fawce 57c39bf615 switching to only calculate the returns and risk on market close, rather than per trade.

2012-04-09 10:20:08 -04:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

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

performance.py

switching to only calculate the returns and risk on market close, rather than per trade.

2012-04-09 10:20:08 -04:00

risk.py

fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.

2012-04-06 20:49:56 -04:00

trading.py

fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.

2012-04-06 20:49:56 -04:00