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

..

data

STY: autopep8 codebase.

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

examples

STY: autopep8 codebase.

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

finance

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

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

gens

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

MAINT: Change shape of supplemental data to match batch data.

2013-09-16 11:51:22 -04:00

utils

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

__init__.py

REL: Add license to module init file.

2013-08-19 15:19:15 -04:00

algorithm.py

ENH: New order methods.

2013-08-08 15:54:59 -04:00

errors.py

BUG: TransactionVolumeExceedsOrder was referenced but not defined

2013-08-08 13:21:16 -04:00

protocol.py

ENH: Add support for asynchronous commission events.

2013-08-26 14:18:32 -04:00

test_algorithms.py

STY: autopep8 codebase.

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

version.py

Adds Apache 2.0 license header to source files.

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