Commit Graph
25 Commits
Author SHA1 Message Date
fawce 1559a84c7b added simulation style to transation simulator, to facilitate tests. Fixed roll-over bug in max cap and max leverage calculation. 2012-04-13 09:53:20 -04:00
fawce aaf2fae2b8 patched guard logic in max drawdown calculation. needs real work. 2012-04-05 12:43:43 -04:00
Stephen Diehl c4dbec1e30 MergedParallelBuffer -> Merge, ParallelBuffer -> Feed 2012-04-04 18:03:13 -04:00
Stephen Diehl 42f16ccdfb Done & Exception tracking through sockets -> Controller 2012-04-04 12:22:12 -04:00
Stephen Diehl e8d98084df Exception tracking at the controller level. 2012-04-03 14:04:11 -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
fawce 87c9d913d6 working on elminating the need for signaling order done. 2012-03-19 16:08:53 -04:00
Stephen Diehl 23a4f0680b Backtest protocol, ala Bredeche. 2012-03-14 07:37:52 -04:00
Stephen Diehl ba5172f01a More safe shutdown assertions. 2012-03-05 21:26:07 -05:00
Stephen Diehl f885343690 Remove thread unsafe context spawning. 2012-03-02 22:01:42 -05:00
Stephen Diehl d0f8705c20 Notes about thread saftey of zmq.Context() 2012-02-28 23:31:13 -05:00
Stephen Diehl e38b947004 Zipline integration to qexec. 2012-02-28 22:59:31 -05:00
Stephen Diehl d6c425936a Better tracking of failure modes. 2012-02-27 23:23:31 -05:00
Stephen Diehl 0de735e816 Documention tweaks. 2012-02-27 12:14:45 -05:00
Stephen Diehl 651182869a Api for tearing down components. 2012-02-26 23:52:20 -05:00
Stephen Diehl 6e8f1a7716 Alter init methods, poll for control messages. 2012-02-26 22:40:09 -05:00
Stephen Diehl f87b36bfe5 Cleanup, standardizing methods, more docstrings. 2012-02-25 09:41:34 -05:00
Stephen Diehl 2deb6ba254 Register control socket in every component. 2012-02-24 20:06:12 -05:00
Stephen Diehl a63a7c6dea Untangled the poller knot! :) 2012-02-24 18:26:57 -05:00
Stephen Diehl 041b2311df Poller refactor... Checkpoint #2 2012-02-24 18:18:22 -05:00
Stephen Diehl bb70efe4eb Polling work Checkpiont. 2012-02-24 17:49:24 -05:00
Stephen Diehl ffc2e34334 Unifying protocol and messaging. 2012-02-24 12:51:46 -05:00
Stephen Diehl e640aabf73 Cleanup docs, pep8ify, and backport dev simulator test 2012-02-23 15:32:17 -05:00
Stephen Diehl 6190da376a Rearrange test case / file layout a bit. 2012-02-23 11:19:26 -05:00