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
fawce
b78097241a
rounded out tests to cover more trading cases (spreading, collapsing, expiring)
2012-04-11 12:00:16 -04:00
fawce
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
fawce
7a7833a540
fixed missing fields, added a new random source option to test zipline (still buggy).
2012-03-30 17:48:05 -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
886f091e64
trying to fix the factory bugs...
2012-03-20 16:45:52 -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
7fb86be1ae
more test refactoring, this time a factory method to get the trading environment.
2012-03-20 10:52:40 -04:00
fawce
dcc471cc93
refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will
...
hold classes that instantiate entire zipline topologies.
2012-03-17 23:15:38 -04:00
fawce
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -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
8f65b71fd4
added and fixed performance tracker tests. still some failures to iron out in performance.
2012-03-10 22:16:08 -05:00
fawce
3c7299b769
added a new client component that calculates positions, performance, and risk.
2012-03-07 15:39:53 -05:00
fawce
fec5e98a8d
updated factory to load from msgpack files, added tests for risk, parameterized treasury and benchmark data.
2012-03-07 01:48:03 -05:00
Stephen Diehl
fcc5298d6b
Partial fix for control flow bugs. ( See Jenkins )
2012-03-04 16:41:17 -05:00
Stephen Diehl
3100d7c308
i++ sweep -> Pythonic iterator / zip
2012-03-03 22:01:05 -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
eb4071be9b
added tests for the protocol for trades and for end to end including transforms and merge.
2012-02-28 16:26:22 -05:00
fawce
f1a7e41d1f
intersticial commit
2012-02-28 11:36:23 -05:00
fawce
12aaa4a2e0
intersticial commit to show realdiehl the dummy module.
2012-02-27 14:48:59 -05:00
fawce
e94c8cf717
unstable commit to allow sync with qexec master to move db code
2012-02-26 20:28:08 -05:00
fawce
f29c83e941
renamed factory to singular
2012-02-26 20:08:10 -05:00
fawce