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DOC Updated/commented examples. Moved them to examples dir.
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Gus Gordon committed Jul 13, 2015
1 parent 1249dcf commit 73e399d
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146 changes: 146 additions & 0 deletions examples/.ipynb_checkpoints/single_stock_example-checkpoint.ipynb

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413 changes: 413 additions & 0 deletions examples/.ipynb_checkpoints/zipline_algo_example-checkpoint.ipynb

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413 changes: 413 additions & 0 deletions examples/zipline_algo_example.ipynb

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2 changes: 1 addition & 1 deletion pyfolio/utils.py
Original file line number Diff line number Diff line change
Expand Up @@ -192,7 +192,7 @@ def extract_rets_pos_txn_from_zipline(backtest):
positions = pd.concat(raw_positions)
positions = pos.extract_pos(positions, backtest.ending_cash)
transactions_frame = txn.make_transaction_frame(backtest.transactions)
transactions = txn.extract_txn(transactions_frame)
transactions = txn.get_txn_vol(transactions_frame)
transactions.index = transactions.index.normalize()
transactions.index.tz = None

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386 changes: 0 additions & 386 deletions zipline_algo_example.ipynb

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