Eddie Hebert 06d4d7e74b MAINT: Remove perf_periods member. ...

Refer to cumulative and todays performance explicitly instead of always
looping through.

The third value (minute) for which this was useful, has been removed.

Also, there are some actions where only cumulative may need application,
e.g. application of dividends. (However, this patch does not remove
dividend processing from todays performance, but opens up later patches
to make that distinction.)

2015-12-15 13:47:38 -05:00

..

data

ENH: Return -1 for missing spot prices.

2015-11-25 11:32:36 -05:00

finance

BUG: Fix limit orders

2015-04-16 17:09:14 -04:00

pipeline

ENH: Add ExponentialWeightedStandardDeviation.

2015-12-11 22:13:27 -05:00

resources

MAINT: Rename ALL the things.

2015-10-01 18:03:53 -04:00

risk

BUG: Return NaN beta when missing benchmarks

2015-11-19 09:36:56 -05:00

utils

TST: py3 compat qualname in preprocess tests

2015-12-09 12:49:59 -05:00

__init__.py

Moved the test folder.

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

history_cases.py

MAINT: Removes unnecessary benchmark load on some TradingEnvironments

2015-10-14 12:04:58 -04:00

serialization_cases.py

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

test_algorithm_gen.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_algorithm.py

TST: Adds asset type verification to test_order tests

2015-11-30 12:25:04 -05:00

test_assets.py

TEST: Test fallback to start_date/end_date sorting.

2015-11-13 18:26:54 -05:00

test_batchtransform.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_blotter.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_cli.py

TST: Reconciles tests with asset management system

2015-06-11 11:35:49 -04:00

test_doctests.py

MAINT: cleanup doctests

2015-10-19 16:35:03 -04:00

test_events_through_risk.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_examples.py

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

test_exception_handling.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_execution_styles.py

ENH: Well formed exception for any value passed to OrderStyle

2014-08-26 14:02:28 -04:00

test_finance.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_history.py

TST: cleanup test_history param output

2015-11-11 19:23:20 -05:00

test_memoize.py

DEV: Add zipline.utils.memoize.

2015-09-16 01:28:15 -04:00

test_munge.py

MAINT: Flake8

2015-04-30 14:31:01 -04:00

test_perf_tracking.py

MAINT: Remove perf_periods member.

2015-12-15 13:47:38 -05:00

test_pickle_serialization.py

STY: Renames serialization_utils dump and load methods

2015-09-10 11:53:29 -04:00

test_rolling_panel.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_security_list.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_serialization.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_sources.py

MAINT: Removes the ability to reference a global TradingEnvironment

2015-09-10 11:53:28 -04:00

test_tradesimulation.py

ENH: Make data available in before_trading_start.

2015-08-21 12:37:17 -04:00

test_tradingcalendar.py

MAINT: Use "difference" instead of "-" to make Pandas happy

2015-04-30 13:19:00 -04:00

test_transforms_talib.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_transforms.py

TST: Adds tearDownClass methods to delete TradingEnvironments

2015-09-10 11:53:29 -04:00

test_versioning.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00