Eddie Hebert aa1caae261 Fixes for trading calendar holidays for weekend holidays. ...

- Removes New Year's on Saturday, in that case there is no New Year's observed.
- Adds Monday after a July 4th Sunday
- Adds Friday before a July 4th Saturday
- Adds Monday after a Christmas Sunday
- Adds Friday before a Christmas Saturday

2013-02-10 17:23:29 -05:00

..

finance

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

Adjusts start date of test algo gen to account for market dates.

2013-01-31 13:20:11 -05:00

test_algorithm.py

Adds the ability to record variables.

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

test_exception_handling.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

test_finance.py

Exposes the list of trading days contained in a trading environment.

2013-01-01 13:01:49 -05:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

Implemented dividend costs for short positions.

2013-02-06 23:34:14 -05:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

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

test_risk_compare_batch_iterative.py

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

test_risk.py

Add the information ratio to risk metrics.

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

test_sources.py

Changes test sources to use unit test's assert instead of plain assert.

2013-01-06 17:11:38 -05:00

test_tradingcalendar.py

Fixes for trading calendar holidays for weekend holidays.

2013-02-10 17:23:29 -05:00

test_transforms.py

Adds dividends to performance tracking.

2013-02-06 16:39:39 -05:00

test_utils.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00