Eddie Hebert 7f724a9696 ENH: Provide all drawdowns and max drawdowns in cumulative risk. ...

The values are not part of the risk report, but can be useful for
examining the behavior of the drawdown calculations.

2014-02-26 20:46:58 -05:00

..

data

BUG: Fix check for cached public data for Python 2.7

2014-01-07 17:19:16 -05:00

examples

MAINT: Use more exact boolean checks for pandas structures.

2014-01-29 17:13:13 -05:00

finance

ENH: Provide all drawdowns and max drawdowns in cumulative risk.

2014-02-26 20:46:58 -05:00

gens

ENH: Limit handle_data to times with market data.

2014-02-10 22:12:38 -05:00

sources

ENH: Add hdf5 and csv source.

2014-01-30 16:47:27 -05:00

transforms

BUG: Prevent crash in vwap transform due to non-existent member.

2014-02-20 17:33:30 -05:00

utils

BUG: Py3 compatibility changes.

2014-02-16 10:59:29 -05:00

__init__.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

algorithm.py

MAINT: Re-enable algorithms which omit initialize method.

2014-02-20 13:50:03 -05:00

api.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

MAINT: Use six for Python 3 compatible names and behavior.

2014-01-07 11:33:50 -05:00

test_algorithms.py

BUG: NoopAlgorithm requires initialize().

2014-01-30 16:33:49 -05:00

version.py

Adds Apache 2.0 license header to source files.

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