Eddie Hebert 65138fbceb Uses numpy.dot instead numpy.vdot to calculate positions value. ...

Since the position amount and price ndarrays are one dimensional
and use real numbers, we do not need the overhead of the extra
case handling provided by numpy.vdot, which comes at a cost of
performance.

With thanks to @jlowin, for pointing out the better fit of numpy.dot.

2013-01-16 11:38:37 -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

Uses numpy.dot instead numpy.vdot to calculate positions value.

2013-01-16 11:38:37 -05:00

risk.py

Moved treasury_durations from property to module constant

2012-12-28 13:40:09 -05:00

slippage.py

Fixed floating-point error in volume share slippage model

2012-11-29 12:13:35 -05:00

trading.py

Exposes the list of trading days contained in a trading environment.

2013-01-01 13:01:49 -05:00