Richard Frank 5020c36f8d BUG: Fix cost basis calculation ...

Cost basis calculation now takes direction of txn into account.

Closing a long position or covering a short shouldn't affect the cost basis.

2014-03-05 14:48:58 -05:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

BUG: Fix max drawdown calculation.

2014-02-27 17:16:35 -05:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

ENH: Limit handle_data to times with market data.

2014-02-10 22:12:38 -05:00

test_algorithm.py

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

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

test_batchtransform.py

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

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

test_blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

MAINT: Make exception handling tests compatible between Python 2 and 3

2014-01-07 11:57:49 -05:00

test_finance.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

test_perf_tracking.py

BUG: Fix cost basis calculation

2014-03-05 14:48:58 -05:00

test_sources.py

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

test_tradesimulation.py

BUG: ensure perf stats are generated for all days

2014-01-30 16:04:29 -05:00

test_tradingcalendar.py

ENH: Add Brazilian calendar for BMF&Bovespa stock market

2014-01-16 12:53:11 -05:00

test_transforms.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00