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AgeCommit message (Expand)Author
2018-03-16Use trade_dateGuillaume Horel
2018-03-16cleanupGuillaume Horel
2018-03-15call constructor insteadGuillaume Horel
2018-03-15relly skip curveGuillaume Horel
2018-03-05do not bomb when passing None curveGuillaume Horel
2017-12-12Fixes to CreditIndexGuillaume Horel
2017-12-08hide __deepcopy__Guillaume Horel
2017-11-30Revert "try __get/setstate__"Guillaume Horel
2017-11-30try __get/setstate__Guillaume Horel
2017-11-30fixupGuillaume Horel
2017-11-29fast hashing for CreditIndexGuillaume Horel
2017-11-29try to disambiguate C attribute and methodGuillaume Horel
2017-11-29try to implement pickle for indexGuillaume Horel
2017-11-29put stuff in functionsGuillaume Horel
2017-11-28implement deepcopy for CreditIndexGuillaume Horel
2017-11-22Revert "no need to allocate for hashing"Guillaume Horel
2017-11-22no need to allocate for hashingGuillaume Horel
2017-11-21set F_CONTIGUOUS flag to TrueGuillaume Horel
2017-11-21cleanupGuillaume Horel
2017-11-21no need for separate structGuillaume Horel
2017-11-20give up on memoryviewGuillaume Horel
2017-11-20trying to fix the memoryviewGuillaume Horel
2017-11-17slightly fasterGuillaume Horel
2017-11-17try to fix the memoryview codeGuillaume Horel
2017-11-17copy recovery_rates back an forthGuillaume Horel
2017-11-17tie numpy array's life to the C++ vector lifeGuillaume Horel
2017-11-16export and copy recovery_ratesGuillaume Horel
2017-11-16save recovery curveGuillaume Horel
2017-11-16return numpy arrayGuillaume Horel
2017-11-10implement deepcopy for derived classesGuillaume Horel
2017-10-31possible NoneGuillaume Horel
2017-09-22clear weightsGuillaume Horel
2017-09-22fix memory issuesGuillaume Horel
2017-08-16add survival_matrix methodGuillaume Horel
2017-06-16better index nameGuillaume Horel
2017-06-16small speedupGuillaume Horel
2017-06-08cleanup memoryview businessGuillaume Horel
2017-06-07zero copy construction from memoryviewGuillaume Horel
2017-06-07partial revert of 332da55Guillaume Horel
2017-06-07small cleanupGuillaume Horel
2017-06-06no need to be genericGuillaume Horel
2017-06-06farm is the new cityGuillaume Horel
2017-06-06small cleanupGuillaume Horel
2017-06-06add hand written serialize and deserialize function in CGuillaume Horel
2017-05-18handle missing tickerGuillaume Horel
2017-05-18memory could leakGuillaume Horel
2017-05-18fix series nameGuillaume Horel
2017-05-18fix theta computationGuillaume Horel
2017-05-18fix mask computationGuillaume Horel
2017-05-17fix clean pv computationGuillaume Horel