Eddie Hebert 3e1ac4f19a TST: Add tests to verify risk calcualtions from streamed events. ...

So that we can verify the risk metrics as they are calculated.
Work towards being able to hand verify risk calculations.

2013-05-07 17:21:56 -04:00

..

finance

MAINT: refactoring for orders api

2013-04-26 19:45:59 -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_batchtransform.py

ENH: Rewrite of batch_transform to use rolling panel.

2013-04-29 15:30:40 -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

TST: Add tests to verify risk calcualtions from streamed events.

2013-05-07 17:21:56 -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: refactoring for orders api

2013-04-26 19:45:59 -04:00

test_minute_risk.py

ENH: Add basis for minute rate emission of performance.

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

test_perf_tracking.py

MAINT: refactoring for orders api

2013-04-26 19:45:59 -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

BUG: Smooth test and compile issues with TALib

2013-04-30 20:19:37 -04:00

test_utils.py

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

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