Eddie Hebert ace2b5c9e9 PERF: Improve risk metrics update speed. ...

Remove the DataFrame of headline risk metrics, in favor of a numpy array
for each metric, like the underlying vectors.

2015-07-15 15:36:35 -04:00

..

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

resources/saved_state_archive

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

risk

PERF: Improve risk metrics update speed.

2015-07-15 15:36:35 -04:00

utils

STY: Flake8

2015-03-19 17:21:25 -04:00

__init__.py

Moved the test folder.

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

history_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

serialization_cases.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_algorithm_gen.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_algorithm.py

PERF: Change asset finder to be backed by sqlite3.

2015-07-14 09:54:38 -04:00

test_assets.py

PERF: Change asset finder to be backed by sqlite3.

2015-07-14 09:54:38 -04:00

test_batchtransform.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_blotter.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_cli.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_events_through_risk.py

PERF: Improve risk metrics update speed.

2015-07-15 15:36:35 -04:00

test_examples.py

TST: Simplify test_examples and convert to unittest TestCase

2015-04-30 14:24:30 -04:00

test_exception_handling.py

MAINT: Remove left over simple transform code.

2015-03-30 14:18:39 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

DEP: Removes use of 'count'-defined test sources

2015-05-28 12:29:33 -04:00

test_history.py

API: DataFrame/Panel sources expect integer sids, not identifiers

2015-07-01 13:43:31 -04:00

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_perf_tracking.py

PERF: Change asset finder to be backed by sqlite3.

2015-07-14 09:54:38 -04:00

test_pickle_serialization.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

test_rolling_panel.py

STY: Flake8

2015-03-19 17:21:25 -04:00

test_security_list.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_serialization.py

TEST: Object serialization test requires a trading environment

2015-05-12 15:25:44 -04:00

test_sources.py

ENH: Removes use of lookup_generic in DataFrame index mapping

2015-07-01 13:43:31 -04:00

test_tradesimulation.py

TST: One more overwrite_sim_params=False needed

2015-04-30 15:38:09 -04:00

test_tradingcalendar.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00

test_transforms_talib.py

API: DataFrame/Panel sources expect integer sids, not identifiers

2015-07-01 13:43:31 -04:00

test_transforms.py

DEP: Removes sids field from SimulationParameters

2015-07-01 13:43:31 -04:00

test_versioning.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00