Eddie Hebert 37c56b9aa4 MAINT: Use Series throughout for daily returns. ...

Remove the lists of DailyReturn objects in favor of using pd.Series
to store the return values.

Should make it easier to inspect the values when stepping through,
make the windowing of data to a certain range more facile by using,
and have some performance increases due to removing object creation
and member access.

2013-10-19 23:06:18 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

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

risk

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -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

ENH: Add option of instantly filling orders.

2013-10-01 20:30:01 -04:00

test_batchtransform.py

BUG: Typo in test_batchtransfom.

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

test_blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -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

ENH: Improve headline Sharpe risk calculations.

2013-10-10 18:37:53 -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

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -04:00

test_perf_tracking.py

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -04:00

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