fawce 2d850d0970 BUG: Fix calculation of cumulative risk stats. ...

- Use current dt instead of market_close.
- Handle intraday close
- Remove zeroing out of sharpe etc.

2013-05-07 19:21:20 -04:00

..

__init__.py

generator ds and feed, various generator utils

2012-07-26 18:48:51 -04:00

composites.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

tradesimulation.py

BUG: Fix calculation of cumulative risk stats.

2013-05-07 19:21:20 -04:00

utils.py

MAINT: Remove ndict class.

2013-04-26 16:03:01 -04:00