Eddie Hebert 5b2a23ddd0 MAINT: Break period and cumulative risk metrics into submodules. ...

In anticipation of changing the sharpe, beta, et al. calculations
dependent on whether the period returns or the overall returns
are being calculated.

2013-08-06 17:49:19 -04:00

..

data

ENH: Add function to download 10 year treasury data to use as a benchmark

2013-07-19 19:37:24 -04:00

examples

STY: Flake8 line break.

2013-08-01 17:14:56 -04:00

finance

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

gens

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

BUG: Prevent crashes for TALib functions when stocks have nans.

2013-08-05 18:17:20 -04:00

utils

BUG: Trading calendar dates should always be midnight UTC

2013-08-06 15:53:41 -04:00

__init__.py

MAINT: Change relative library imports to use dot syntax.

2013-07-02 21:31:59 -04:00

algorithm.py

BUG: cum_perfs defined but not used.

2013-08-01 16:33:26 -04:00

errors.py

ENH: Add check to ensure transactions and orders are aligned.

2013-06-20 13:23:01 -04:00

protocol.py

BUG: Prevent unintended keys from appearing in data bar.

2013-08-01 22:41:58 -04:00

test_algorithms.py

TST: Added testing of order timings and price.

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

version.py

Adds Apache 2.0 license header to source files.

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