fawceandEddie Hebert e6c156c50b ENH: Add intraday risk and performance for minute emission. ...

Both risk and performance now calculate performance since inception
(cumulative) and since the open. Both periods are updated intraday
and both are reported.

Batch risk for periods starting after the end of the treasury curve
history now use most recent curve.

2013-05-06 22:01:41 -04:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

blotter.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

commission.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

constants.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

performance.py

ENH: Add intraday risk and performance for minute emission.

2013-05-06 22:01:41 -04:00

risk.py

ENH: Add intraday risk and performance for minute emission.

2013-05-06 22:01:41 -04:00

slippage.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

trading.py

ENH: Add intraday risk and performance for minute emission.

2013-05-06 22:01:41 -04:00