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 |
|