fawceandEddie Hebert 3ae02281da Fixed bugs in the sequence of dividend payment calculations. Previously, we were using midnight of the current trading day in market close. That meant that we were "rewinding" the clock, and then checking the ex_date and pay_date. As a result, we were delaying payments by one day. ...

With this patch, on the close of markets we "fast forward" to midnight of the
next trading day and calculate the dividend payments. This patch assumes that
the dividend dates are all at midnight UTC.

2013-02-15 22:52:38 -05:00

..

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

commission.py

Saving point for adding license files.

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

constants.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

performance.py

Fixed bugs in the sequence of dividend payment calculations. Previously, we were using midnight of the current trading day in market close. That meant that we were "rewinding" the clock, and then checking the ex_date and pay_date. As a result, we were delaying payments by one day.

2013-02-15 22:52:38 -05:00

risk.py

Add the information ratio to risk metrics.

2013-01-31 18:25:36 -05:00

slippage.py

Moves slippage transactions off of ndict.

2013-01-22 20:55:24 -05:00

trading.py

Removes unused method.

2013-01-28 23:22:04 -05:00