 Stephen Diehl
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237ea825ac
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Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
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2012-07-06 14:11:40 -04:00 |
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Stephen Diehl
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b9e0be6bf0
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Blessed commit.
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2012-07-05 17:29:16 -04:00 |
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Stephen Diehl
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9cbcf424b4
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Update tests.
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2012-07-05 15:14:55 -04:00 |
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Stephen Diehl
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c39267eff4
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Reenable nose magic.
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2012-07-05 14:39:15 -04:00 |
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Stephen Diehl
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44cdf60feb
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Minor fix, lots of win.
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2012-07-05 13:47:43 -04:00 |
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Stephen Diehl
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33a3a104eb
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Remove pdb.
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2012-07-05 11:39:16 -04:00 |
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Stephen Diehl
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81fd7d71b7
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Temporary commit.
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2012-07-05 11:38:45 -04:00 |
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scottsanderson
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1d0c4ffa14
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:result --->results
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2012-07-04 03:47:58 -04:00 |
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Stephen Diehl
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4a3d9b1d83
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devel flag on noop monitored system.
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2012-07-03 15:40:30 -04:00 |
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Stephen Diehl
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bcd1ccae4d
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Restore passing test_performance.
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2012-07-03 13:27:01 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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Stephen Diehl
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0480ea4c39
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Backport setup_topology for lines.py
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2012-07-03 10:48:06 -04:00 |
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scottsanderson
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cfbb9dde1d
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Merge branch 'master' into scott1
Conflicts:
zipline/components/tradesimulation.py
zipline/core/monitor.py
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2012-06-28 18:05:16 -04:00 |
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scottsanderson
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4c40a3d55c
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all manner of changes to support logging
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2012-06-28 16:28:10 -04:00 |
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scottsanderson
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f4f164dd9f
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update to pass along the new log socket address
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2012-06-20 11:57:19 -04:00 |
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Stephen Diehl
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1e2bcb0ed9
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Clean shutdown check is_success check.
Conflicts:
zipline/lines.py
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2012-06-20 09:32:52 -04:00 |
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fawce
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a82d3852bd
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added the is_success property to the SimulatedTrading class
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2012-06-19 20:43:46 -04:00 |
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Stephen Diehl
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aac8e92b06
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Logbook for component state tracking.
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2012-06-11 13:40:54 -04:00 |
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Stephen Diehl
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3446c116ab
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Process Simulator!
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2012-05-26 15:54:43 -04:00 |
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fawce
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ba2783081c
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switched SID to sid
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2012-05-18 21:46:42 -04:00 |
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Stephen Diehl
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9b6c83e3e5
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Removed more amguity over source_id
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2012-05-16 16:40:25 -04:00 |
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Stephen Diehl
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8d864462ff
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Fix DataSource id/get_id mixup.
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2012-05-16 16:19:08 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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Stephen Diehl
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d503ce465a
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Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
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2012-05-15 14:04:05 -04:00 |
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Stephen Diehl
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1b46a0d5d3
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Move simulator to core.
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2012-05-14 14:05:41 -04:00 |
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Stephen Diehl
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f8401dc88e
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Refactor lines.py
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2012-05-14 11:21:57 -04:00 |
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Stephen Diehl
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effb683251
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Fix whitespace.
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2012-05-14 11:07:01 -04:00 |
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Stephen Diehl
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b13f5a82e0
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Removed all references to messaging.py
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2012-05-14 11:03:46 -04:00 |
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Stephen Diehl
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8b95aebcf2
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Refactor lots of things.
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2012-05-14 10:57:40 -04:00 |
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Stephen Diehl
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7d1ddb19f7
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Refactored dirs & logging.
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2012-05-14 08:27:34 -04:00 |
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Stephen Diehl
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133d9c03af
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One test passing, progress!
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2012-05-10 16:38:04 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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fawce
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81de47774f
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fixed allocation issue
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2012-05-10 13:51:02 -04:00 |
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fawce
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9b42a1e63f
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draft of a vwap transform.
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2012-05-04 13:32:29 -04:00 |
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fawce
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bc14e7e3b7
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zipline, now a cold, heartless, http://open.spotify.com/track/1xshgoh575otNXRfeYgh9D
Pretty fast too...
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2012-04-20 12:21:03 -04:00 |
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fawce
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38982fcdab
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major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.
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2012-04-13 15:08:17 -04:00 |
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fawce
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1559a84c7b
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added simulation style to transation simulator, to facilitate tests. Fixed roll-over bug in max cap and max leverage calculation.
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2012-04-13 09:53:20 -04:00 |
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fawce
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aea2e1189c
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fixes to the calculation of transactions and associated tests for long and short orders.
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2012-04-12 10:46:10 -04:00 |
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Stephen Diehl
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e8d98084df
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Exception tracking at the controller level.
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2012-04-03 14:04:11 -04:00 |
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fawce
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e1a3a8e799
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removed extraneous method
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2012-04-02 10:37:27 -04:00 |
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fawce
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c7bb22d4d6
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added a publish_to method to make the api access simpler for providing a socket into the zipline to publish.
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2012-03-31 22:55:43 -04:00 |
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fawce
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7a7833a540
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fixed missing fields, added a new random source option to test zipline (still buggy).
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2012-03-30 17:48:05 -04:00 |
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Stephen Diehl
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7134b4c1b1
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Support for different flavors of ZeroMQ.
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2012-03-24 11:56:18 -04:00 |
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fawce
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3ccfb514fb
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Extended the algorithm protocol to include portfolio.
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2012-03-21 23:52:56 -04:00 |
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fawce
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4f87b4e98a
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documentation fixes and tweaks.
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2012-03-21 00:55:35 -04:00 |
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fawce
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7a57c27295
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this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now.
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2012-03-20 23:10:24 -04:00 |
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fawce
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f20db3d01d
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added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested.
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2012-03-20 16:38:32 -04:00 |
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fawce
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26da4316d1
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documented algorithm protocol, split example algorithms into their own module. added filter methods to algo and to datasources. The top level zipline is responsible for piping algo's filter to the datasource.
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2012-03-20 15:51:10 -04:00 |
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fawce
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7fb86be1ae
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more test refactoring, this time a factory method to get the trading environment.
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2012-03-20 10:52:40 -04:00 |
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fawce
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8a6005140b
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fleshed out ZiplineException a bit.
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2012-03-20 09:57:19 -04:00 |
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