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

..

performance

MAINT: Add license to various files

2015-10-07 15:47:45 -04:00

risk

ENH: vectorize mean algorithm returns calculation

2015-10-24 13:18:52 -04:00

__init__.py

ENH: Update ordering API to support new ExecutionStyle class in favor of

2014-04-22 23:22:21 -04:00

blotter.py

PERF: Use specific methods for processing events.

2015-05-08 12:44:32 -04:00

commission.py

MAINT: Updated iteritems for python3 compatibility

2015-03-05 14:05:24 -05:00

constants.py

BUG: Fix constant of trading hours to be 6.5. Fixes #214.

2014-07-02 11:26:35 +02:00

controls.py

ENH: Don't trigger AssetDateBounds for orders of 0 shares.

2015-09-18 15:19:22 -04:00

execution.py

ENH: Well formed exception for any value passed to OrderStyle

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

slippage.py

BUG: Fix limit orders

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

trading.py

ENH: Update next_market_minute() & previous_market_minute()

2015-10-23 10:30:06 -04:00