Eddie Hebert
58af62f18d
REL: Update copyright on all files touched since end of 2012.
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s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00
Eddie Hebert
a6ce57ef4f
Removes code branching on sequential/merged flags in StatefulTransform.
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So that the unit tests exercise the same transform logic as what
is executed a TradingAlgorithm object.
2013-01-30 16:23:40 -05:00
Eddie Hebert
7443b0c602
Pulls alias_dt wrapper out of sequential_transforms.
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So that stepping through/cProfile output are a little clearer.
2013-01-30 16:20:58 -05:00
Eddie Hebert
ee02ff6445
Adds _ prefix to decorate_source to imply internal usage.
2013-01-07 13:03:12 -05:00
Eddie Hebert
fc03e80cdf
Removes done message.
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Instead of checking for 'DONE' on each call uses generators
builtin StopIteration for signalling the end of input.
2013-01-07 12:06:31 -05:00
Eddie Hebert
13a2b1c637
Changes date_sort to use heapq module.
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Uses heapq.merge to sort input from mulitple sources instead of
our own sort module.
From profiling heapq.merge is more efficient than our own efforts.
2013-01-07 12:03:50 -05:00
Eddie Hebert
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
Eddie Hebert
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
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Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`
Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
Thomas Wiecki
35a7da6ee7
Cleaned up depracated merged_transforms.
2012-09-17 17:13:20 -04:00
Thomas Wiecki
81ea337ae6
Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
2012-09-07 10:28:36 -04:00
Eddie Hebert
59362fb78b
Applies PEP-8 fixes.
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Whitespace wrangling.
2012-08-24 13:22:25 -04:00
Eddie Hebert
33f42a9374
Removes unused imports.
2012-08-24 13:18:59 -04:00
Thomas Wiecki
a433436d39
Resolved conflicts.
2012-08-23 13:44:16 -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
7051d6826d
remove unnecessary copying
2012-08-21 12:18:26 -04:00
Thomas Wiecki
3884b15eb6
ENH: Changed algorithm class to provide .run() method. Testing of multiple param combos of DMA.
2012-08-12 20:24:34 -04:00
Thomas Wiecki
51f01c0f1f
ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code.
2012-08-10 17:23:08 -04:00
scottsanderson
c64175e2e5
added tests for exception messages in datasources and transforms
2012-08-08 18:44:45 -04:00
fawce
a0db79428d
fixed dt to datetime alias logic-O
2012-08-08 15:06:24 -04:00
scottsanderson
9611192326
done message for seq transforms
2012-08-08 14:59:31 -04:00
scottsanderson
d2809946bf
updated exception test tracebacks
2012-08-08 09:20:35 -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
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
fawce
193dc20a7a
checking in latest from scotty
2012-08-02 18:23:47 -04:00
fawce
f4a405adc4
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-02 18:16:34 -04:00
scottsanderson
b6f7dc543a
trivial for fawce
2012-08-02 18:16:04 -04:00
fawce
111681aacf
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
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Conflicts:
zipline/gens/composites.py
2012-08-02 18:11:35 -04:00
fawce
c2b4689668
intersticial to merge with scott
2012-08-02 18:02:43 -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
26ad7c4818
intersticial
2012-08-02 15:16:17 -04:00
scottsanderson
9f7293e2d2
pipeline through merge
2012-08-01 17:19:08 -04:00
scottsanderson and fawce
211cd0271f
new world order
2012-08-01 11:03:40 -04:00
scottsanderson
2653353bc7
file moves and style changes in sorted/merged layers
2012-07-30 17:28:08 -04:00
fawce
29760dde3a
renaming and such for the PR.
2012-07-30 16:13:47 -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
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
cef36c172d
commit for fawce
2012-07-27 19:40:42 -04:00
Eddie Hebert