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Commits on Feb 25, 2015

• added bracket to backtest.py

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Commits on Feb 8, 2015

• fixed data download bug in HistData

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Commits on Feb 5, 2015

• fixed bug with missing requests.txt

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Commits on Jan 29, 2015

• added main to data downloader

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Commits on Jan 26, 2015

• minor

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• added option to modify contents and insert rows

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Commits on Jan 10, 2015

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Commits on Nov 16, 2014

• added volatility estimator, changed some yahooFinance.py and backtest.py stuff

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Commits on Oct 8, 2014

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Commits on Aug 16, 2014

• enhanced performance of drawdown function.

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Commits on Jul 10, 2014

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Commits on Jul 8, 2014

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Commits on Jul 6, 2014

• extended Bactest class, added ProgressBar and sharpe

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Commits on Jul 5, 2014

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Commits on Jul 2, 2014

• isolated depreciation error caused by pandas 0.14. The problem is not fixed, but isolated to VixFuture class.

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Commits on Jun 19, 2014

• fixed a bug in pos2pnl where transaction cost would not work with a Series input

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Commits on Dec 29, 2013

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Commits on Sep 11, 2013

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Commits on Aug 19, 2013

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Commits on Aug 18, 2013

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• added neat handling of data directories

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Commits on Aug 17, 2013

• added bats module for getting data from BATS exchange

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Commits on Jun 27, 2013

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Commits on Jun 5, 2013

• added profitRatio function for strategy performance rating

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Commits on May 27, 2013

• added lower case change to colums in csvDatabase class. This should provide some consistency when saving historic data.

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Commits on May 8, 2013

• created 0.0.6 distro, added ib_placeOrder.py to cookbook.

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• created data Downloader

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• started refactoring interactiveBrokers functionality to a separate module. tickLogger is now added.

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Commits on May 7, 2013

• tick logger is now complete. Includes command line arguments

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Commits on May 6, 2013

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