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Removes notes about data soures in README.

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This should live in the docs instead.
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Eddie Hebert
2012-10-17 15:22:58 -04:00
parent b1ed4c6d8c
commit b61a5a31a5
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README.md
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@@ -51,19 +51,6 @@ Scientific python on the Mac can be a bit confusing because of the many independ
- swig - you need this to build scipy. ```brew install swig```
- hdf5 - you need this to build tables. ```brew install hdf5```
Data Sources
=============
The Backtest can handle multiple concurrent data sources. zipline will start a subprocess to run each datasource, and merge all events from all sources into a single serial feed, ordered by date.
Data sources have events with very different frequencies. For example, liquid stocks will trade many times per minute, while illiquid stocks may trade just once a day. In order to serialize events from all sources into a single feed, qbt loads events from all sources into memory, then sorts. The communication happens like this:
1. zipline requests the next event from each data source, ignoring date (i.e. just next in sequence for all)
2. Using the earliest date from all the events from all sources, zipline then asks for "next after <date>" from all sources.
3. All datasources send all events in their history from before <date>, moving their internal pointer forward to the next unsent event.
4. zipline merges all events in memory
5. goto 1!
Style Guide
===========