catalyst

wassname/catalyst

Fork 0

mirror of https://github.com/wassname/catalyst.git synced 2026-07-25 13:10:33 +08:00

Files

T

History

Eddie HebertandThomas Wiecki a2b1b1b71e Uses vdot and numpy arrays for position totals.

Gets almost 100x speed up over iterating over the values and
summing up the values in Python.

Farms out the work to numpy and atlas by using the vector dot
product of the amounts and last sale prices.

Adds some wiring of keeping track of an index into the numpy arrays
for each position, so that value can be overwritten as events update
those amounts and sale prices.

2013-01-16 10:30:38 -05:00

__init__.py

intersticial commit to show realdiehl the dummy module.

2012-02-27 14:48:59 -05:00

commission.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

constants.py

ENH: Added constants.py which contains financial constants.

2012-12-30 12:02:38 -05:00

performance.py

Uses vdot and numpy arrays for position totals.