 Stephen Diehl
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aac8e92b06
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Logbook for component state tracking.
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2012-06-11 13:40:54 -04:00 |
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Stephen Diehl
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3446c116ab
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Process Simulator!
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2012-05-26 15:54:43 -04:00 |
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fawce
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ba2783081c
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switched SID to sid
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2012-05-18 21:46:42 -04:00 |
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Stephen Diehl
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9b6c83e3e5
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Removed more amguity over source_id
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2012-05-16 16:40:25 -04:00 |
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Stephen Diehl
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8d864462ff
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Fix DataSource id/get_id mixup.
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2012-05-16 16:19:08 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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Stephen Diehl
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d503ce465a
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Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
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2012-05-15 14:04:05 -04:00 |
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Stephen Diehl
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1b46a0d5d3
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Move simulator to core.
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2012-05-14 14:05:41 -04:00 |
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Stephen Diehl
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f8401dc88e
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Refactor lines.py
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2012-05-14 11:21:57 -04:00 |
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Stephen Diehl
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effb683251
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Fix whitespace.
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2012-05-14 11:07:01 -04:00 |
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Stephen Diehl
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b13f5a82e0
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Removed all references to messaging.py
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2012-05-14 11:03:46 -04:00 |
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Stephen Diehl
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8b95aebcf2
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Refactor lots of things.
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2012-05-14 10:57:40 -04:00 |
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Stephen Diehl
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7d1ddb19f7
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Refactored dirs & logging.
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2012-05-14 08:27:34 -04:00 |
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Stephen Diehl
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133d9c03af
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One test passing, progress!
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2012-05-10 16:38:04 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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fawce
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81de47774f
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fixed allocation issue
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2012-05-10 13:51:02 -04:00 |
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fawce
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9b42a1e63f
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draft of a vwap transform.
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2012-05-04 13:32:29 -04:00 |
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fawce
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bc14e7e3b7
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zipline, now a cold, heartless, http://open.spotify.com/track/1xshgoh575otNXRfeYgh9D
Pretty fast too...
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2012-04-20 12:21:03 -04:00 |
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fawce
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38982fcdab
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major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.
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2012-04-13 15:08:17 -04:00 |
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fawce
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1559a84c7b
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added simulation style to transation simulator, to facilitate tests. Fixed roll-over bug in max cap and max leverage calculation.
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2012-04-13 09:53:20 -04:00 |
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fawce
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aea2e1189c
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fixes to the calculation of transactions and associated tests for long and short orders.
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2012-04-12 10:46:10 -04:00 |
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Stephen Diehl
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e8d98084df
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Exception tracking at the controller level.
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2012-04-03 14:04:11 -04:00 |
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fawce
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e1a3a8e799
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removed extraneous method
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2012-04-02 10:37:27 -04:00 |
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fawce
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c7bb22d4d6
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added a publish_to method to make the api access simpler for providing a socket into the zipline to publish.
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2012-03-31 22:55:43 -04:00 |
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fawce
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7a7833a540
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fixed missing fields, added a new random source option to test zipline (still buggy).
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2012-03-30 17:48:05 -04:00 |
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Stephen Diehl
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7134b4c1b1
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Support for different flavors of ZeroMQ.
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2012-03-24 11:56:18 -04:00 |
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fawce
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3ccfb514fb
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Extended the algorithm protocol to include portfolio.
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2012-03-21 23:52:56 -04:00 |
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fawce
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4f87b4e98a
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documentation fixes and tweaks.
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2012-03-21 00:55:35 -04:00 |
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fawce
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7a57c27295
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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.
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2012-03-20 23:10:24 -04:00 |
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fawce
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f20db3d01d
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added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested.
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2012-03-20 16:38:32 -04:00 |
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fawce
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26da4316d1
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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.
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2012-03-20 15:51:10 -04:00 |
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fawce
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7fb86be1ae
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more test refactoring, this time a factory method to get the trading environment.
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2012-03-20 10:52:40 -04:00 |
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fawce
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8a6005140b
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fleshed out ZiplineException a bit.
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2012-03-20 09:57:19 -04:00 |
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fawce
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2d6c4688f9
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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.
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2012-03-19 23:19:57 -04:00 |
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fawce
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87c9d913d6
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working on elminating the need for signaling order done.
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2012-03-19 16:08:53 -04:00 |
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fawce
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e7f44884cf
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added documentation/todo for callbacks, hopefully simplifying the algorithm classes.
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2012-03-19 14:28:21 -04:00 |
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fawce
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2324c054e9
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added more documentation to the lines.py. refactoring relationship between zipline and algorithm.
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2012-03-19 11:40:48 -04:00 |
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fawce
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dcc471cc93
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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.
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2012-03-17 23:15:38 -04:00 |
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