fix documentation compilation

  

  benmccann

  authored and

  Eddie Hebert

  committed
  fc4d563

  Copy full SHA for fc4d563

Commits on Apr 16, 2013

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

  Show description for bf1fc42
  

  Eddie Hebert

  committed
  bf1fc42

  Copy full SHA for bf1fc42

• TST: Use 9:31 AM EST for first minute of minute performance tests.

  

  Eddie Hebert

  committed
  9f0500a

  Copy full SHA for 9f0500a

• STY: Move import in test to top of file.

  

  Eddie Hebert

  committed
  e7d64fa

  Copy full SHA for e7d64fa

• TST: Prevent random integer during unit test from exceeding bounds.

  

  Eddie Hebert

  committed
  5a73ec7

  Copy full SHA for 5a73ec7

• MAINT: Add empty values for risk metric calculated components.

  Show description for 643d556
  

  Eddie Hebert

  committed
  643d556

  Copy full SHA for 643d556

Commits on Apr 15, 2013

• TST: When comparing dicts, ensure they have the same keys.

  Show description for e8f6b43
  richafrank

  committed
  e8f6b43

  Copy full SHA for e8f6b43

• BUG: Perf tracker should emit perf messages only for TRADE events

  richafrank

  committed
  d487401

  Copy full SHA for d487401

• BUG: Fix environment minute date range start and volume.

  Show description for 4ff4974
  

  Eddie Hebert

  committed
  4ff4974

  Copy full SHA for 4ff4974

• ENH: Stream benchmark returns as events.

  Show description for 9099d30
  

  Eddie Hebert

  committed
  9099d30

  Copy full SHA for 9099d30

• MAINT: Use pd.Series for benchmarks and algorithm returns in risk.

  Show description for 6210467
  

  Eddie Hebert

  committed
  6210467

  Copy full SHA for 6210467

• BUG: Zero out the microsecond attribute of datetimes

  Show description for 2dbafd5
  richafrank

  committed
  2dbafd5

  Copy full SHA for 2dbafd5

• TST: Removes unused members in set up from TestPerformanceTracker.

  

  Eddie Hebert

  committed
  cc322af

  Copy full SHA for cc322af

Commits on Apr 14, 2013

• ENH: Send transactions and orders as standalone events.

  Show description for 35f57ad
  

  Eddie Hebert

  committed
  35f57ad

  Copy full SHA for 35f57ad

Commits on Apr 12, 2013

• TEST: Ensure that test_transforms's algos are passed sim_params.

  

  Eddie Hebert

  committed
  cfbbbe2

  Copy full SHA for cfbbbe2

• TST: Group test trades for transaction simulator by date.

  Show description for 48a691e
  

  Eddie Hebert

  committed
  48a691e

  Copy full SHA for 48a691e

• TST: Remove unused trade_delay parameter from transaction_sim method.

  

  Eddie Hebert

  committed
  3883f79

  Copy full SHA for 3883f79

Commits on Apr 11, 2013

• BUG: Ensure that correct dates are emitted during entire minute rate.

  Show description for 6a3c35c
  

  Eddie Hebert

  committed
  6a3c35c

  Copy full SHA for 6a3c35c

• DEV: Allow test_minute_tracker to run by itself.

  Show description for 575d68a
  

  Eddie Hebert

  committed
  575d68a

  Copy full SHA for 575d68a

Commits on Apr 10, 2013

• ENH: Emit a rollup of day's performance in minutely emission mode.

  Show description for d21b500
  

  Eddie Hebert

  committed
  d21b500

  Copy full SHA for d21b500

• BUG: Fix extra minutely performance period during minute performance.

  Show description for e03d51f
  

  Eddie Hebert

  committed
  e03d51f

  Copy full SHA for e03d51f

• BUG: Move minutely performance period end time forward in time.

  Show description for 5a7039a
  

  Eddie Hebert

  committed
  5a7039a

  Copy full SHA for 5a7039a

• MAINT: nit: "nose==1.3.0" instead of "nose==1.3"

  

  Jonathan Kamens

  committed
  d61c6c0

  Copy full SHA for d61c6c0

Commits on Apr 9, 2013

• BUG: Ensure algorithm tests use test simulation parameters.

  Show description for ccc6cd8
  

  Eddie Hebert

  committed
  ccc6cd8

  Copy full SHA for ccc6cd8

• MAINT: Remove parameters from test that tests lack of parameters.

  Show description for 8997b4f
  

  Eddie Hebert

  committed
  8997b4f

  Copy full SHA for 8997b4f

• BUG: Fix start and end dates of simulation parameters used in tests.

  Show description for 57db5bc
  

  Eddie Hebert

  committed
  57db5bc

  Copy full SHA for 57db5bc

• MAINT: Convert per share cost to float during init.

  Show description for 23ff65a
  

  Eddie Hebert

  committed
  23ff65a

  Copy full SHA for 23ff65a

Pagination

Previous

Next