Eddie Hebert cd3a63415c MAINT: Use pandas for volatility in risk metrics. ...

Continue on path of converting values stored inside of risk metrics
to use a DataFrame instead of storing multiple lists.

Also, the need for latest_dt in getting the current volatility for
the sharpe calculation, shows that we need to set the lastest_dt at
the beginning of the update loop.

2013-09-25 11:25:57 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

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

risk

TST: Fix index to cumulative risk answer key.

2013-09-24 21:36:57 -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

TST: Added tests for new order methods.

2013-08-08 15:55:08 -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

MAINT: Use pandas for volatility in risk metrics.

2013-09-25 11:25:57 -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_minute_risk.py

MAINT: Use DataFrame for more risk metrics.

2013-09-19 21:55:28 -04:00

test_perf_tracking.py

BUG: Fix div-by-zero error in cost_basis adjustment.

2013-08-27 13:24:06 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

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

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