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All Samples(8)  |  Call(5)  |  Derive(0)  |  Import(3)

src/c/o/covshrink-HEAD/core/eval.py   covshrink(Download)
    # instantiate the porfolio object
    port = portfolio.Portfolio(port_params, proxy={})
    # setup the periodicity

src/e/x/experimental-HEAD/pl/tadpole.py   experimental(Download)
    dff = df[(boughts) | (solds)]
    port = portfolio.Portfolio(name="TD Ameritrade - BMP")
    # Loop through each Symbol as a holding

src/i/c/Icarra-HEAD/autoUpdater.py   Icarra(Download)
			ports = {}
			for name in names:
				p = portfolio.Portfolio(name)
				ports[name] = p

src/e/x/experimental-HEAD/pl/test/portfolio_test.py   experimental(Download)
    portf = portfolio.Portfolio(name="Test Portfolio", holdings=[h,h2])
    print dir(portf)

src/p/y/pynance-HEAD/pynance/portfolio/__init__.py   pynance(Download)
from . portfolio import Portfolio

src/d/j/django-openportfolio-0.1.0/openportfolioapp/models/__init__.py   django-openportfolio(Download)
from portfolio import Portfolio
from assetclass import AssetClass
from gicssector import GICSSector
from company import Company
from investment import Investment,InvestmentManager

src/p/y/pynance-HEAD/pynance/__init__.py   pynance(Download)
from . portfolio import Portfolio
from . quandl import DataManager, Fundamentals

src/c/o/covshrink-HEAD/core/test.py   covshrink(Download)
port_params = params.get_portfolio_params(index=10)
# instantiate the porfolio object
port = portfolio.Portfolio(port_params, proxy={"http": "http://proxy.jpmchase.net:8443"})
dates = port.get_trading_dates()