Eddie Hebert 210a43a306 MAINT: Factor out risk metric logic from risk objects. ...

Move the risk metric definitions to functions at the module level
with defined parameters.

Both risk implementations call these functions, where the difference
between risk implementations is with which internal data they
send to the various risk metrics.

Metrics moved:
- Sharpe Ratio
- Sortino Ratio
- Information Ration
- Alpha

2013-04-01 12:43:27 -04:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

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

commission.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

constants.py

ENH: Added constants.py which contains financial constants.

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

performance.py

ENH: Wires minutely emission of data from performance tracker.

2013-03-27 16:58:56 -04:00

risk.py

MAINT: Factor out risk metric logic from risk objects.

2013-04-01 12:43:27 -04:00

slippage.py

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -04:00

trading.py

MAINT: Moves exchange to utc conversion inside of environment object.

2013-03-28 12:29:52 -04:00