Eddie Hebert fd6c71286d MAINT: Use sim_params for risk metrics init. ...

Prepare for adding emission_rate in risk metrics logic.

2013-04-25 15:30:34 -04:00

..

data

BUG: Fix treasury loading.

2013-04-22 14:03:25 -04:00

examples

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

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

finance

MAINT: Use sim_params for risk metrics init.

2013-04-25 15:30:34 -04:00

gens

BUG: Fix grouping of events streamed through blotter.

2013-04-22 16:46:28 -04:00

sources

TST: Ensure that test bars and events use midnight for daily data.

2013-04-25 11:30:57 -04:00

transforms

BUG: Fix time spent checking equality of floating point numbers.

2013-04-16 13:09:26 -04:00

utils

TST: Ensure that create_trade_history uses midnight for daily trades.

2013-04-25 13:25:50 -04:00

__init__.py

REF: Import interface.

2013-03-15 13:07:44 -04:00

algorithm.py

BUG: Fix examples with regards to simulation parameters.

2013-04-25 12:57:56 -04:00

errors.py

MAINT: added typed errors module

2013-03-19 11:39:23 -04:00

protocol.py

ENH: Stream benchmark returns as events.

2013-04-15 11:43:13 -04:00

test_algorithms.py

MAINT: Removes unused frame_count member from algorithm class.

2013-03-19 20:36:53 -04:00

version.py

Adds Apache 2.0 license header to source files.

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