Commit Graph

11 Commits

Author SHA1 Message Date
fawce 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
fawce 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
fawce aea2e1189c fixes to the calculation of transactions and associated tests for long and short orders. 2012-04-12 10:46:10 -04:00
Stephen Diehl 3248328f97 Merge pull request #19 from quantopian/api
Extended the algorithm protocol to include portfolio.
2012-03-22 07:11:43 -07:00
fawce 0653c244b5 fixed bug in table formatting. 2012-03-22 00:01:27 -04:00
fawce 3ccfb514fb Extended the algorithm protocol to include portfolio. 2012-03-21 23:52:56 -04:00
fawce 7deec4a74c logic-o, forgot the self parameter. 2012-03-21 16:29:30 -03:00
fawce 839e99f099 document fixes. 2012-03-20 23:17:36 -04:00
fawce 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
fawce 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
fawce 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