Files
catalyst/zipline
Jean Bredeche b0b159e12d ENH: vectorize mean algorithm returns calculation
In a sample backtest on my machine, this takes the final risk
calculations down from ~10 seconds to ~0.8 seconds.
2015-10-24 13:18:52 -04:00
..
2015-10-19 16:35:03 -04:00
2015-02-13 17:53:02 +01:00
2015-10-01 18:03:53 -04:00