bc14e7e3b7
zipline, now a cold, heartless, http://open.spotify.com/track/1xshgoh575otNXRfeYgh9D
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Pretty fast too...
2012-04-20 12:21:03 -04:00
6561292e4c
some efficiency changes - no longer transferring the list of daily returns, no longer holding transactions in the daily and the cumulative performance periods.
2012-04-18 12:36:46 -04:00
309f78a030
modification of the transport protocol -- keeping it close to the export of data from the performance tracker.
2012-04-18 12:36:46 -04:00
864899003b
Clean up test case.
2012-04-18 12:29:40 -04:00
b3de0a2fcc
Added ndict test suite.
2012-04-18 11:18:48 -04:00
02d7f0a4c8
heavy work on the feedback loop from trade client to order source. tests are passing using a busy wait inside the trade client. hopefully we can find a more elegant approach.
2012-04-14 15:09:52 -04:00
4486dd0cad
removed some straggling test code.
2012-04-13 16:54:49 -04:00
38982fcdab
major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.
2012-04-13 15:08:17 -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
aea2e1189c
fixes to the calculation of transactions and associated tests for long and short orders.
2012-04-12 10:46:10 -04:00
b78097241a
rounded out tests to cover more trading cases (spreading, collapsing, expiring)
2012-04-11 12:00:16 -04:00
f759cac61b
added a simple test for the transaction simulator, heavily revised the simulator as a result.
2012-04-10 22:46:50 -04:00
14166ccc30
dropped the extra days in trading range...
2012-04-09 10:31:11 -04:00
30dfc86ba9
fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.
2012-04-06 20:49:56 -04:00
14b57dad07
patching the filter test because we are now trying to calculate end of test risk
2012-04-04 18:44:19 -04:00
50591c9913
Merge pull request #24 from quantopian/exception_reporting
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Exception reporting
2012-04-04 15:05:05 -07:00
78cceaa649
fixes and tests for result streaming.
2012-04-03 22:42:53 -04:00
e8d98084df
Exception tracking at the controller level.
2012-04-03 14:04:11 -04:00
7a7833a540
fixed missing fields, added a new random source option to test zipline (still buggy).
2012-03-30 17:48:05 -04:00
3248328f97
Merge pull request #19 from quantopian/api
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Extended the algorithm protocol to include portfolio.
2012-03-22 07:11:43 -07:00
0653c244b5
fixed bug in table formatting.
2012-03-22 00:01:27 -04:00
3ccfb514fb
Extended the algorithm protocol to include portfolio.
2012-03-21 23:52:56 -04:00
7deec4a74c
logic-o, forgot the self parameter.
2012-03-21 16:29:30 -03:00
839e99f099
document fixes.
2012-03-20 23:17:36 -04:00
7a57c27295
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.
2012-03-20 23:10:24 -04:00
886f091e64
trying to fix the factory bugs...
2012-03-20 16:45:52 -04:00
f20db3d01d
added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested.
2012-03-20 16:38:32 -04:00
26da4316d1
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.
2012-03-20 15:51:10 -04:00
4d59846352
upping the timeout for finance tests to 15s.
2012-03-20 11:16:58 -04:00
7fb86be1ae
more test refactoring, this time a factory method to get the trading environment.
2012-03-20 10:52:40 -04:00
2d6c4688f9
added a new component property is_blocking. Non-blocking datasources and transforms will not prevent merge or feed from exiting, even if they have not reported DONE. refactored lines.py to provide a test zipline method and to take keyword arguments in the constructor and factory method.
2012-03-19 23:19:57 -04:00
87c9d913d6
working on elminating the need for signaling order done.
2012-03-19 16:08:53 -04:00
e7f44884cf
added documentation/todo for callbacks, hopefully simplifying the algorithm classes.
2012-03-19 14:28:21 -04:00
dcc471cc93
refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will
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hold classes that instantiate entire zipline topologies.
2012-03-17 23:15:38 -04:00
3b8b13b14c
Merge branch 'master' into dataflow
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Conflicts:
zipline/test/test_messaging.py
2012-03-16 18:20:18 -04:00
f581be3723
Axe test_messaging.
2012-03-16 18:14:23 -04:00
b61b69a8dd
Merge branch 'master' into dataflow
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Conflicts:
zipline/finance/risk.py
zipline/protocol_utils.py
2012-03-16 15:04:23 -04:00
931f10fe32
Misc fixes, disabled Risk reporting until PR.
2012-03-15 18:33:34 -04:00
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -04:00
6630917da8
working on frame argument sent to algorithm.
2012-03-15 16:14:12 -04:00
98c1312f16
updated per sdiehl's advice in the PR.
2012-03-14 15:51:44 -04:00
2742ffcc47
using pandas for the dataframe relayed to the algorithm. all unit tests are passing.
2012-03-14 15:13:32 -04:00
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -04:00
cb07f2179d
Merge branch 'algohost' of github.com:quantopian/zipline into algohost
2012-03-13 12:21:26 -04:00
649a8ea2e5
starting in on pandas integration.
2012-03-13 12:20:35 -04:00
defa3186ca
Time all the tests!
2012-03-12 10:36:08 -04:00
e6296111e8
Woops left pdb in.
2012-03-12 10:15:19 -04:00
6171cdf582
Fix hanging test cases by backporting some sim code.
2012-03-12 10:11:29 -04:00
99d51f58f5
switched the socket allocator to be a class variable for the test case.
2012-03-11 20:28:05 -04:00
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
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add performance tracker unit tests, made various fixes to perf tracker. still have a hang on exit for zipline/test/test_finance.py:FinanceTestCase.test_orders and zipline/test/test_finance.py:FinanceTestCase.test_performance. pinging realdiehl for help...
2012-03-11 16:21:10 -04:00
fawce