Eddie Hebert d31303b86c ENH: Add basis for minute rate emission of performance. ...

- Create different benchmark containers in performance
  depending on emission rate.
- Add a minute close method which updates algorithm and
  benchmark returns, and calculates the risk metrics
  depending on those methods.
- Provide fake 0.0 values for annualized metrics like
  sharpe, sortino, and information, until we figure out
  how they should be treated in the context of minutely
  calculation.

*NOTE* This does not fully work without the changes to the
simulation loop by @fawce

2013-04-25 16:49:38 -04:00

..

finance

ENH: Send transactions and orders as standalone events.

2013-04-14 18:59:57 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

BUG: Fix environment minute date range start and volume.

2013-04-15 16:35:41 -04:00

test_algorithm.py

TST: Explicitly define the data frequency of record incr test.

2013-04-25 01:12:58 -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

TST: Refactor so tests can exercise internal methods in blotter.

2013-04-18 16:09:24 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

ENH: Add basis for minute rate emission of performance.

2013-04-25 16:49:38 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

MAINT: Use sim_params for risk metrics init.

2013-04-25 15:30:34 -04:00

test_risk.py

MAINT: Use pd.Series for benchmarks and algorithm returns in risk.

2013-04-15 11:37:21 -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

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_transforms.py

TEST: Ensure that test_transforms's algos are passed sim_params.

2013-04-12 12:54:11 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00