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Author SHA1 Message Date
fawce 2eeb92442e added transactions to the daily update objects. 2012-04-10 00:02:54 -04:00
fawce 1ddca6e6e0 Merge pull request #28 from twiecki/patch-1 
DOC: Added missing etc path to README.md. Minor restructuring of text.
 2012-04-09 17:24:04 -07:00
Thomas Wiecki 55b8ccbb3c DOC: Added missing etc path to README.md. Minor restructuring of text. 2012-04-09 18:51:33 -03:00
fawce 6bc3e7df20 Merge pull request #27 from quantopian/date_fixes 
Updated ordersource to be concurrency agnostic! *woohoo*
 2012-04-09 08:12:56 -07:00
fawce 73d63057c1 Updated ordersource to be concurrency agnostic! 2012-04-09 11:10:41 -04:00
fawce 6c71169f47 Merge pull request #26 from quantopian/date_fixes 
fixed dates front to back to be proper market open/close, and to use sta...
 2012-04-09 07:35:26 -07:00
fawce 14166ccc30 dropped the extra days in trading range... 2012-04-09 10:31:11 -04:00
fawce 57c39bf615 switching to only calculate the returns and risk on market close, rather than per trade. 2012-04-09 10:20:08 -04:00
fawce aa2bcdf83e ending values for portfolio, equity, and cash in cumulative were removed, because they are redundant to the same values in daily. Also removed starting cash, as it is unchanging and equal to the capital base. 2012-04-08 21:09:42 -04:00
fawce 237b42c11e switched reporting to provide cash, equity, and total portfolio value 2012-04-08 13:53:40 -04:00
fawce 37a8bda4b2 fixed bogus initial portfolio value (should be zero). 2012-04-06 22:31:35 -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 70d32f1bbc Merge branch 'master' of github.com:quantopian/zipline 2012-04-05 23:54:04 -04:00
fawce 130b996a63 dropped the cursor from the protocol in zipline. 2012-04-05 23:43:56 -04:00
fawce cad62346e7 updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object. 2012-04-05 23:35:21 -04:00
Stephen Diehl dea4271fbd Merge branch 'master' of github.com:quantopian/zipline 2012-04-05 14:52:58 -04:00
Stephen Diehl b924f57e53 "Fix" for hanging tests in simulator. 2012-04-05 14:52:43 -04:00
fawce aaf2fae2b8 patched guard logic in max drawdown calculation. needs real work. 2012-04-05 12:43:43 -04:00
fawce 14b57dad07 patching the filter test because we are now trying to calculate end of test risk 2012-04-04 18:44:19 -04:00
Stephen Diehl 21f0f13e3b Merge pull request #25 from quantopian/exception_reporting 
Send a soft kill, not a hard kill.
 2012-04-04 15:24:12 -07:00
Stephen Diehl 4998bc2e37 Send a soft kill, not a hard kill. 2012-04-04 18:23:06 -04:00
fawce 70cae31442 Merge pull request #23 from quantopian/integration 
fixed bug where year report list included months instead. added a period...
 2012-04-04 15:05:35 -07:00
fawce 50591c9913 Merge pull request #24 from quantopian/exception_reporting 
Exception reporting
 2012-04-04 15:05:05 -07:00
Stephen Diehl c4dbec1e30 MergedParallelBuffer -> Merge, ParallelBuffer -> Feed 2012-04-04 18:03:13 -04:00
fawce 4adf8ff854 changes risk report period label to YYYY-MM format 2012-04-04 17:01:49 -04:00
Stephen Diehl f3035c5739 monitor.py killing softly 2012-04-04 14:32:31 -04:00
Stephen Diehl 42f16ccdfb Done & Exception tracking through sockets -> Controller 2012-04-04 12:22:12 -04:00
Stephen Diehl 3d8e355cfa Integrate controller into do_work. 2012-04-04 11:42:58 -04:00
fawce 701687b812 fixed bug where year report list included months instead. added a period_label to risk metrics corresponding to the end date. e.g. April 2006 2012-04-04 11:37:19 -04:00
Stephen Diehl e18dab58e5 Use proper logging. 2012-04-04 10:47:51 -04:00
fawce 78cceaa649 fixes and tests for result streaming. 2012-04-03 22:42:53 -04:00
Stephen Diehl c2bd2872c1 Concurrency agnostic controller. 2012-04-03 18:12:16 -04:00
Stephen Diehl e8d98084df Exception tracking at the controller level. 2012-04-03 14:04:11 -04:00
fawce 9073d19780 Merge pull request #22 from quantopian/integration 
Integration
 2012-04-02 07:39:18 -07:00
fawce e1a3a8e799 removed extraneous method 2012-04-02 10:37:27 -04:00
fawce c7bb22d4d6 added a publish_to method to make the api access simpler for providing a socket into the zipline to publish. 2012-03-31 22:55:43 -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 ba9f837320 prepping for PR. 2012-03-30 11:18:33 -04:00
fawce ce6a91adb6 added a frame to get performance data written to the result stream. not complete, but functional. 2012-03-29 17:13:28 -04:00
Stephen Diehl 0f6868c431 Merge pull request #21 from quantopian/no_lock 
fixed logic for timeouts on order. timeouts are not necessarily fatal.
 2012-03-28 08:34:13 -07:00
fawce 757fb9db97 fixed logic for timeouts on order. timeouts are not necessarily fatal. 2012-03-28 11:30:39 -04:00
fawce 62202168bf Merge pull request #20 from quantopian/awesome 
Awesome
 2012-03-26 17:01:36 -07:00
Stephen Diehl d6f2f757c8 Tweak zmq utils. 2012-03-26 13:37:34 -04:00
Stephen Diehl efcda0f585 Gevent driven zmq poller, per sage advice of benoitc. 2012-03-24 12:35:06 -04:00
Stephen Diehl 7134b4c1b1 Support for different flavors of ZeroMQ. 2012-03-24 11:56:18 -04:00
Stephen Diehl 3248328f97 Merge pull request #19 from quantopian/api 
Extended the algorithm protocol to include portfolio.
 2012-03-22 07:11:43 -07:00
fawce 0653c244b5 fixed bug in table formatting. 2012-03-22 00:01:27 -04:00
fawce 3ccfb514fb Extended the algorithm protocol to include portfolio. 2012-03-21 23:52:56 -04:00
fawce 7deec4a74c logic-o, forgot the self parameter. 2012-03-21 16:29:30 -03:00
fawce 061404d425 Merge pull request #18 from quantopian/api 
Api
 2012-03-20 22:05:28 -07:00