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
fawce
87c9d913d6
working on elminating the need for signaling order done.
2012-03-19 16:08:53 -04:00
fawce
e7f44884cf
added documentation/todo for callbacks, hopefully simplifying the algorithm classes.
2012-03-19 14:28:21 -04:00
Stephen Diehl
b61b69a8dd
Merge branch 'master' into dataflow
...
Conflicts:
zipline/finance/risk.py
zipline/protocol_utils.py
2012-03-16 15:04:23 -04:00
Stephen Diehl
931f10fe32
Misc fixes, disabled Risk reporting until PR.
2012-03-15 18:33:34 -04:00
fawce
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -04:00
fawce
2742ffcc47
using pandas for the dataframe relayed to the algorithm. all unit tests are passing.
2012-03-14 15:13:32 -04:00
fawce
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
...
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
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
fawce
b69ea6b790
refactoring performance to be a plain class, not a component.
2012-03-08 19:21:28 -05:00
fawce
1cd66a091d
fixed bug in client
2012-03-04 11:58:10 -05:00
fawce
2aa4af86aa
merged master branch that contains control component, error handling with finance branch.
2012-03-01 23:44:35 -05:00
fawce
6283906434
Merge branch 'finance' into master_finance_merge
...
Conflicts:
zipline/messaging.py
zipline/test/client.py
2012-03-01 13:54:47 -05:00
fawce
7846a1e1f4
passing basic order and transaction simulation test
2012-03-01 10:46:50 -05:00
fawce
2827c2036b
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/protocol.py
zipline/test/client.py
zipline/test/test_messaging.py
2012-02-29 23:43:27 -05:00
fawce
536a1e7fdc
protocol tests passing, orders test almost passing, but looking like we need to extend the merge component to add transaction and order specific logic.
2012-02-29 23:38:46 -05:00
fawce
5247ace0ca
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/test/client.py
2012-02-29 16:47:34 -05:00
fawce
aa567a1854
clearing unit test references from client.
2012-02-29 11:08:25 -05:00
Stephen Diehl
62c32e1de7
Disbale utest.
2012-02-29 10:39:51 -05:00
fawce
30a00faef2
commented out the monitor tests, added a count check for orders.
2012-02-28 23:02:07 -05:00
Stephen Diehl
e38b947004
Zipline integration to qexec.
2012-02-28 22:59:31 -05:00
fawce
3e5092d92a
nascent order protocol implemented.
2012-02-28 21:50:40 -05:00
fawce
f1a7e41d1f
intersticial commit
2012-02-28 11:36:23 -05:00
Stephen Diehl
d6c425936a
Better tracking of failure modes.
2012-02-27 23:23:31 -05:00
fawce
12aaa4a2e0
intersticial commit to show realdiehl the dummy module.
2012-02-27 14:48:59 -05:00
Stephen Diehl
6e8f1a7716
Alter init methods, poll for control messages.
2012-02-26 22:40:09 -05:00
Stephen Diehl
bb70efe4eb
Polling work Checkpiont.
2012-02-24 17:49:24 -05:00
Stephen Diehl
ffc2e34334
Unifying protocol and messaging.
2012-02-24 12:51:46 -05:00
Stephen Diehl
64383f865d
Tweak tests.
2012-02-20 16:07:04 -05:00
fawce
8ad08ee384
eliminated the redundant passing of address information, moved the zmq import to the run method to see if loading in the execution context helps
2012-02-17 10:57:53 -05:00
fawce
4216dee08d
refactoring finished, passing all non-exceptional test cases for threads and procs
2012-02-16 13:28:22 -05:00
fawce
38e89dc0f9
fixed missing sync closure
2012-02-14 15:59:59 -05:00
fawce
aeecf19f77
switched to gevent zmq, fixed hangups
2012-02-14 13:52:10 -05:00
fawce
2fd2808e28
renamed to zipline
2012-02-14 12:23:48 -05:00
fawce