 Stephen Diehl
|
06e6207020
|
Update logging system
|
2012-06-12 07:11:52 -04:00 |
|
|
Stephen Diehl
|
2d85ec4d95
|
Update performance tracker ot use Logbook
|
2012-06-11 13:54:00 -04:00 |
|
|
Stephen Diehl
|
fefca77fe2
|
FSM for Feed
|
2012-06-11 09:26:48 -04:00 |
|
|
fawce
|
0dea9c5ecb
|
finished comment
|
2012-06-07 17:58:30 -04:00 |
|
|
fawce
|
6a8654342a
|
added an as_portfolio method to the PerformancePeriod.
|
2012-06-07 17:40:26 -04:00 |
|
|
fawce
|
6d8a786214
|
updated performance to be trade by trade.
|
2012-06-07 13:53:45 -04:00 |
|
|
fawce
|
ba9374e6e9
|
Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
|
2012-06-06 16:24:10 -07:00 |
|
|
fawce
|
036f9e93a7
|
fixed a type-o in the documentation.
|
2012-05-31 23:15:53 -04:00 |
|
|
fawce
|
a4ea3e3343
|
marked a todo for a calculation bug
|
2012-05-30 23:55:25 -04:00 |
|
|
jbredeche
|
46ca4531f6
|
Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
|
2012-05-29 18:26:22 -07:00 |
|
|
fawce
|
ef763f28d0
|
added a created date to the risk report.
|
2012-05-29 21:20:16 -04:00 |
|
|
fawce
|
edd119ba90
|
Merge pull request #53 from quantopian/cheetah
Process simulator
|
2012-05-29 07:30:23 -07:00 |
|
|
fawce
|
069dbd1afe
|
removed protocol cruft from transaction transform days.
|
2012-05-28 21:32:23 -04:00 |
|
|
fawce
|
23fb5fa083
|
cleanup
|
2012-05-28 15:25:44 -04:00 |
|
|
Stephen Diehl
|
318d7ba678
|
Fun fun times writing setup.py
|
2012-05-26 18:24:48 -04:00 |
|
|
Stephen Diehl
|
817166ba03
|
Merge branch 'master' into cheetah
|
2012-05-26 15:55:48 -04:00 |
|
|
Stephen Diehl
|
3446c116ab
|
Process Simulator!
|
2012-05-26 15:54:43 -04:00 |
|
|
fawce
|
70b0088e02
|
patched logging config.
|
2012-05-22 21:23:47 -04:00 |
|
|
fawce
|
ba2783081c
|
switched SID to sid
|
2012-05-18 21:46:42 -04:00 |
|
|
fawce
|
52d75c9d31
|
fixed bug with BaseTransform state and name properties.
|
2012-05-18 14:42:47 -04:00 |
|
|
Stephen Diehl
|
9229e4193d
|
Fixed argument threading for transforms.
|
2012-05-17 16:46:34 -04:00 |
|
|
Stephen Diehl
|
f88aacc214
|
Fix some more oop on transforms.
|
2012-05-16 17:03:16 -04:00 |
|
|
Stephen Diehl
|
244f787176
|
Cleaned up OOP on transforms.
|
2012-05-16 16:55:26 -04:00 |
|
|
Stephen Diehl
|
9b6c83e3e5
|
Removed more amguity over source_id
|
2012-05-16 16:40:25 -04:00 |
|
|
Stephen Diehl
|
8d864462ff
|
Fix DataSource id/get_id mixup.
|
2012-05-16 16:19:08 -04:00 |
|
|
Stephen Diehl
|
3ad1f250e6
|
Cleaned up OOP, first round.
|
2012-05-16 14:33:16 -04:00 |
|
|
fawce
|
642d842b3c
|
Merge branch 'master' of github.com:quantopian/zipline
|
2012-05-16 12:08:38 -04:00 |
|
|
fawce
|
2bf9f896e5
|
added missing import
|
2012-05-16 12:08:18 -04:00 |
|
|
Thomas Wiecki
|
e26638058c
|
Reverted path independence code in factory.py. Not sure how to fix with new path structure.
|
2012-05-15 17:37:27 -04:00 |
|
|
fawce
|
750496fa94
|
fixed all imports
|
2012-05-15 14:18:19 -04:00 |
|
|
Stephen Diehl
|
d503ce465a
|
Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
|
2012-05-15 14:04:05 -04:00 |
|
|
Stephen Diehl
|
8db7feb60f
|
Merge branch 'master' of github.com:quantopian/zipline
|
2012-05-15 13:56:33 -04:00 |
|
|
fawce
|
3bb03e0f8c
|
converting to handle_data nomenclature.
|
2012-05-14 16:49:05 -04:00 |
|
|
fawce
|
de0cfd4072
|
fixed bugs in transform calculations.
|
2012-05-14 15:31:51 -04:00 |
|
|
Stephen Diehl
|
d399edd419
|
Fix ndict woes.
|
2012-05-14 13:49:45 -04:00 |
|
|
Stephen Diehl
|
e04415e63f
|
Remove all namedicts.
|
2012-05-14 11:35:43 -04:00 |
|
|
Stephen Diehl
|
8b95aebcf2
|
Refactor lots of things.
|
2012-05-14 10:57:40 -04:00 |
|
|
Stephen Diehl
|
133d9c03af
|
One test passing, progress!
|
2012-05-10 16:38:04 -04:00 |
|
|
Stephen Diehl
|
00de461da8
|
Made more submodules.
|
2012-05-10 15:46:19 -04:00 |
|
|
fawce
|
add3f10b2e
|
removed expiremental pandas code
|
2012-05-10 15:13:00 -04:00 |
|
|
fawce
|
81de47774f
|
fixed allocation issue
|
2012-05-10 13:51:02 -04:00 |
|
|
Stephen Diehl
|
54ee77827e
|
Merge branch 'master', remote-tracking branch 'origin' into refactor
|
2012-05-09 09:15:07 -04:00 |
|
|
Stephen Diehl
|
f60794067e
|
reworked directory
|
2012-05-09 09:12:11 -04:00 |
|
|
fawce
|
602f70d0fe
|
flattened the finance package. draft test for vwap in a complete zipline.
|
2012-05-08 17:12:41 -04:00 |
|
|
fawce
|
a48db838c1
|
refactored transforms to be a package. added vwap, moving average, returns. basic tests for calculations, need to add a test to run the calculations in a zipline.
|
2012-05-08 13:07:55 -04:00 |
|
|
fawce
|
9b42a1e63f
|
draft of a vwap transform.
|
2012-05-04 13:32:29 -04:00 |
|
|
fawce
|
a60154dd6b
|
intersticial commit for transforms
|
2012-05-02 21:05:02 -04:00 |
|
|
fawce
|
e4a0c7af7f
|
added initialize method to the algorithm protocol.
|
2012-05-02 21:05:01 -04:00 |
|
|
fawce
|
54f8d7d013
|
removed lines sending messages to the control channel, simplified logic for handling max loss case, DONE'ing trading client on max loss. Zipline continues to run until all components are finished.
|
2012-04-24 17:51:02 -04:00 |
|
|
fawce
|
1f04ee4ece
|
committed a set_trace...
|
2012-04-23 21:04:51 -04:00 |
|