├── .coveragerc ├── .gitignore ├── .travis.yml ├── CHANGELOG ├── LICENSE ├── MANIFEST.in ├── Makefile ├── README.md ├── asv.conf.json ├── benchmarks ├── __init__.py └── benchmarks.py ├── blotter ├── __init__.py ├── _version.py ├── blotter.py ├── marketdata.py ├── tests │ ├── __init__.py │ ├── data │ │ ├── events.log │ │ ├── meta_data.log │ │ ├── prices │ │ │ ├── APZ15.csv │ │ │ ├── AUDUSD.csv │ │ │ ├── ESZ15.csv │ │ │ ├── EURUSD.csv │ │ │ ├── SXMZ15.csv │ │ │ └── USDCAD.csv │ │ └── rates │ │ │ └── daily_interest_rates.csv │ ├── test_blotter.py │ ├── test_event.py │ ├── test_holdings.py │ └── test_marketdata.py └── util.py ├── doc ├── Makefile ├── api.rst ├── conf.py ├── data │ ├── daily_interest_rates.csv │ └── prices │ │ ├── AUDUSD.csv │ │ ├── CLZ2008.csv │ │ └── USDJPY.csv ├── index.rst ├── make.bat └── tutorial.rst ├── examples ├── AUDUSD-1min.csv ├── daily_interest_rates.csv ├── intraday.ipynb ├── prices │ └── AUDUSD.csv └── tutorial.ipynb ├── requirements.txt └── setup.py 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