Eddie Hebert bb3e9727dc MAINT: Mask treasury_curves used by risk metrics to period range. ...

So that calculations that leverage the range of the treasury_curves,
like `pd.Series.searchsorted` will not overshoot the 'end' of the
range we are calculating risk metrics.

2013-04-04 13:44:22 -04:00

..

data

BUG: Fix error during benchmark update over empty period.

2013-04-02 11:13:26 -04:00

examples

Changes the API for recording variables.

2013-03-02 18:28:35 -05:00

finance

MAINT: Mask treasury_curves used by risk metrics to period range.

2013-04-04 13:44:22 -04:00

gens

MAINT: Renames parameter to TradeSimulationClient.

2013-03-26 17:09:48 -04:00

sources

MAINT: Moves create_trade out of gens.utils

2013-03-25 23:51:25 -04:00

transforms

added more acceptable number types for event fields in batch

2013-03-20 02:21:44 -04:00

utils

MAINT: Use trading day increment instead of timedelta in test factory.

2013-04-01 23:52:50 -04:00

__init__.py

REF: Import interface.

2013-03-15 13:07:44 -04:00

algorithm.py

MAINT: Factored out _create_data_generator helper method

2013-04-03 16:04:33 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

ENH: added a CUSTOM datasource type for custom data.

2013-03-19 11:39:23 -04:00

test_algorithms.py

MAINT: Removes unused frame_count member from algorithm class.

2013-03-19 20:36:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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