Ryan DayandEddie Hebert 4d56f57468 Add the information ratio to risk metrics. ...

Calculates relative to the benchmark returns.

2013-01-31 18:25:36 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Adds recorded variable to dual moving average example.

2013-01-31 08:19:07 -05:00

finance

Add the information ratio to risk metrics.

2013-01-31 18:25:36 -05:00

gens

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

sources

Fixes trading day generation logic in test source.

2013-01-31 13:06:15 -05:00

transforms

Removes code branching on sequential/merged flags in StatefulTransform.

2013-01-30 16:23:40 -05:00

utils

Adds a trading day index to tradingcalander.

2013-01-30 14:36:37 -05:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

MESSAGES.py

Uses class constants for message text instead of ndict.

2013-01-21 08:54:19 -05:00

protocol.py

Fixes dictionary-style lookup on Position and Portfolio.

2013-01-27 22:49:20 -05:00

test_algorithms.py

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

version.py

Adds Apache 2.0 license header to source files.

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