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

..

__init__.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

period.py

BUG: Remove use of defaultdict leading to memory growth.

2015-04-22 10:46:20 -04:00

position_tracker.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

position.py

RFT: Remove Position management from PerformancePeriod. This cuts down

2015-03-18 22:48:14 -04:00

tracker.py

MAINT: Remove dependence on intraday risk for benchmark returns.

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