Eddie Hebert 618d554da1 TST: Use benchmark returns from spreadsheet. ...

The risk unit tests were using the public Yahoo! data instead
of the returns from the answer key spreadsheet, change the RiskPeriod's
created in tests to use the values in the benchmark returns
column of the answer key.

Also, change the spreadsheet's benchmark volatility calculation
to use sample.
The use of population was exposed when the input values were
corrected.

2014-04-09 23:55:31 -04:00

..

finance

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

risk

TST: Use benchmark returns from spreadsheet.

2014-04-09 23:55:31 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

test_algorithm.py

ENH: Add simulated random trade source.

2014-03-22 21:22:22 -04:00

test_batchtransform.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

test_blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -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

MAINT: Support both Python 2 and 3 next interfaces.

2014-01-07 11:46:57 -05:00

test_examples.py

MAINT: Make walk usage in example tests compatible with Python 3

2014-01-07 11:57:45 -05:00

test_exception_handling.py

MAINT: Make exception handling tests compatible between Python 2 and 3

2014-01-07 11:57:49 -05:00

test_finance.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

test_perf_tracking.py

MAINT: Simplified event stream creation for tests

2014-03-11 19:08:22 -04:00

test_sources.py

ENH: Add simulated random trade source.

2014-03-22 21:22:22 -04:00

test_tradesimulation.py

BUG: ensure perf stats are generated for all days

2014-01-30 16:04:29 -05:00

test_tradingcalendar.py

MAINT: Remove unused setup from trading calendar test.

2014-03-27 23:05:52 -04:00

test_transforms.py

MAINT: Change variable name in test transforms comprehension.

2014-03-27 22:38:57 -04:00

test_utils.py

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

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