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catalyst/zipline/finance/risk
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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
..
__init__.py
MAINT: Break period and cumulative risk metrics into submodules.
2013-08-06 17:49:19 -04:00
cumulative.py
MAINT: Removes the ability to reference a global TradingEnvironment
2015-09-10 11:53:28 -04:00
period.py
ENH: vectorize mean algorithm returns calculation
2015-10-24 13:18:52 -04:00
report.py
MAINT: Removes the ability to reference a global TradingEnvironment
2015-09-10 11:53:28 -04:00
risk.py
MAINT: Removes the ability to reference a global TradingEnvironment
2015-09-10 11:53:28 -04:00