3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
7242a4ee86
BUG: asserting for correct index type.
2012-09-18 13:56:58 -04:00
280f122353
WIP: Lot of refactoring and bugfixing.
2012-09-17 18:35:21 -04:00
35a7da6ee7
Cleaned up depracated merged_transforms.
2012-09-17 17:13:20 -04:00
5b58318919
Merge branch 'optimize3' into batch_window
2012-09-17 12:49:56 -04:00
a729435964
Merge branch 'master' into batch_window
2012-09-17 12:49:02 -04:00
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
ea5cbaba56
Commented out handle_data().
2012-09-17 10:30:22 -04:00
71c1f755b3
Merge pull request #119 from quantopian/ditch_maxdd
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dropping max drawdown, adding pytz to whitelist.
2012-09-14 16:50:36 -07:00
1267f66dbe
removed old refs
2012-09-14 19:42:55 -04:00
fe8e107c59
dropping max drawdown, adding pytz to whitelist.
2012-09-14 16:00:13 -04:00
9f0a54b493
Merge pull request #118 from quantopian/slippage
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refactored so that slippage is implemented as pluggable classes.
2012-09-14 10:44:25 -07:00
0bb0df525a
pluggable slippage.
2012-09-14 12:33:10 -04:00
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
784fc72569
WIP: Changed Batch event window to inheritance for now. Added example covariance.
2012-09-12 22:06:19 -04:00
e6564317f0
reenabling code coverage report
2012-09-12 15:33:35 -04:00
cb8deef39a
Merge pull request #117 from quantopian/ditch_zmq
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Ditch zmq
2012-09-12 10:30:20 -07:00
c45c44b5c8
fixes per code review
2012-09-12 13:29:05 -04:00
50de0f5e39
support of qexec refactoring
2012-09-12 00:30:37 -04:00
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
6c57bc3027
removed zmq reference
2012-09-08 23:25:52 -04:00
96e5801cf8
removed zmq from requirements files.
2012-09-08 23:24:53 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
c2d2305a8b
removed log_utils, since it exists to create the zmq logbook handler.
2012-09-08 22:46:52 -04:00
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
b74721421e
WIP: First naive implementation of BatchWindow.
2012-09-07 16:55:01 -04:00
81ea337ae6
Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
2012-09-07 10:28:36 -04:00
d6ddc1390d
Ensures that EventWindow is a new style object.
2012-09-06 02:51:02 -04:00
680f86ceb3
Removes unused imports.
2012-09-06 02:50:11 -04:00
d1c4902048
Removes unused CancelSignal.
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This was only triggered by the now removed Monitor.
2012-09-06 02:35:37 -04:00
a4b19f66cb
Removes unused, deprecated logger module.
2012-09-05 16:36:27 -04:00
d90c531679
Removes core.monitor module.
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The Monitor class that it provided was an artifact of a version
that depended on ZeroMQ as a communication layer instead of the
current generator bassed model.
Also, removes tests that were exercising the Monitor.
2012-09-05 15:24:30 -04:00
98f4e4c768
Applies PEP-8 recommendations. White space tweaking.
2012-09-05 12:54:35 -04:00
d505fba148
Removes unused component module from core.
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This had provided a Component class that was used in a ZeroMQ based
strategy for moving around data that his since been replaced by
the generator model.
2012-09-05 12:54:34 -04:00
b19a4f79df
Removes unused import and cleans whitespace in mavg.
2012-09-05 12:54:34 -04:00
d265a64696
Don't list setuptools or distribute in requirements.txt
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There's no need to list setuptools or distribute in requirements.txt
because they are installed automatically when you create a new
virtualenv. Furthermore, listing them explicitly breaks if the version
you list is different from the virtualenv version.
2012-09-05 10:53:55 -04:00
ff526f11c9
Removes unused profile module.
2012-09-05 08:16:17 -04:00
48476cb7a7
Removes noop test.
2012-09-05 08:08:05 -04:00
a6fa1def3a
Removes unused imports from tradesimulation module.
2012-09-05 08:03:54 -04:00
294236af4d
Removes trailing line.
2012-09-05 08:00:13 -04:00
380ba0bf2a
Removes unused module.
2012-09-05 07:59:56 -04:00
bc8bb299df
Applies PEP-8 recommendations before editing.
2012-09-04 23:37:54 -04:00
4d5457a363
Applies PEP-8 recommendations to vwap module.
2012-09-04 18:57:01 -04:00
5bd57d148c
Removes unused imports from vwap.
2012-09-04 18:53:58 -04:00
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
c0694827d6
add the TransformMeta metaclass
2012-09-04 17:16:36 -04:00
d656c914d5
remove outdated examples file
2012-09-04 17:16:00 -04:00
771e7da531
Fixes spelling of burrito.
2012-09-01 23:01:44 -04:00
Thomas Wiecki