Eddie Hebert d21b500db6 ENH: Emit a rollup of day's performance in minutely emission mode. ...

During minute emissions, it is still helpful to have a final daily
performance result, analogous to what would be the final packet in
a daily emitted backtest, so that all transactions, etc. are contained
in one place.

2013-04-10 16:20:44 -04:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

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

commission.py

MAINT: Convert per share cost to float during init.

2013-04-09 12:04:08 -04:00

constants.py

ENH: Added constants.py which contains financial constants.

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

performance.py

ENH: Emit a rollup of day's performance in minutely emission mode.

2013-04-10 16:20:44 -04:00

risk.py

MAINT: Use searchsorted instead of bisect on treasury curves.

2013-04-04 13:44:22 -04:00

slippage.py

MAINT: Uses Transaction object in tests instead of ndict.

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

trading.py

MAINT: Convert treasury curves data to pd.Series

2013-04-03 11:59:08 -04:00