28c380c245
removed heartbeat on every iteration, resulted in a 50% reduction in processing time per day.
...
However, the big lesson from this experiment is that the major bottleneck is in the feedback loop. By eliminating the feedback loop and instead putting the transaction simulation into the client end of the zipline, I think we could accelerate by 10x.
2012-04-20 12:21:03 -04:00
bd616a9ec0
eliminated special handling for non-blocking components.
2012-04-16 12:06:39 -04:00
1559a84c7b
added simulation style to transation simulator, to facilitate tests. Fixed roll-over bug in max cap and max leverage calculation.
2012-04-13 09:53:20 -04:00
aaf2fae2b8
patched guard logic in max drawdown calculation. needs real work.
2012-04-05 12:43:43 -04:00
c4dbec1e30
MergedParallelBuffer -> Merge, ParallelBuffer -> Feed
2012-04-04 18:03:13 -04:00
42f16ccdfb
Done & Exception tracking through sockets -> Controller
2012-04-04 12:22:12 -04:00
e8d98084df
Exception tracking at the controller level.
2012-04-03 14:04:11 -04:00
efcda0f585
Gevent driven zmq poller, per sage advice of benoitc.
2012-03-24 12:35:06 -04:00
7134b4c1b1
Support for different flavors of ZeroMQ.
2012-03-24 11:56:18 -04:00
87c9d913d6
working on elminating the need for signaling order done.
2012-03-19 16:08:53 -04:00
23a4f0680b
Backtest protocol, ala Bredeche.
2012-03-14 07:37:52 -04:00
ba5172f01a
More safe shutdown assertions.
2012-03-05 21:26:07 -05:00
f885343690
Remove thread unsafe context spawning.
2012-03-02 22:01:42 -05:00
d0f8705c20
Notes about thread saftey of zmq.Context()
2012-02-28 23:31:13 -05:00
e38b947004
Zipline integration to qexec.
2012-02-28 22:59:31 -05:00
d6c425936a
Better tracking of failure modes.
2012-02-27 23:23:31 -05:00
0de735e816
Documention tweaks.
2012-02-27 12:14:45 -05:00
651182869a
Api for tearing down components.
2012-02-26 23:52:20 -05:00
6e8f1a7716
Alter init methods, poll for control messages.
2012-02-26 22:40:09 -05:00
f87b36bfe5
Cleanup, standardizing methods, more docstrings.
2012-02-25 09:41:34 -05:00
2deb6ba254
Register control socket in every component.
2012-02-24 20:06:12 -05:00
a63a7c6dea
Untangled the poller knot! :)
2012-02-24 18:26:57 -05:00
041b2311df
Poller refactor... Checkpoint #2
2012-02-24 18:18:22 -05:00
bb70efe4eb
Polling work Checkpiont.
2012-02-24 17:49:24 -05:00
ffc2e34334
Unifying protocol and messaging.
2012-02-24 12:51:46 -05:00
e640aabf73
Cleanup docs, pep8ify, and backport dev simulator test
2012-02-23 15:32:17 -05:00
6190da376a
Rearrange test case / file layout a bit.
2012-02-23 11:19:26 -05:00
fawce