Ryan Day 64ffa055c9 Add the Sortino ratio for downside risk

2013-01-28 08:55:14 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes event window length in example algo.

2012-11-20 16:38:56 -05:00

finance

Add the Sortino ratio for downside risk

2013-01-28 08:55:14 -05:00

gens

Uses an object for sid data to be passed to handle data.

2013-01-23 13:41:57 -05:00

sources

Changes type emitted from DataSource to Event.

2013-01-06 17:23:26 -05:00

transforms

Uses an object for sid data to be passed to handle data.

2013-01-23 13:41:57 -05:00

utils

Changes test factory to use Event instead of ndict.

2013-01-06 17:13:07 -05:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

MESSAGES.py

Uses class constants for message text instead of ndict.

2013-01-21 08:54:19 -05:00

protocol.py

Adds a contains method to SIDData to support in statement.

2013-01-23 17:17:35 -05:00

test_algorithms.py

ENH: New batch_transform feature: compute_only_full.

2013-01-16 10:30:37 -05:00

version.py

Adds Apache 2.0 license header to source files.

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