 fawce
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44ba87ef01
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cleaned up scientific install
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2012-09-30 23:40:13 -04:00 |
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fawce
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483c223103
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updating pandas to git commit for 0.9rc2
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2012-09-30 23:30:24 -04:00 |
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fawce
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f873b3bd26
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Merge pull request #124 from quantopian/commissions
Independent Commissions
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2012-09-30 19:47:37 -07:00 |
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fawce
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7a8697f0e5
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updated based on PR feedback.
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2012-09-30 22:12:00 -04:00 |
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fawce
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ebde40ab05
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patched up tradesim from master.
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2012-09-28 23:19:39 -04:00 |
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fawce
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1caefbff43
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tests are passing for independent commission model
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2012-09-28 23:12:41 -04:00 |
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fawce
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e6b3e8e7b1
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adding independent commission modeling.
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2012-09-28 23:02:29 -04:00 |
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Thomas Wiecki
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4220fbd365
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Merge pull request #122 from quantopian/batch_transform
Refactoring of algorithm and batch transforms. Better unittests.
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2012-09-28 14:35:39 -07:00 |
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Thomas Wiecki
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c2dd51c24e
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Cleaned up unittests in response to Eddie's comments.
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2012-09-28 09:20:17 -04:00 |
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Thomas Wiecki
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39c3cf88ce
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Added profiling shell script.
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2012-09-25 16:54:42 -04:00 |
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Thomas Wiecki
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e353900010
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Added 2 year data file.
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2012-09-25 16:53:57 -04:00 |
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Thomas Wiecki
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e09695819e
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Cleaned up example.py code.
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2012-09-25 16:10:50 -04:00 |
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Thomas Wiecki
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53de4effd3
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stdout_capture was causing problems for ipython notebook.
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2012-09-25 14:53:13 -04:00 |
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Thomas Wiecki
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79ab1d13c0
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Fixes circular import problem.
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2012-09-25 13:35:47 -04:00 |
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Thomas Wiecki
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2e9947ab8c
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Accidentally commented out logging capture.
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2012-09-25 12:21:26 -04:00 |
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Thomas Wiecki
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188a9502b0
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Added passing of arguments to algorithm initialize and batch transform.
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2012-09-25 11:48:37 -04:00 |
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Thomas Wiecki
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52e6a69492
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Merge pull request #120 from quantopian/batch_window
Batch transform, new algorithm base class, new DataFrameSource
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2012-09-21 10:09:30 -07:00 |
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Thomas Wiecki
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32c7dfbef9
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Added test_algorithm.py.
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2012-09-21 12:00:09 -04:00 |
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Thomas Wiecki
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4324f95f36
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Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
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2012-09-21 11:59:46 -04:00 |
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Thomas Wiecki
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2dbf905d43
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Added unittest for dataframe source.
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2012-09-19 20:01:10 -04:00 |
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Thomas Wiecki
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4526cde4c5
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Fixed weird regression in TestAlgorithm.
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2012-09-19 19:37:21 -04:00 |
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Thomas Wiecki
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a185a014db
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Merge branch 'master' into batch_window
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2012-09-19 18:41:17 -04:00 |
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Thomas Wiecki
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3be2f313cd
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Shortened test window. Renamed functions in window transform.
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2012-09-19 18:39:42 -04:00 |
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Thomas Wiecki
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2fe37fa34c
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Fixed pandas depracation.
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2012-09-19 18:02:09 -04:00 |
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Thomas Wiecki
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729a4d9058
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Large refactoring and documentation of new algorithm base class and batch transform.
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2012-09-19 17:49:39 -04:00 |
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Thomas Wiecki
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7242a4ee86
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BUG: asserting for correct index type.
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2012-09-18 13:56:58 -04:00 |
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Thomas Wiecki
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280f122353
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WIP: Lot of refactoring and bugfixing.
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2012-09-17 18:35:21 -04:00 |
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Thomas Wiecki
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35a7da6ee7
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Cleaned up depracated merged_transforms.
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2012-09-17 17:13:20 -04:00 |
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fawce
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518d471a93
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fixed slippage was ignoring order direction.
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2012-09-17 15:31:59 -04:00 |
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Thomas Wiecki
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5b58318919
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Merge branch 'optimize3' into batch_window
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2012-09-17 12:49:56 -04:00 |
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Thomas Wiecki
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a729435964
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Merge branch 'master' into batch_window
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2012-09-17 12:49:02 -04:00 |
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Thomas Wiecki
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5d00099243
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example code now retrieves data from yahoo finance.
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2012-09-17 12:15:36 -04:00 |
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Thomas Wiecki
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ea5cbaba56
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Commented out handle_data().
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2012-09-17 10:30:22 -04:00 |
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fawce
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71c1f755b3
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Merge pull request #119 from quantopian/ditch_maxdd
dropping max drawdown, adding pytz to whitelist.
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2012-09-14 16:50:36 -07:00 |
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fawce
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1267f66dbe
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removed old refs
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2012-09-14 19:42:55 -04:00 |
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fawce
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fe8e107c59
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dropping max drawdown, adding pytz to whitelist.
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2012-09-14 16:00:13 -04:00 |
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fawce
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9f0a54b493
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Merge pull request #118 from quantopian/slippage
refactored so that slippage is implemented as pluggable classes.
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2012-09-14 10:44:25 -07:00 |
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fawce
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0bb0df525a
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pluggable slippage.
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2012-09-14 12:33:10 -04:00 |
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fawce
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57a1834c5a
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refactored so that slippage is implemented as pluggable classes.
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2012-09-13 21:22:01 -04:00 |
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Thomas Wiecki
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784fc72569
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WIP: Changed Batch event window to inheritance for now. Added example covariance.
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2012-09-12 22:06:19 -04:00 |
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fawce
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e6564317f0
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reenabling code coverage report
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2012-09-12 15:33:35 -04:00 |
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fawce
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cb8deef39a
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Merge pull request #117 from quantopian/ditch_zmq
Ditch zmq
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2012-09-12 10:30:20 -07:00 |
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fawce
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c45c44b5c8
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fixes per code review
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2012-09-12 13:29:05 -04:00 |
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fawce
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50de0f5e39
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support of qexec refactoring
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2012-09-12 00:30:37 -04:00 |
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fawce
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1f55e8a033
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added exception handling tests back. updates to support integration.
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2012-09-10 23:06:13 -04:00 |
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fawce
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6c57bc3027
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removed zmq reference
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2012-09-08 23:25:52 -04:00 |
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fawce
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96e5801cf8
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removed zmq from requirements files.
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2012-09-08 23:24:53 -04:00 |
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fawce
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81718011df
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cut most of protocol, cut most of log_utils.
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2012-09-08 23:20:38 -04:00 |
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fawce
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c2d2305a8b
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removed log_utils, since it exists to create the zmq logbook handler.
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2012-09-08 22:46:52 -04:00 |
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fawce
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b046518c45
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tests passing with new lines.py. Still some zmq references left.
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2012-09-08 22:44:22 -04:00 |
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