Eddie Hebert 101baad0f8 BUG: Fix change of type of period.sharpe ...

The factoring out of the Sharpe calculation changed behavior
so that both period and cumulative return nans when there is
no volatility; however before that change period returned 0.0.

This breaks existing consumers which expected a non-nan value
for period results.

Smooth out that change by checking the value after the sharpe
has been calculated and reset nan's to 0.0

2014-04-14 18:45:33 -04:00

..

data

STY: pep8 fixes.

2014-04-10 10:57:12 -04:00

examples

MAINT: Use more exact boolean checks for pandas structures.

2014-01-29 17:13:13 -05:00

finance

BUG: Fix change of type of period.sharpe

2014-04-14 18:45:33 -04:00

gens

BUG: Prevent out of sync market closes in performance tracker.

2014-03-30 13:33:45 -04:00

history

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

sources

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

transforms

STY: PEP8 fixes.

2014-03-26 20:46:20 +09:00

utils

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

__init__.py

ENH: Factor out API methods. Add support for algo scripts.

2014-01-16 12:07:33 -05:00

algorithm.py

ENH: Adapt history() to work on zipline.

2014-04-10 15:59:26 -04:00

api.py

Add symbol to __all__

2014-03-26 17:52:35 +09:00

errors.py

ENH: Added commission model PerDollar

2013-11-15 11:49:58 -05:00

protocol.py

PERF: Remove alias_dt transform in favor of property on SIDData.

2014-03-07 10:55:59 -05:00

test_algorithms.py

REL: Update copyright year on all files changed since the new year.

2014-03-07 22:31:41 -05:00

version.py

Adds Apache 2.0 license header to source files.

2012-10-08 17:32:41 -04:00