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Author SHA1 Message Date
scottsanderson 71839522cf switch current transforms over to the new metaclass 2012-09-04 17:16:36 -04:00
scottsanderson c0694827d6 add the TransformMeta metaclass 2012-09-04 17:16:36 -04:00
scottsanderson d656c914d5 remove outdated examples file 2012-09-04 17:16:00 -04:00
scottsanderson 22523b5c12 clean up cruft and fix bugs from timeout rename 2012-08-23 13:09:31 -04:00
scottsanderson 567659d058 rename capitalize heartbeat and timeout 2012-08-23 11:48:52 -04:00
scottsanderson bc5fe35126 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-23 10:51:18 -04:00
scottsanderson 55ffa2b391 fix bug where trading environment enters infinite loop on invalid dates 2012-08-23 10:47:35 -04:00
scottsanderson 0f86fe4a93 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-22 02:50:49 -04:00
scottsanderson 24fddfbde0 tradingcalender, attempt #2 2012-08-22 02:50:16 -04:00
scottsanderson 1f78a07d30 refactor tradesimulation client to not use StatefulTransform unnecessarily 2012-08-21 19:55:40 -04:00
scottsanderson ccc80525bf Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-21 15:34:23 -04:00
scottsanderson f751f23c48 Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline 
Conflicts:
	zipline/gens/tradesimulation.py
 2012-08-21 15:02:19 -04:00
scottsanderson ceb1061d87 properly break out of loop when we hit max drawdown 2012-08-21 14:39:32 -04:00
scottsanderson d24bfbbf43 SimulatedLite 2012-08-21 14:34:18 -04:00
scottsanderson 3bcdf0f2af break out of loop properly when we get done 2012-08-21 14:31:15 -04:00
scottsanderson 7051d6826d remove unnecessary copying 2012-08-21 12:18:26 -04:00
scottsanderson 57f1c6056c unit test for heartbeating 2012-08-20 18:24:17 -04:00
scottsanderson 8fed50130c reset heartbeat count on enter/exit 2012-08-20 18:04:30 -04:00
scottsanderson 8b67d6a45c fix __exit__ for timeout 2012-08-19 15:00:09 -04:00
scottsanderson 69ac68af2e heartbeating for handle_data 2012-08-19 02:22:16 -04:00
scottsanderson b5cb08ceed heartbeat and timeout usable as context managers 2012-08-19 02:21:43 -04:00
scottsanderson 0ef89ee704 fix algo_dt logging 2012-08-18 22:04:21 -04:00
scottsanderson 18a1c88145 fix import signal 2012-08-18 21:10:28 -04:00
scottsanderson 58b027798a added timeout and heartbeat decorators 2012-08-18 17:08:41 -04:00
scottsanderson 8986871c90 Merge branch 'master' of github.com:quantopian/zipline into bug_524 2012-08-18 17:07:47 -04:00
scottsanderson a68a48b62e removed deprecated test and refactored tradesimulation time compression logic 2012-08-18 17:07:20 -04:00
scottsanderson 5a70c7464a update the comments in tradesim 2012-08-17 11:07:12 -04:00
scottsanderson 1659cfff45 fixed bessel correction in stddev 2012-08-15 16:16:36 -04:00
scottsanderson 9537067138 fix comment in EventWindow 2012-08-15 13:31:15 -04:00
scottsanderson 404e69a4b3 Merge branch 'master' into stddev_transform 2012-08-15 12:26:25 -04:00
scottsanderson 496851ef72 added stddev transform 2012-08-15 12:16:38 -04:00
scottsanderson c4cb7d41f2 added tests for stddev 2012-08-15 12:15:41 -04:00
scottsanderson 473dafcfb6 fix DONE bug when all events are in the warmup period 2012-08-14 17:03:49 -04:00
scottsanderson 7ce3667bc2 hard coded one-day warmup 2012-08-14 17:03:49 -04:00
scottsanderson b5054293da change protocol to match new datasources 2012-08-14 12:24:57 -04:00
scottsanderson 8a131027a6 whitespace 
Conflicts:
	zipline/gens/tradegens.py
 2012-08-14 11:01:28 -04:00
scottsanderson f87025446e fix DONE bug 2012-08-13 10:14:56 -04:00
scottsanderson 4bfbaa8c26 minor protocol change 2012-08-10 01:18:55 -04:00
scottsanderson 7bb4e754b0 added logs 2012-08-09 16:21:49 -04:00
scottsanderson 36a7c5da30 whitespace 2012-08-08 22:24:43 -04:00
scottsanderson c64175e2e5 added tests for exception messages in datasources and transforms 2012-08-08 18:44:45 -04:00
scottsanderson 0d34de3b46 fix tracebacks 2012-08-08 15:23:20 -04:00
scottsanderson 9611192326 done message for seq transforms 2012-08-08 14:59:31 -04:00
scottsanderson bd2993d23f re-enable logging zipline to file and adding algo_dt 2012-08-08 12:27:15 -04:00
scottsanderson 0b15c0cfb2 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-08 11:21:42 -04:00
scottsanderson b70e76d516 commit pre-merge 2012-08-08 11:21:26 -04:00
scottsanderson d2809946bf updated exception test tracebacks 2012-08-08 09:20:35 -04:00
scottsanderson 6307ce1e02 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-07 21:47:21 -04:00
