fawce
65253737cd
taking code recommendations from @sdiehl PR notes... as always :)
2012-03-16 11:47:06 -04:00
fawce
77993ee6ca
trivial mod to force push to happen.
2012-03-16 09:52:08 -04:00
fawce
1ab84ae2ca
extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict.
2012-03-15 22:52:49 -04:00
fawce
930ec57269
fixed bug with date handling in risk report
2012-03-15 16:52:44 -04:00
fawce
460e72ac7f
Merge branch 'dataflow' into reframing
...
Conflicts:
zipline/finance/performance.py
2012-03-15 16:33:22 -04:00
Stephen Diehl
6630917da8
working on frame argument sent to algorithm.
2012-03-15 16:14:12 -04:00
Stephen Diehl
f980e7d22f
Interstitial commit for fawce.
2012-03-15 16:08:01 -04:00
Stephen Diehl
f4bdf1fc11
Rearrange docs & and fix some name conflicts.
2012-03-15 11:47:28 -04:00
Stephen Diehl
674f445cda
Fix spelling mishaps.
2012-03-14 23:48:59 -04:00
fawce
2742ffcc47
using pandas for the dataframe relayed to the algorithm. all unit tests are passing.
2012-03-14 15:13:32 -04:00
fawce
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -04:00
fawce
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
...
add performance tracker unit tests, made various fixes to perf tracker. still have a hang on exit for zipline/test/test_finance.py:FinanceTestCase.test_orders and zipline/test/test_finance.py:FinanceTestCase.test_performance. pinging realdiehl for help...
2012-03-11 16:21:10 -04:00
fawce
8f65b71fd4
added and fixed performance tracker tests. still some failures to iron out in performance.
2012-03-10 22:16:08 -05:00
fawce
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
fawce
b69ea6b790
refactoring performance to be a plain class, not a component.
2012-03-08 19:21:28 -05:00
fawce
2ba7d526a6
changes net of code review with @sdiehl
2012-03-07 18:22:55 -05:00
fawce
89525cfb7b
passing basic test for calculating portfolio positions over time.
2012-03-07 17:26:14 -05:00
fawce
3c7299b769
added a new client component that calculates positions, performance, and risk.
2012-03-07 15:39:53 -05:00
fawce