We just pushed a new PortfolioEffect hft package on Pypi.
On Linux, just do : pip install hft
For more info, https://pypi.python.org/pypi/hft/1.0.3.
A manual is coming shortly, but you can check the test folder for now.
Also, we are offering a workshop in NYC for the hft package Python.
http://www.eventzilla.net/web/event/int … 2138871974