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9 Commits
Author SHA1 Message Date
Jonathan Kamens 73faf9133e MAINT: Clean up imports of zipline.finance.trading 
Use "from zipline.finance import trading" instead of "import
zipline.finance.trading as trading".
 2013-10-29 13:50:14 -04:00
Eddie Hebert 37c56b9aa4 MAINT: Use Series throughout for daily returns. 
Remove the lists of DailyReturn objects in favor of using pd.Series
to store the return values.

Should make it easier to inspect the values when stepping through,
make the windowing of data to a certain range more facile by using,
and have some performance increases due to removing object creation
and member access.
 2013-10-19 23:06:18 -04:00
Eddie Hebert bfa94e9c91 ENH: Approximate stats for the first day of minute emission. 
Volatility needs mulitple values to calculate the stddev,
so provide a day with zero returns to base the first day against.
 2013-10-10 18:37:53 -04:00
Eddie Hebert 6f9a03aa76 MAINT: Use return scalars in performance instead of object. 
Remove another case of creating a DailyReturn object, in favor
of passing the return scalar directly to the risk module.
 2013-10-02 15:57:00 -04:00
Eddie Hebert ac6a15f20a MAINT: Use pandas normalize_date instead of datetime.replace 
Continue standardizing on using the date normalization provided
by pandas.
 2013-10-02 15:52:16 -04:00
Eddie Hebert df9575982a MAINT: Remove extra Series creation in performance to risk. 
Instead of creating a new Series object each time values are
passed from performance to risk, pass the scalar values directly.
 2013-10-01 17:06:59 -04:00
Eddie Hebert 20113872ee MAINT: Use a Series for returns instead of list. 
Make the granularity and range of the returns more explicit.
 2013-10-01 16:48:26 -04:00
Eddie Hebert 052e9b6b95 MAINT: Remove extra assignment of emission rate. 
Remove a doubled line in performance tracker.
 2013-09-27 15:15:21 -04:00
Eddie Hebert 9dd52be73b MAINT: Split performance module into submodules. 
So that when searching code for `returns` and `update`, it is
easier to discern which performance class is affected.

Should be no functional changes.
 2013-09-26 13:38:27 -04:00