Eddie Hebert 11f9178fd3 TST: Correct annualization of Sharpe in answer key. ...

Correct the annualization factor from being 1/sqrt(252), since
the annualization was applied to the volatility, by including
252 in the Sharpe's numerator.

2013-08-16 14:26:59 -04:00

..

finance

MAINT: Return orders alongside transactions from slippage simulate.

2013-06-19 16:35:05 -04:00

risk

TST: Correct annualization of Sharpe in answer key.

2013-08-16 14:26:59 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

DEV: Don't invoke hardwired Python

2013-06-14 15:38:45 -04:00

test_algorithm.py

TST: Added tests for new order methods.

2013-08-08 15:55:08 -04:00

test_batchtransform.py

BUG: Typo in test_batchtransfom.

2013-08-08 16:01:22 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

BUG: Use context in lieu of "use_environment" decorator

2013-06-24 17:13:14 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

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

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

test_finance.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_minute_risk.py

MAINT: Split apart risk metrics classes.

2013-08-06 17:21:34 -04:00

test_perf_tracking.py

STY: autopep8 codebase.

2013-08-08 16:46:44 -04:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_sources.py

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

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

test_tradingcalendar.py

ENH: Added early closes to trading environment

2013-07-16 12:02:34 -04:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

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

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