Eddie Hebert d87213a5f1 MAINT: Adds floating point tolerance to risk metric comparison tests. ...

In preparation of changing how risk metrics are calculated,
this makes the checking of results more tolerant to floating point
rounding, since upcoming changes change the results by a neglible margin.

2013-03-27 13:42:16 -04:00

..

finance

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -04:00

__init__.py

Moved the test folder.

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

test_algorithm_gen.py

TradingEnvironment allows the specification of a benchmark index and a local timezone for the exchange. This commit adds tests to verify the TradingEnvironment properly handles London Stock Exchange index, FTSE.

2013-02-18 10:24:32 -05:00

test_algorithm.py

updated run method to use sim_params.

2013-02-18 10:24:32 -05:00

test_exception_handling.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_finance.py

ENH: Adds new order types.

2013-03-19 14:32:11 -04:00

test_ndict.py

Saving point for adding license files.

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

test_perf_tracking.py

MAINT: Uses Transaction object in tests instead of ndict.

2013-03-25 23:51:34 -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: Adds floating point tolerance to risk metric comparison tests.

2013-03-27 13:42:16 -04:00

test_risk.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_sources.py

BUG: DataPanelSource was looping in the incorrect order.

2013-02-28 21:33:49 -05:00

test_tradingcalendar.py

Fix flake8 problem

2013-02-21 11:13:18 -05:00

test_transforms.py

Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters.

2013-02-18 10:24:32 -05:00

test_utils.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00