Eddie Hebert ccb7f493f7 PERF: Only update the portfolio once per dt. ...

So that each reference to `.portfolio` in the algoscript,
cache the value of the portfolio, and mark the need for a new
value at the end of each dt in the tradesimulation loop.

2013-11-19 14:39:19 -05:00

..

data

BUG: Fix data cache filepath on Windows.

2013-11-18 20:37:45 -05:00

examples

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

finance

PERF: moved performance calculation out of inner loop

2013-11-19 10:39:57 -05:00

gens

PERF: Only update the portfolio once per dt.

2013-11-19 14:39:19 -05:00

sources

MAINT: Use up-to-date field names in test_source

2013-05-05 11:09:59 -04:00

transforms

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

utils

STY: Remove unused imports.

2013-11-12 13:26:08 -05:00

__init__.py

REL: Add license to module init file.

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

algorithm.py

PERF: Only update the portfolio once per dt.

2013-11-19 14:39:19 -05:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

MAINT: Use Series throughout for daily returns.

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

test_algorithms.py

ENH: Add option of instantly filling orders.

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

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00