# # Copyright 2012 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. TRADING_DAYS_IN_YEAR = 250 TRADING_HOURS_IN_DAY = 6 MINUTES_IN_HOUR = 60 ANNUALIZER = {'daily': TRADING_DAYS_IN_YEAR, 'hourly': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY, 'minute': TRADING_DAYS_IN_YEAR * TRADING_HOURS_IN_DAY * MINUTES_IN_HOUR}