fawce 045773264b ENH: Adds a flag for optionally not serializing positions. ...

So that both computational and memory overhead is reduced,
this turns off serializing positions for cumulative performance.

Positions were essentially being doubled up by being stored
in both cumalative and daily.

2013-03-08 15:06:41 -05:00

..

data

ENH: Improves handling of edge case in data update.

2013-03-04 21:54:11 -05:00

examples

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

finance

ENH: Adds a flag for optionally not serializing positions.

2013-03-08 15:06:41 -05:00

gens

Adds dividends to performance tracking.

2013-02-06 16:39:39 -05:00

sources

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

transforms

incorporating feedback from @richafrank

2013-03-06 16:49:31 -05:00

utils

ENH: Adjust OHLC when loading bars to remove split/dividend noise

2013-03-06 11:04:24 -05:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

MESSAGES.py

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

protocol.py

MAINT: Moved DailyReturn to protocol module to break circular references

2013-03-01 16:05:39 -05:00

test_algorithms.py

incorporating feedback from @richafrank

2013-03-06 16:49:31 -05:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00