fawce
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -04:00
Stephen Diehl and fawce
6630917da8
working on frame argument sent to algorithm.
2012-03-15 16:14:12 -04:00
fawce
98c1312f16
updated per sdiehl's advice in the PR.
2012-03-14 15:51:44 -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
cb07f2179d
Merge branch 'algohost' of github.com:quantopian/zipline into algohost
2012-03-13 12:21:26 -04:00
fawce
649a8ea2e5
starting in on pandas integration.
2012-03-13 12:20:35 -04:00
Stephen Diehl
defa3186ca
Time all the tests!
2012-03-12 10:36:08 -04:00
Stephen Diehl
e6296111e8
Woops left pdb in.
2012-03-12 10:15:19 -04:00
Stephen Diehl
6171cdf582
Fix hanging test cases by backporting some sim code.
2012-03-12 10:11:29 -04:00
fawce
99d51f58f5
switched the socket allocator to be a class variable for the test case.
2012-03-11 20:28:05 -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
fec5e98a8d
updated factory to load from msgpack files, added tests for risk, parameterized treasury and benchmark data.
2012-03-07 01:48:03 -05:00
fawce
7183ec984f
fixed tests to work without db.
2012-03-07 01:46:56 -05:00
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
08506681d9
Merge pull request #8 from quantopian/master_finance_merge
...
Partial fix for control flow bugs. ( See Jenkins )
2012-03-05 10:22:47 -08:00
fawce
26597cd923
made prices non-integer amounts so they don't auto convert to ints.
2012-03-05 13:17:30 -05:00
fawce
6026902594
fixed missing parameter, still getting a malloc bug.
2012-03-05 13:13:53 -05:00
Stephen Diehl
fcc5298d6b
Partial fix for control flow bugs. ( See Jenkins )
2012-03-04 16:41:17 -05:00
fawce
1cd66a091d
fixed bug in client
2012-03-04 11:58:10 -05:00
Stephen Diehl
3100d7c308
i++ sweep -> Pythonic iterator / zip
2012-03-03 22:01:05 -05:00
Stephen Diehl
5900e5effc
PEP8ify finance tests.
2012-03-03 21:47:38 -05:00
Stephen Diehl
58eba2d100
Attempt to fix protocol assertion error.
2012-03-03 21:30:45 -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
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
7846a1e1f4
passing basic order and transaction simulation test
2012-03-01 10:46:50 -05:00
fawce
2827c2036b
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/protocol.py
zipline/test/client.py
zipline/test/test_messaging.py
2012-02-29 23:43:27 -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
554199d2d3
Merge branch 'trymerge' of github.com:quantopian/zipline
...
Conflicts:
docs/zipline.rst
docs/zipline.test.rst
etc/requirements.txt
zipline/component.py
zipline/messaging.py
zipline/protocol.py
zipline/test/client.py
zipline/test/test_devsimulator.py
zipline/test/test_messaging.py
2012-02-29 17:30:21 -05:00
Stephen Diehl
6edf17fb69
Wiped out tests.
2012-02-29 16:48:55 -05:00
fawce
5247ace0ca
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/test/client.py
2012-02-29 16:47:34 -05:00
Stephen Diehl
92a8324bf6
Join on all tests.
2012-02-29 15:45:40 -05:00
fawce
aa567a1854
clearing unit test references from client.
2012-02-29 11:08:25 -05:00
Stephen Diehl
62c32e1de7
Disbale utest.
2012-02-29 10:39:51 -05:00
fawce
a319d2b2cd
added copy command for host settings
2012-02-28 23:38:20 -05:00
fawce
30a00faef2
commented out the monitor tests, added a count check for orders.
2012-02-28 23:02:07 -05:00
Stephen Diehl
e38b947004
Zipline integration to qexec.
2012-02-28 22:59:31 -05:00
fawce
7b05498cee
sending one order instead of zero
2012-02-28 21:51:52 -05:00
fawce
3e5092d92a
nascent order protocol implemented.
2012-02-28 21:50:40 -05:00
fawce
50f5c4ab20
Merge branch 'master' of github.com:quantopian/zipline
2012-02-28 16:33:06 -05:00
fawce
871dabaf3d
removed old test, added better tests for content of final event vs. original.
2012-02-28 16:32:31 -05:00
fawce
eb4071be9b
added tests for the protocol for trades and for end to end including transforms and merge.
2012-02-28 16:26:22 -05:00
Stephen Diehl
3404f01193
Merge remote-tracking branch 'origin/master'
2012-02-28 12:40:48 -05:00
fawce