Eddie Hebert 702e6f00d2 MAINT: Use numpy for risk period returns. ...

Following the lead of the RiskMetricsBatch conversion to use
more pandas and numpy.
Bringing the iterative and batch versions closer together as we
work towards folding them into one.

2013-03-29 17:06:54 -04:00

..

data

ENH: Improves handling of edge case in data update.

2013-03-04 21:54:11 -05:00

examples

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

finance

MAINT: Use numpy for risk period returns.

2013-03-29 17:06:54 -04:00

gens

MAINT: Renames parameter to TradeSimulationClient.

2013-03-26 17:09:48 -04:00

sources

MAINT: Moves create_trade out of gens.utils

2013-03-25 23:51:25 -04:00

transforms

added more acceptable number types for event fields in batch

2013-03-20 02:21:44 -04:00

utils

MAINT: Moves create_trade out of gens.utils

2013-03-25 23:51:25 -04:00

__init__.py

REF: Import interface.

2013-03-15 13:07:44 -04:00

algorithm.py

ENH: Adds an optional filter to the algorithm's date_sorted_sources

2013-03-26 16:48:34 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

ENH: added a CUSTOM datasource type for custom data.

2013-03-19 11:39:23 -04:00

test_algorithms.py

MAINT: Removes unused frame_count member from algorithm class.

2013-03-19 20:36:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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