Eddie Hebert cd3a63415c MAINT: Use pandas for volatility in risk metrics. ...

Continue on path of converting values stored inside of risk metrics
to use a DataFrame instead of storing multiple lists.

Also, the need for latest_dt in getting the current volatility for
the sharpe calculation, shows that we need to set the lastest_dt at
the beginning of the update loop.

2013-09-25 11:25:57 -04:00

..

risk

MAINT: Use pandas for volatility in risk metrics.

2013-09-25 11:25:57 -04:00

__init__.py

MAINT: Add default import of trading of module.

2013-08-19 15:21:48 -04:00

blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -04:00

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: Factored out adjust_cash method in perf period

2013-09-19 14:13:50 -04:00

slippage.py

MAINT: Return orders alongside transactions from slippage simulate.

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

trading.py

BUG: Use dt as a max value in trading get_index.

2013-08-23 12:33:09 -04:00