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mirror of https://github.com/wassname/catalyst.git synced 2026-08-14 12:10:24 +08:00
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f9e2dd76b4ecdf449d395bfbea561bee25182251
catalyst/zipline/finance
T
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Eddie Hebert f9e2dd76b4 MAINT: Use pandas for sortino and information ratios.
Continue converting risk values that were stored as lists into
pandas structures.
2013-09-25 12:57:43 -04:00
..
risk
MAINT: Use pandas for sortino and information ratios.
2013-09-25 12:57:43 -04:00
__init__.py
MAINT: Add default import of trading of module.
2013-08-19 15:21:48 -04:00
blotter.py
MAINT: Ensure the sign of the result is positive
2013-09-23 16:12:17 -04:00
commission.py
MAINT: Change repr's so that they are both human and machine readable.
2013-05-04 22:26:28 -04:00
constants.py
BUG: Revert "Merge ability to specify timing of fills."
2013-07-15 10:47:55 -04:00
performance.py
MAINT: Use pandas for values directly derived from returns in risk.
2013-09-25 12:26:56 -04:00
slippage.py
MAINT: Return orders alongside transactions from slippage simulate.
2013-06-19 16:35:05 -04:00
trading.py
BUG: Use dt as a max value in trading get_index.
2013-08-23 12:33:09 -04:00
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