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1 Commits

Author SHA1 Message Date
Eddie Hebert d31303b86c ENH: Add basis for minute rate emission of performance.
- Create different benchmark containers in performance
  depending on emission rate.
- Add a minute close method which updates algorithm and
  benchmark returns, and calculates the risk metrics
  depending on those methods.
- Provide fake 0.0 values for annualized metrics like
  sharpe, sortino, and information, until we figure out
  how they should be treated in the context of minutely
  calculation.

*NOTE* This does not fully work without the changes to the
simulation loop by @fawce
2013-04-25 16:49:38 -04:00