catalyst

mirror of https://github.com/wassname/catalyst.git synced 2026-07-10 01:22:03 +08:00

Files

T

Eddie Hebert da0a5bbc3f MAINT: Remove dependence on intraday risk for benchmark returns.

The intraday_risk_metrics is being removed since the values are not
used; cumulative risk metrics with the last value updated to the latest
close has been used for some time.

Before the removal of intraday_risk_metrics, the position trackers
passing of benchmark returns to the cumulative risk metrics needs to no
longer depend on the calculations done by the intraday stats. So instead
use the all_benchmark_returns stored in the tracker directly.

2015-05-04 13:56:29 -04:00

assets

ENH: Adds Equity and Future classes as extensions of Asset class

2015-03-19 13:23:40 -04:00

data

MAINT: Change expected type of treasury curves from load to DataFrame.

2015-04-20 10:26:09 -04:00

examples

MAINT: Replace old ema_talib example with new one.

2014-12-19 14:04:27 +01:00

finance

MAINT: Remove dependence on intraday risk for benchmark returns.