Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Dividends as DataFrame #370

Merged
merged 5 commits into from Jul 19, 2014
Merged

Dividends as DataFrame #370

merged 5 commits into from Jul 19, 2014

Conversation

ssanderson
Copy link
Contributor

Replace support for supplying dividends in the event stream with an API for supplying a DataFrame of dividends to TradingAlgorithm.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 9b55a0a on dividend_table into 9b01d78 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling f1f5653 on dividend_table into 9b01d78 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 9caf7e1 on dividend_table into 9b01d78 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 30efdf3 on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 788b82f on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 788b82f on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 788b82f on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 788b82f on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 93dc37f on dividend_table into 4980928 on master.

@coveralls
Copy link

Coverage Status

Coverage increased (+0.01%) when pulling 8f6bdd9 on dividend_table into eae41b8 on master.

@coveralls
Copy link

Coverage Status

Coverage decreased (-0.08%) when pulling 308bd43 on dividend_table into e139294 on master.

@coveralls
Copy link

Coverage Status

Coverage decreased (-0.02%) when pulling 308bd43 on dividend_table into e139294 on master.

@ssanderson
MAINT: Refactor AlgorithmSimulator.transform.
0176279 
Breaks out the main snapshot processing loop into its own function, and does
some minor variable renaming-shuffling.

Adds `TradingAlgorithm.on_dt_changed`, a function to be called when the
simulation dt changes, prior to processing any events.

There should be no difference in behavior as a result of this change.
@ssanderson
MAINT: Add comments and rename methods in PerformanceTracker.
a843194 
The function that handles a market close for daily frequency changed from
`handle_market_close` to `handle_market_close_daily`.

The function that is called at on the closing minute each day when running
minutely changed from `handle_intraday_close` to
`handle_intraday_market_close`.
@ssanderson
ENH: Remove dividends from the event stream.
4712891 
Removes support for handling dividends as part of the algorithm
simulation stream, replacing it with an API in `TradingAlgorithm` for
supplying dividends as a DataFrame.
@ssanderson
STY: In test_perf_tracking, import datetime/timedelta via from-import.
1039919
@ssanderson
DOC: Rename 'guid' to 'id' in dividend tracking logic.
d610ea0
@coveralls
Copy link

Coverage Status

Coverage decreased (-0.08%) when pulling d610ea0 on dividend_table into 8d16efc on master.

@ssanderson ssanderson merged commit d610ea0 into master Jul 19, 2014
@ehebert ehebert deleted the dividend_table branch February 2, 2015 20:17
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers
No reviews
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

None yet
2 participants
@ssanderson @coveralls