Eddie Hebert 29a80c2f98 MAINT: Store sharpe values in a DataFrame instead of list. ...

Eventually, all cumulative metrics, (alpha, beta, etc.) will be
stored in the same DataFrame

For easier tracking of dt to values during debugging, but should be
some performance gains as well.

2013-09-19 21:55:28 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

risk

TST: Correct annualization of Sharpe in answer key.

2013-08-16 14:26:59 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Added tests for new order methods.

2013-08-08 15:55:08 -04:00

test_batchtransform.py

BUG: Typo in test_batchtransfom.

2013-08-08 16:01:22 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

MAINT: Store sharpe values in a DataFrame instead of list.

2013-09-19 21:55:28 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_finance.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_minute_risk.py

MAINT: Split apart risk metrics classes.

2013-08-06 17:21:34 -04:00

test_perf_tracking.py

BUG: Fix div-by-zero error in cost_basis adjustment.

2013-08-27 13:24:06 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_sources.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_tradingcalendar.py

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00