Eddie Hebert 3164aa9016 BUG: Make covariance match values in answer key. ...

The np.cov call needs a ddof of 0 to match the answer key, which uses
Excel's VAR.

When switching np.cov to use a ddof of 0, the benchmark variance is
no longer the 4th quadrant of the cov result, so use np.var directly.

2013-07-23 11:30:48 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

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

risk

BUG: Make covariance match values in answer key.

2013-07-23 11:30:48 -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 testing of order timings and price.

2013-07-17 19:56:55 -04:00

test_batchtransform.py

ENH: Make RollingPanel update itself if new fields arrive.

2013-06-20 19:36:22 -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

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -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

MAINT: Pass order emitted from slippage up to tradesimulation.

2013-06-20 12:36:49 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_perf_tracking.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -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