Eddie Hebert 983f3fab30 Fixes New Year's holidays inclusion in trading calendar. ...

If NYE lands on the weekend, the Monday following is a holiday.

2013-02-04 23:22:42 -05:00

..

data

Changes the location of downloaded external data files.

2012-11-08 22:51:03 -05:00

examples

Fixes an incorrect order in examples.

2013-02-01 18:17:23 +02:00

finance

Add the information ratio to risk metrics.

2013-01-31 18:25:36 -05:00

gens

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

sources

Fixes trading day generation logic in test source.

2013-01-31 13:06:15 -05:00

transforms

Changes stddev and vwap transforms to accept parameters as kwargs.

2013-02-02 13:22:37 -05:00

utils

Fixes New Year's holidays inclusion in trading calendar.

2013-02-04 23:22:42 -05:00

__init__.py

Removed optimize from __init__.py file.

2012-10-22 09:04:12 -04:00

algorithm.py

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

MESSAGES.py

Uses class constants for message text instead of ndict.

2013-01-21 08:54:19 -05:00

protocol.py

Fixes dictionary-style lookup on Position and Portfolio.

2013-01-27 22:49:20 -05:00

test_algorithms.py

Removes unused test transform.

2013-02-01 21:05:49 -05:00

version.py

Adds Apache 2.0 license header to source files.

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