Eddie Hebert 7c01d39858 BUG: Fix beta calculation. ...

Use recent change to benchmark variance in the beta calculation,
instead of referring to the 4th quadrant of the covariance.

Also, read answers from answer key for corroboration of beta values.

2013-07-23 12:07:24 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

risk

BUG: Fix beta calculation.

2013-07-23 12:07:24 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Added testing of order timings and price.

2013-07-17 19:56:55 -04:00

test_batchtransform.py

ENH: Make RollingPanel update itself if new fields arrive.

2013-06-20 19:36:22 -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

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

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

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

test_finance.py

MAINT: Pass order emitted from slippage up to tradesimulation.

2013-06-20 12:36:49 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_perf_tracking.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_sources.py

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

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

test_tradingcalendar.py

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

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

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