fawce
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -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
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
b69ea6b790
refactoring performance to be a plain class, not a component.
2012-03-08 19:21:28 -05:00
fawce
1cd66a091d
fixed bug in client
2012-03-04 11:58:10 -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
fawce
5247ace0ca
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/test/client.py
2012-02-29 16:47:34 -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
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
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
fawce
12aaa4a2e0
intersticial commit to show realdiehl the dummy module.
2012-02-27 14:48:59 -05:00
Stephen Diehl
6e8f1a7716
Alter init methods, poll for control messages.
2012-02-26 22:40:09 -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
64383f865d
Tweak tests.
2012-02-20 16:07:04 -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
4216dee08d
refactoring finished, passing all non-exceptional test cases for threads and procs
2012-02-16 13:28:22 -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