Eddie Hebert 66e7f48cdd MAINT: Split apart risk metrics classes. ...

Also remove test that compares risk metrics batch to iterative,
since the 'iterative' calculations, replaced by the cumulative
calculations, will intentionally drift from the results in the risk
report due to annualization and other factors.

Work towards having separate calculations for the fixed periods versus
the cumulative/headline risk metrics.
Different sumbodules for each type should help make the calculations
type distinct and easier to find.

2013-08-06 17:21:34 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

risk

MAINT: Split apart risk metrics classes.

2013-08-06 17:21:34 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Added testing of order timings and price.

2013-07-17 19:56:55 -04:00

test_batchtransform.py

ENH: Make RollingPanel update itself if new fields arrive.

2013-06-20 19:36:22 -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

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

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

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

test_finance.py

fixing some bugs with splits (ratios and empty positions)

2013-07-24 15:26:15 -07:00

test_minute_risk.py

MAINT: Split apart risk metrics classes.

2013-08-06 17:21:34 -04:00

test_perf_tracking.py

fixing some bugs with splits (ratios and empty positions)

2013-07-24 15:26:15 -07:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_sources.py

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

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

test_tradingcalendar.py

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

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

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