Eddie Hebert 080c54d4dc MAINT: Accounts for possible floating point rounding in slippage. ...

Uses numpy's allclose instead of straight comparison of floating
points, so that there is some tolerance of floating point rounding.

2013-03-12 19:40:24 -04:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

commission.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

constants.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

performance.py

ENH: Adds a flag for optionally not serializing positions.

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

risk.py

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

2013-02-18 10:24:32 -05:00

slippage.py

MAINT: Accounts for possible floating point rounding in slippage.

2013-03-12 19:40:24 -04:00

trading.py

MAINT: Moved DailyReturn to protocol module to break circular references

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