Scott Sanderson cabe22ae8e ENH: Always use Adjusted Close for benchmarks. ...

Previously we were using Close, and we calculated returns on the first
day of a window against the Open for that day.  We now always look back
an extra day to get the previous day's close.

2015-10-25 16:37:59 -04:00

..

__init__.py

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

_adjustments.pyx

ENH: Allows Float64Adjustments to act on a range of columns

2015-10-19 16:35:03 -04:00

_equities.pyx

MAINT: Move equity data formats out of loader.

2015-10-09 17:20:19 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

loader.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

paths.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

MAINT: Set dividend effective date to ex_date.

2015-10-21 16:43:13 -04:00