3 Commits

Author	SHA1	Message	Date
fawce	2c7355a0dc	Refactoring of TradingEnvironment to isolate the global state: index symbol and exchange timezone. Parameters that define the simulation (start, end, and capital base) were put in a new class, SimulationParameters. ... Global state for the financial simulation environment is accessed through the zipline.finance.trading module, which now contains a module variable: environment. Parameters are passed into an algorithm as a keyword argument, sim_params. SimulationParameters creates a trading day index for the test period that can be used to find trading days, calculate distance between trading days, and other common operations. The sim params index is just selected from the global state. ================ Details: - adding delorean to the requirements. - made index symbol a parameter for loading the benchmark data. changed messagepack storage to be symbol specific. - ported risk, performance, algorithm, transforms, batch transforms and associated tests to use simulation parameters and global environment - factory and sim factory use global state and sim params - factory method parameter names now reflect the class expected	2013-02-18 10:24:32 -05:00
Eddie Hebert	e43dfef65d	Adjusts start date of test algo gen to account for market dates. ... When date_gen changed to use market dates, the end of this env was run over by the date_gen.	2013-01-31 13:20:11 -05:00
Richard Frank	4d41070585	Fix for slippage time getting out of sync with algo. ... Moved grouping by date earlier in the pipeline of generators, prior to any date-dependent state getting involved. Grouping pulls from the pipeline until the start of the next group, which is in the next day. The effect of grouping after slippage but before handle_data is that slippage and the algo are out of sync by a transaction.	2012-11-27 13:38:50 -05:00