Eddie Hebert 95b379d567 BUG: Fix misalignment of downside series calc when using exact dates. ...

An oddity that was exposed while working on making the return series
passed to the risk module more exact, the series comparison between
the returns and mean returns was unbalanced, because the mean returns
were not masked down to the downside data points; however, in most,
if not all cases this was papered over by the call to `.valid()`

2014-03-27 20:51:48 -04:00

..

data

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

examples

MAINT: Use more exact boolean checks for pandas structures.

2014-01-29 17:13:13 -05:00

finance

BUG: Fix misalignment of downside series calc when using exact dates.

2014-03-27 20:51:48 -04:00

gens

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

sources

ENH: Add simulated random trade source.

2014-03-22 21:22:22 -04:00

transforms

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

utils

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

__init__.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

algorithm.py

MAINT: Use current_data instead of last_sale_price

2014-03-27 15:25:14 -04:00

api.py

Add symbol to __all__

2014-03-26 17:52:35 +09:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

PERF: Remove alias_dt transform in favor of property on SIDData.

2014-03-07 10:55:59 -05:00

test_algorithms.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

version.py

Adds Apache 2.0 license header to source files.

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