Richard Frank 7a3f73cf1d BUG: Update perf period state when positions are changed by splits ...

Otherwise, self._position_amounts will be out of sync with position.amount, etc.
That value is used to calculate pnl and returns, so test for them.

2014-03-11 19:08:22 -04:00

..

data

BUG: Fix check for cached public data for Python 2.7

2014-01-07 17:19:16 -05:00

examples

MAINT: Use more exact boolean checks for pandas structures.

2014-01-29 17:13:13 -05:00

finance

BUG: Update perf period state when positions are changed by splits

2014-03-11 19:08:22 -04:00

gens

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

sources

ENH: Add hdf5 and csv source.

2014-01-30 16:47:27 -05:00

transforms

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

utils

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

__init__.py

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

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

algorithm.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

api.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

PERF: Remove alias_dt transform in favor of property on SIDData.

2014-03-07 10:55:59 -05:00

test_algorithms.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

version.py

Adds Apache 2.0 license header to source files.

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