fawceandEddie Hebert 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

..

__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

Moves slippage transactions off of ndict.

2013-01-22 20:55:24 -05:00

trading.py

MAINT: Moved DailyReturn to protocol module to break circular references

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