scottsanderson 0489bc4216 tests for eventwindow 2012-08-07 21:46:56 -04:00
scottsanderson 74859751ff whitespace 2012-08-07 18:25:22 -04:00
scottsanderson 8ab12cc8f8 tests for returns 2012-08-07 17:48:35 -04:00
scottsanderson b4e0639d53 pushing returns for fawce 2012-08-07 17:24:53 -04:00
scottsanderson 23a62a942a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 
Conflicts:
	tests/test_transforms.py
	zipline/finance/returns.py
 2012-08-07 17:08:08 -04:00
scottsanderson 1d9da39fbb new-style returns 2012-08-07 16:54:55 -04:00
scottsanderson 1959a8388c re-commit for fawce 2012-08-07 15:42:33 -04:00
scottsanderson c45b49a315 fix method name typo in eventwindow 2012-08-07 15:11:22 -04:00
scottsanderson 1f0e760856 finish eventwindow ABS, and speedups for tradingcalendar 2012-08-07 14:50:09 -04:00
scottsanderson ed206de84a abstract eventwindow and trading calendar utility 2012-08-07 10:32:10 -04:00
scottsanderson e061cb3a07 new-style vwap 2012-08-06 15:35:56 -04:00
scottsanderson 10ff5effbf moved MovingAverage state class to its own file 2012-08-06 13:54:07 -04:00
scottsanderson 45bfb3e8cd moving average using eventwindow abc 2012-08-06 13:38:45 -04:00
scottsanderson 1073696965 moving toward abstract base for event window tnfms 2012-08-06 13:11:16 -04:00
scottsanderson 4655e643a4 api changes and refactor of sorting tests 2012-08-06 11:05:25 -04:00
scottsanderson 8437a28c14 generator-style perf now sends a risk report on receipt of DONE 2012-08-03 21:09:05 -04:00
scottsanderson 6a181ab4e7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-03 14:07:43 -04:00
scottsanderson ace5d05fab tradesim as generator v. 2.0 2012-08-03 14:07:05 -04:00
scottsanderson d74bc1bbc5 save 2012-08-02 21:49:39 -04:00
scottsanderson b6f7dc543a trivial for fawce 2012-08-02 18:16:04 -04:00
scottsanderson 598b342655 minor 2012-08-02 18:13:03 -04:00
scottsanderson 18d327069a stateful transform as class 2012-08-02 18:01:16 -04:00
scottsanderson c49806187d sources as classes 2012-08-02 16:13:23 -04:00
scottsanderson bc3394bc36 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 15:41:39 -04:00
scottsanderson 79ca24871a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 
Conflicts:
	zipline/gens/examples.py
 2012-08-02 15:22:15 -04:00
scottsanderson 26ad7c4818 intersticial 2012-08-02 15:16:17 -04:00
scottsanderson 07284017fd rewinds 2012-08-02 15:04:28 -04:00
scottsanderson 8bcaed9044 moving to class-style generators 2012-08-02 14:44:11 -04:00
scottsanderson bf3d9cef02 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 09:26:19 -04:00
scottsanderson 56177a7c4f end to end zipline with pure generators 2012-08-02 00:49:48 -04:00
scottsanderson 14067d8323 commit for fawce 2012-08-01 21:42:55 -04:00
scottsanderson 9e1a5c11cb fix syntax in transform 2012-08-01 18:56:29 -04:00
scottsanderson 4768bea646 more progress on tsc 2012-08-01 18:53:09 -04:00
scottsanderson 5910e0f789 tsc work 2012-08-01 17:45:52 -04:00
scottsanderson 9f7293e2d2 pipeline through merge 2012-08-01 17:19:08 -04:00
scottsanderson 6cb3516b6b save for attempted merge 2012-08-01 11:12:09 -04:00
scottsanderson 211cd0271f new world order 2012-08-01 11:03:40 -04:00
scottsanderson 4deabcdfda new world order 2012-08-01 10:42:55 -04:00
scottsanderson 2653353bc7 file moves and style changes in sorted/merged layers 2012-07-30 17:28:08 -04:00
scottsanderson 5d9bfe6b92 full sequencing system (minus done from xforms) 2012-07-30 13:51:10 -04:00
scottsanderson fe1740a3ce updates for transforms 2012-07-29 19:56:10 -04:00
scottsanderson e048e8bc35 added done message to SpecificEquity 2012-07-28 19:04:50 -04:00
scottsanderson 3621934a28 better variable names and PreTransformLayer 2012-07-28 18:24:57 -04:00
scottsanderson 71cc67e123 generator random equity trades 2012-07-28 01:03:09 -04:00
scottsanderson 1f40684566 patch for filter logic 2012-07-28 00:17:28 -04:00
scottsanderson e32adba72d gen-style SpecificEquityTrades done 2012-07-28 00:13:48 -04:00
scottsanderson 71963cb4c1 filter for generator SpecificEquityTrades 2012-07-27 23:40:35 -04:00
scottsanderson 3995773cd4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-27 19:43:10 -04:00
scottsanderson cef36c172d commit for fawce 2012-07-27 19:40:42 -04:00
scottsanderson f0cb4eaaed movingaverage implemented as transform 2012-07-27 17:06:07 -04:00
scottsanderson 4ff943eb34 added generator-style transforms 2012-07-27 15:04:41 -04:00
scottsanderson d33cbdb38a feed is airtight 2012-07-27 09:14:12 -04:00