9f8fd52b7d
fixed bug where commission ignored order direction
2012-10-01 21:46:48 -04:00
75d3578f04
Removes ordered_pip.sh script.
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The ordered_pip script was needed to wrangle some dependency ordering
problems that do not exist with the reduced set of dependencies.
2012-10-01 13:38:32 -04:00
d176d12d65
Reduces the libraries specified in requirements to the minimal amount
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needed to run unittests.
Building the libraries installed by default to as few as possible.
Removes pip run on removed requirements_sci.txt in CI script.
2012-10-01 13:37:53 -04:00
5e9edc02c4
moved pandas above statsmodels
2012-10-01 08:19:54 -04:00
5bea0c5cd1
moved pandas below everything
2012-10-01 08:19:17 -04:00
f3f5883aa5
added mkvirtualenv command
2012-10-01 07:56:29 -04:00
44ba87ef01
cleaned up scientific install
2012-09-30 23:40:13 -04:00
483c223103
updating pandas to git commit for 0.9rc2
2012-09-30 23:30:24 -04:00
f873b3bd26
Merge pull request #124 from quantopian/commissions
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Independent Commissions
2012-09-30 19:47:37 -07:00
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
ebde40ab05
patched up tradesim from master.
2012-09-28 23:19:39 -04:00
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
e6b3e8e7b1
adding independent commission modeling.
2012-09-28 23:02:29 -04:00
4220fbd365
Merge pull request #122 from quantopian/batch_transform
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Refactoring of algorithm and batch transforms. Better unittests.
2012-09-28 14:35:39 -07:00
c2dd51c24e
Cleaned up unittests in response to Eddie's comments.
2012-09-28 09:20:17 -04:00
39c3cf88ce
Added profiling shell script.
2012-09-25 16:54:42 -04:00
e353900010
Added 2 year data file.
2012-09-25 16:53:57 -04:00
e09695819e
Cleaned up example.py code.
2012-09-25 16:10:50 -04:00
53de4effd3
stdout_capture was causing problems for ipython notebook.
2012-09-25 14:53:13 -04:00
79ab1d13c0
Fixes circular import problem.
2012-09-25 13:35:47 -04:00
2e9947ab8c
Accidentally commented out logging capture.
2012-09-25 12:21:26 -04:00
188a9502b0
Added passing of arguments to algorithm initialize and batch transform.
2012-09-25 11:48:37 -04:00
52e6a69492
Merge pull request #120 from quantopian/batch_window
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Batch transform, new algorithm base class, new DataFrameSource
2012-09-21 10:09:30 -07:00
32c7dfbef9
Added test_algorithm.py.
2012-09-21 12:00:09 -04:00
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
2dbf905d43
Added unittest for dataframe source.
2012-09-19 20:01:10 -04:00
4526cde4c5
Fixed weird regression in TestAlgorithm.
2012-09-19 19:37:21 -04:00
a185a014db
Merge branch 'master' into batch_window
2012-09-19 18:41:17 -04:00
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
518d471a93
fixed slippage was ignoring order direction.
2012-09-17 15:31:59 -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
fawce