jfkirk
67c56f768b
ENH: Adds auto-closing feature and implements for Futures
2015-07-31 10:38:44 -04:00
jfkirk
13180d5348
PERF: Removes unnecessary and expensive caching of values and exposures
2015-06-11 11:35:49 -04:00
jfkirk
7e5c638eb8
PERF: Removes asset lookups on every transaction
2015-06-11 11:35:49 -04:00
jfkirk
1b98d23b91
PERF: Removes asset lookups on ever trade event
2015-06-11 11:35:49 -04:00
jfkirk
b84ac01cbf
ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes
2015-06-11 11:35:49 -04:00
warren-oneill
44fbdff4ac
added CLOSE_POSITION as source type, added pt.close_position_event(), added process_close_postion(), added close processing to tradesimulation, added unittest for close_position_event
2015-06-04 14:23:46 +02:00
Dale Jung and Eddie Hebert
7892a6943f
RFT: Remove Position management from PerformancePeriod. This cuts down
...
on the number of per-tick update that occur since they were duplicated
per each PerformancePeriod. Also opens up the path to cythonizing the
entire object
2015-03-18 22:48:14 -04:00
jfkirk