Eddie Hebert bb8a734ae2 TST: Improve cumulative risk metrics sheet in answer key. ...

Update answer key for cumulative risk:
- Annualization of Sharpe
- Use 10 year period
- Use of daily returns vectors instead of compounded return scalar.

No tests or risk module code are currently reading off of this sheet,
but developing it ahead of work in risk module so that the sheet can
be examined and vetted.

2013-08-14 11:34:48 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

risk

TST: Improve cumulative risk metrics sheet in answer key.

2013-08-14 11:34:48 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Added tests for new order methods.

2013-08-08 15:55:08 -04:00

test_batchtransform.py

BUG: Typo in test_batchtransfom.

2013-08-08 16:01:22 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_finance.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_minute_risk.py

MAINT: Split apart risk metrics classes.

2013-08-06 17:21:34 -04:00

test_perf_tracking.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

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

test_sources.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_tradingcalendar.py

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00