wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-08 22:05:30 +08:00
Code Issues Packages Projects Releases Wiki Activity

fixed type-os in serialization code

Browse Source
This commit is contained in:
fawce
2012-04-16 13:37:54 -04:00
parent 25d43b51f6
commit 9db18846c9
2 changed files with 11 additions and 9 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/performance.py
+3 -2
View File
@@ -218,8 +218,8 @@ class PerformanceTracker():
'period_start' : self.period_start,
'period_end' : self.period_end,
'progress' : self.progress,
'cumulative_captial_used' : self.cumulative_perf.cumulative_capital_used,
'max_capital_used' : self.cumulative_perf.max_capital_used,
'cumulative_capital_used' : self.cumulative_performance.cumulative_capital_used,
'max_capital_used' : self.cumulative_performance.max_capital_used,
'last_close' : self.market_close,
'last_open' : self.market_open,
'capital_base' : self.capital_base,
@@ -271,6 +271,7 @@ class PerformanceTracker():
trading_environment=self.trading_environment
)
# increment the day counter before we move markers forward.
self.day_count += 1.0
# calculate progress of test
zipline/finance/trading.py
+8 -7
View File
@@ -2,6 +2,7 @@ import datetime
import pytz
import math
import pandas
import time
from collections import Counter
@@ -37,8 +38,8 @@ class TradeSimulationClient(qmsg.Component):
self.current_dt = trading_environment.period_start
self.last_iteration_dur = datetime.timedelta(seconds=0)
self.algorithm = None
self.attempts = 0
self.max_attempts = 1000
self.max_wait = datetime.timedelta(seconds=10)
self.last_msg_dt = datetime.datetime.utcnow()
assert self.trading_environment.frame_index != None
self.event_frame = pandas.DataFrame(
@@ -75,7 +76,7 @@ class TradeSimulationClient(qmsg.Component):
if self.result_feed in socks and \
socks[self.result_feed] == self.zmq.POLLIN:
self.attempts = 0
self.last_msg_dt = datetime.datetime.utcnow()
# get the next message from the result feed
msg = self.result_feed.recv()
@@ -105,10 +106,10 @@ class TradeSimulationClient(qmsg.Component):
# drained. Signal the order_source that we're done, and
# the done will cascade through the whole zipline.
# shutdown the feedback loop to the OrderDataSource
if self.attempts > self.max_attempts:
self.signal_order_done()
else:
self.attempts += 1
wait_time = self.last_msg_dt - datetime.datetime.utcnow()
if wait_time > self.max_wait:
self.signal_order_done()
def process_event(self, event):
# track the number of transactions, for testing purposes.
if(event.TRANSACTION != None):