Eddie Hebert 1bad245675 ENH: Use annualized returns for beta and alpha. ...

So that the units match the other risk calculations, also
use annualized returns for beat and alpha.

Update answer key to match values calculated on the first day.

Also, update performance tracker test so that the returns used
are fractional instead of > 1, so that the annualized numbers are
more in line with real world values.

2013-10-11 00:27:03 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

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

risk

ENH: Use annualized returns for beta and alpha.

2013-10-11 00:27:03 -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

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_perf_tracking.py

ENH: Use annualized returns for beta and alpha.

2013-10-11 00:27:03 -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