Eddie Hebert 5b2a23ddd0 MAINT: Break period and cumulative risk metrics into submodules. ...

In anticipation of changing the sharpe, beta, et al. calculations
dependent on whether the period returns or the overall returns
are being calculated.

2013-08-06 17:49:19 -04:00

..

risk

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

blotter.py

fixing some bugs with splits (ratios and empty positions)

2013-07-24 15:26:15 -07:00

commission.py

MAINT: Change repr's so that they are both human and machine readable.

2013-05-04 22:26:28 -04:00

constants.py

BUG: Revert "Merge ability to specify timing of fills."

2013-07-15 10:47:55 -04:00

performance.py

MAINT: Split apart risk metrics classes.

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

slippage.py

MAINT: Return orders alongside transactions from slippage simulate.

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

trading.py

ENH: Added early closes to trading environment

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