 fawce
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087de66e4c
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Merge pull request #65 from quantopian/fawce_alpha1
portfolio object creation from PerformancePeriod
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2012-06-07 14:59:48 -07:00 |
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fawce
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0dea9c5ecb
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finished comment
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2012-06-07 17:58:30 -04:00 |
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fawce
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6a8654342a
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added an as_portfolio method to the PerformancePeriod.
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2012-06-07 17:40:26 -04:00 |
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fawce
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6d8a786214
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updated performance to be trade by trade.
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2012-06-07 13:53:45 -04:00 |
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fawce
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ba9374e6e9
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Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
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2012-06-06 16:24:10 -07:00 |
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fawce
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036f9e93a7
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fixed a type-o in the documentation.
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2012-05-31 23:15:53 -04:00 |
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fawce
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a4ea3e3343
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marked a todo for a calculation bug
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2012-05-30 23:55:25 -04:00 |
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Stephen Diehl
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0791c98d31
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Merge pull request #60 from quantopian/optimize_qexec
Optimization fixes and more refactoring
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2012-05-30 07:42:51 -07:00 |
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Thomas Wiecki
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a69938a4b2
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Merge branch 'master' of github.com:quantopian/zipline into optimize_qexec
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2012-05-30 10:15:48 -04:00 |
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Thomas Wiecki
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da827c18b4
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Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions.
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2012-05-30 10:15:35 -04:00 |
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jbredeche
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46ca4531f6
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Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
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2012-05-29 18:26:22 -07:00 |
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fawce
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ef763f28d0
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added a created date to the risk report.
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2012-05-29 21:20:16 -04:00 |
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Stephen Diehl
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95bc94fbaa
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Merge pull request #57 from quantopian/optimize_qexec
Minor refactoring of optimize code. Touches nothing else.
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2012-05-29 14:11:44 -07:00 |
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Stephen Diehl
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5a88ef98cf
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Merge pull request #58 from quantopian/cheetah
Added setproctitle and C extension doc.
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2012-05-29 14:10:51 -07:00 |
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Stephen Diehl
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954ad8afb3
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Added setproctitle and C extension doc.
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2012-05-29 17:09:08 -04:00 |
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Thomas Wiecki
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45409132b2
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Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest.
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2012-05-29 14:37:43 -04:00 |
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fawce
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edd119ba90
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Merge pull request #53 from quantopian/cheetah
Process simulator
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2012-05-29 07:30:23 -07:00 |
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Stephen Diehl
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736bbe51af
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Misc changes.
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2012-05-29 00:38:23 -04:00 |
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jbredeche
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461f5645f6
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Merge pull request #56 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-28 21:13:00 -07:00 |
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fawce
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b8d0a8e4e0
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cleanup
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2012-05-28 22:13:43 -04:00 |
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fawce
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433170df9b
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removed old order protocol cruft.
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2012-05-28 21:39:54 -04:00 |
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fawce
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069dbd1afe
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removed protocol cruft from transaction transform days.
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2012-05-28 21:32:23 -04:00 |
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Stephen Diehl
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640076ee7b
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Merge pull request #55 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-28 13:09:10 -07:00 |
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fawce
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13ccf169f1
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encoding epoch as an int, rather than float.
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2012-05-28 16:06:41 -04:00 |
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fawce
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23fb5fa083
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cleanup
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2012-05-28 15:25:44 -04:00 |
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Thomas Wiecki
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912b148ec3
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Merge pull request #54 from quantopian/optimize_qexec
Small fixes to optimize tests to work with refactored zipline.
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2012-05-28 09:51:49 -07:00 |
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Thomas Wiecki
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1c91c7287b
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Moved cycle import out of function.
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2012-05-28 12:02:11 -04:00 |
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Stephen Diehl
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339daf9515
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Uncommented scipy.
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2012-05-28 11:17:07 -04:00 |
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Thomas Wiecki
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6523ff6c9b
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Re-enabled optimize unittests. Minor fixes to create_predictable_zipline().
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2012-05-28 11:11:29 -04:00 |
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Stephen Diehl
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c17dab35a2
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Devsimulator under new class hierarchy.
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2012-05-28 10:45:06 -04:00 |
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Stephen Diehl
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d85fe0b7b5
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Integrate simulatorref.
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2012-05-28 10:39:34 -04:00 |
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Stephen Diehl
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b574195a0d
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Added example c extension.
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2012-05-27 21:22:16 -04:00 |
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Stephen Diehl
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077fb168ce
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Added interp to core.
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2012-05-27 21:21:54 -04:00 |
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Stephen Diehl
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7c115a4afc
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Update pavement.
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2012-05-26 20:13:31 -04:00 |
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Stephen Diehl
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318d7ba678
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Fun fun times writing setup.py
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2012-05-26 18:24:48 -04:00 |
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Stephen Diehl
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817166ba03
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Merge branch 'master' into cheetah
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2012-05-26 15:55:48 -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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407d046909
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narrowed window of tests.
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2012-05-25 13:03:41 -04:00 |
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fawce
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7db5bc4ddc
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Merge pull request #52 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-25 09:46:30 -07:00 |
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fawce
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35c034eb31
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shortened up the tests to make them more reasonable total runtime.
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2012-05-25 12:42:29 -04:00 |
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fawce
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b533961247
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little more perf tweaking.
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2012-05-25 11:15:56 -04:00 |
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fawce
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31b545946e
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performance tweak on ndict's frozenset.
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2012-05-25 11:11:18 -04:00 |
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fawce
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6bfa4bfddc
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fixed logger tests.
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2012-05-24 21:25:52 -04:00 |
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fawce
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f2aff6a501
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fixed logger test.
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2012-05-24 16:42:15 -04:00 |
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fawce
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789338aa5f
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fixed constructor call to provide source_id
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2012-05-24 11:36:22 -04:00 |
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fawce
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92553abfa1
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adding benchmark declarations.
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2012-05-23 15:40:50 -04:00 |
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fawce
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89822748a7
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adding in vbench
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2012-05-23 15:36:15 -04:00 |
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fawce
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fde665f3ec
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hotpatching the logger config.
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2012-05-22 21:25:18 -04:00 |
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fawce
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70b0088e02
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patched logging config.
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2012-05-22 21:23:47 -04:00 |
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fawce
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60aa72f206
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Merge pull request #51 from quantopian/fawce_alpha1
path hacking for logging.cfg
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2012-05-21 13:39:31 -07:00 |
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