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
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
fawce
f4bc73b738
updates for algo proxy.
2012-03-08 17:37:15 -05:00
Stephen Diehl
31cd993442
Merge pull request #10 from quantopian/threadsafety
...
Threadsafety
2012-03-07 10:47:05 -08:00
fawce
c7af92323f
fixed unit tests by changing expected data types for prices. added dataload step to jenkins.sh
2012-03-06 14:47:04 -05:00
Stephen Diehl
ba5172f01a
More safe shutdown assertions.
2012-03-05 21:26:07 -05:00
fawce
5c0bb6acae
updated namedict based on sdiehl's feedback, modified ParallelBuffer.get_next() method to be more readable.
2012-03-03 11:45:04 -05:00
fawce
12be673011
switched to using the subclass of InvalidFrame in the messaging module exception handling.
2012-03-02 13:10:06 -05:00
fawce
2aa4af86aa
merged master branch that contains control component, error handling with finance branch.
2012-03-01 23:44:35 -05:00
fawce
6283906434
Merge branch 'finance' into master_finance_merge
...
Conflicts:
zipline/messaging.py
zipline/test/client.py
2012-03-01 13:54:47 -05:00
fawce
536a1e7fdc
protocol tests passing, orders test almost passing, but looking like we need to extend the merge component to add transaction and order specific logic.
2012-02-29 23:38:46 -05:00
Stephen Diehl
a3f35444e9
Disable parseDate work around.
2012-02-29 16:01:06 -05:00
fawce
3e5092d92a
nascent order protocol implemented.
2012-02-28 21:50:40 -05:00
fawce
f1a7e41d1f
intersticial commit
2012-02-28 11:36:23 -05:00
Stephen Diehl
d6c425936a
Better tracking of failure modes.
2012-02-27 23:23:31 -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
fawce
ac8c14d0a7
Merge branch 'master' of github.com:quantopian/zipline
2012-02-26 07:05:40 -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
fawce
98ed6fc410
merged conflicts
2012-02-24 11:52:27 -05:00
fawce
3be2264a86
merged test class
2012-02-24 09:20:22 -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
fawce
8e840e472e
cleaning local changes
2012-02-23 08:11:13 -05:00
Stephen Diehl
6e1cc72900
Controller is done.
2012-02-22 16:02:49 -05:00
Stephen Diehl
d39d7683a3
Initial zipline work on control sockets.
2012-02-21 12:18:25 -05:00
Stephen Diehl
c5824a168f
Whitespace cleanup + misc pep8 + notes
2012-02-21 07:26:35 -05:00
Stephen Diehl
c3b51b8de8
Migrated the simulator classes to qexec.
2012-02-20 17:15:06 -05:00
fawce
59d43608b9
new client base class, adding order function. committing to allow branch
2012-02-17 17:25:04 -05:00
fawce
1cabd30158
removed log lines from zipline, added gevent_zeromq to requirements
2012-02-17 14:47:55 -05:00
fawce
a5cdfac473
playing with imports
2012-02-17 14:25:32 -05:00
Stephen Diehl
45cbf4458f
Fix for exception handling.
2012-02-17 14:23:43 -05:00
fawce
2550066c63
updated
2012-02-17 11:32:19 -05:00
fawce
91b8098d67
merged changes from main
2012-02-17 10:59:55 -05:00
fawce
8ad08ee384
eliminated the redundant passing of address information, moved the zmq import to the run method to see if loading in the execution context helps
2012-02-17 10:57:53 -05:00
fawce
755ef6f72d
reverting changes to hand off to realDiehl for debugging lockups on recv
2012-02-16 15:41:51 -05:00
fawce
4216dee08d
refactoring finished, passing all non-exceptional test cases for threads and procs
2012-02-16 13:28:22 -05:00
fawce
fc8b942e45
first draft of refactoring is done
2012-02-15 22:35:00 -05:00
fawce
38e89dc0f9
fixed missing sync closure
2012-02-14 15:59:59 -05:00
fawce
aeecf19f77
switched to gevent zmq, fixed hangups
2012-02-14 13:52:10 -05:00
fawce
2fd2808e28
renamed to zipline
2012-02-14 12:23:48 -05:00
fawce