Ryan Day 64ffa055c9 Add the Sortino ratio for downside risk

2013-01-28 08:55:14 -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

Fix for slippage time getting out of sync with algo.

2012-11-27 13:38:50 -05:00

test_algorithm.py

REF: Renamed granularity to data_frequency.

2012-12-30 11:50:46 -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

Resolved unittest import problems.

2013-01-16 11:54:04 -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 Sortino ratio for downside risk

2013-01-28 08:55:14 -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_transforms.py

Reverting changes MovingStandardDevWindow.

2013-01-21 00:12:33 -05:00

test_utils.py

Fixed unittest2 import error on Python 2.7

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