0a0f35a14e
Make ordered_pip.sh more robust
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Make ordered_pip.sh exit on error. Remove useless echo of empty
string. Fix counting of the number of packages installed. Ignore blank
lines in requirements file.
2012-08-23 17:25:58 -04:00
0b589ee39c
Fixes to the updown algorithm. First unittest passes.
2012-08-23 16:06:56 -04:00
7491e1f88e
Resolved internal conflict due to stashing.
2012-08-23 16:06:50 -04:00
49cac9ae97
Removes ipython notebook that hasn't been touched in a while.
2012-08-23 16:00:53 -04:00
f4f20dd2d1
Removes profiling tools that we currently don't run regularly.
2012-08-23 15:51:37 -04:00
2201678375
Adds docstring for parameters of SimulatedTradingLite
2012-08-23 15:47:53 -04:00
4337a429ff
Applies PEP-8 recommendations, mostly whitespace cleanup.
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Also, changes has_key to use `in`
2012-08-23 14:48:05 -04:00
b0252e8e64
Merge pull request #110 from quantopian/remove-dead-code
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Removes seemingly unused modules
2012-08-23 11:37:39 -07:00
ace0b25d31
Dummy.
2012-08-23 14:32:22 -04:00
a433436d39
Resolved conflicts.
2012-08-23 13:44:16 -04:00
7f1c5100b5
SimulatedTrading is iterable agian.
2012-08-23 13:42:08 -04:00
1059f711de
Removes unused custom Exception handler.
2012-08-23 13:26:43 -04:00
27e83ba1c6
Removes module for serializing over 0MQ.
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zipline no longer serializes internally over 0ZM, so this is unneeded.
2012-08-23 13:26:43 -04:00
b96122f355
Removes unused wiring for speedups.
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Separating this deletion into it's own patch,
so that it can be used as a base to add C extensions back in,
if we end up going that route.
2012-08-23 13:26:43 -04:00
c20f4062ce
Removes unused module.
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Looks like this was used for keeping state in the 0MQ-heavy world.
2012-08-23 13:26:43 -04:00
6a6f874ed0
Removes unused toys directory.
2012-08-23 13:26:43 -04:00
125eb36d42
Removes unused zmq_utils now that zipline is less ZeroMQ heavy.
2012-08-23 13:26:43 -04:00
c09c786bcd
Removes unused profiler for multiprocessor architecture.
2012-08-23 13:26:43 -04:00
eb6c83a7c3
Removes vestigial code for zmq based generators.
2012-08-23 13:26:43 -04:00
f8fd508dfc
Removes custom Exception that isn't found in code base.
2012-08-23 13:26:43 -04:00
a3682ec59f
Removes unused TestClient class.
2012-08-23 13:26:43 -04:00
42f9d28d2c
Merge pull request #109 from quantopian/fix_infinite_risk
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eventwindow optimization and fixes for hanging exception tests
2012-08-23 10:25:08 -07:00
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
567659d058
rename capitalize heartbeat and timeout
2012-08-23 11:48:52 -04:00
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
bc5fe35126
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-23 10:51:18 -04:00
55ffa2b391
fix bug where trading environment enters infinite loop on invalid dates
2012-08-23 10:47:35 -04:00
88c31e7a60
pip freeze reports statsmodels==0.5.0 ... actual version? 0.5.0-tutorial-beta
2012-08-22 19:28:16 -04:00
25c33b70c7
fixed pandas version specifier, reversed order of patsy
2012-08-22 17:21:32 -04:00
e6be7d49f2
updated sci requirements to include statsmodels and latest pandas
2012-08-22 17:03:28 -04:00
38a3a44f4f
Merge branch 'epchan_algo'
2012-08-22 17:02:37 -04:00
90cf794952
added statsmodels and moved pandas forward
2012-08-22 16:33:52 -04:00
bf1247e009
Removes unused imports.
2012-08-22 12:57:29 -04:00
614ffb7151
Merge pull request #108 from quantopian/remove-dev-folder
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Removes unused dev folder.
2012-08-22 07:33:56 -07:00
784bb3673b
Removes unused dev folder.
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- cli.py:
Only contains a TODO: statement
- topos.py:
Appears to be a utility for debugging zeromq topologies.
Which is unneeded in the current zeromq-less architecture.
2012-08-22 09:51:29 -04:00
0f86fe4a93
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-22 02:50:49 -04:00
24fddfbde0
tradingcalender, attempt #2
2012-08-22 02:50:16 -04:00
ad980e6485
Close test log handler at end of test to fix file descriptor leak
2012-08-21 22:29:51 -04:00
1f78a07d30
refactor tradesimulation client to not use StatefulTransform unnecessarily
2012-08-21 19:55:40 -04:00
3e23a2043a
Merge pull request #107 from quantopian/issue641
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Fix race conditions with backtests that exit soon after launching
2012-08-21 13:18:51 -07:00
edb7e9bbf5
Refactor delayed_signals class for readability
2012-08-21 16:18:13 -04:00
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
a7bb4b53d8
Close the results socket to ensure messages are sent
2012-08-21 16:18:13 -04:00
08a55088a6
Merge pull request #99 from quantopian/issue658
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Require zipline tests to end with a DONE packet
2012-08-21 13:17:27 -07:00
a2376cb87a
test_finance.py no longer needs drain_zipline
2012-08-21 16:16:35 -04:00
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
ccc80525bf
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-21 15:34:23 -04:00
1479adf519
fixed infinite looking loop in risk reporting, thanks to groupby
2012-08-21 19:26:46 +00:00
f751f23c48
Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline
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Conflicts:
zipline/gens/tradesimulation.py
2012-08-21 15:02:19 -04:00
ceb1061d87
properly break out of loop when we hit max drawdown
2012-08-21 14:39:32 -04:00
Jonathan Kamens