 Thomas Wiecki
|
53de4effd3
|
stdout_capture was causing problems for ipython notebook.
|
2012-09-25 14:53:13 -04:00 |
|
|
Thomas Wiecki
|
4324f95f36
|
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
|
2012-09-21 11:59:46 -04:00 |
|
|
Thomas Wiecki
|
3be2f313cd
|
Shortened test window. Renamed functions in window transform.
|
2012-09-19 18:39:42 -04:00 |
|
|
Thomas Wiecki
|
2fe37fa34c
|
Fixed pandas depracation.
|
2012-09-19 18:02:09 -04:00 |
|
|
Thomas Wiecki
|
729a4d9058
|
Large refactoring and documentation of new algorithm base class and batch transform.
|
2012-09-19 17:49:39 -04:00 |
|
|
Thomas Wiecki
|
7242a4ee86
|
BUG: asserting for correct index type.
|
2012-09-18 13:56:58 -04:00 |
|
|
Thomas Wiecki
|
280f122353
|
WIP: Lot of refactoring and bugfixing.
|
2012-09-17 18:35:21 -04:00 |
|
|
Thomas Wiecki
|
5d00099243
|
example code now retrieves data from yahoo finance.
|
2012-09-17 12:15:36 -04:00 |
|
|
fawce
|
57a1834c5a
|
refactored so that slippage is implemented as pluggable classes.
|
2012-09-13 21:22:01 -04:00 |
|
|
Thomas Wiecki
|
5fcaed3644
|
Added logging statements.
|
2012-08-29 09:02:48 -04:00 |
|
|
Thomas Wiecki
|
3f801ef387
|
Debugging.
|
2012-08-23 17:38:48 -04:00 |
|
|
Thomas Wiecki
|
0b589ee39c
|
Fixes to the updown algorithm. First unittest passes.
|
2012-08-23 16:06:56 -04:00 |
|
|
Thomas Wiecki
|
7491e1f88e
|
Resolved internal conflict due to stashing.
|
2012-08-23 16:06:50 -04:00 |
|
|
Thomas Wiecki
|
ace0b25d31
|
Dummy.
|
2012-08-23 14:32:22 -04:00 |
|
|
Thomas Wiecki
|
7c0329bb76
|
Resolved conflicts
|
2012-08-23 10:54:02 -04:00 |
|
|
Thomas Wiecki
|
3884b15eb6
|
ENH: Changed algorithm class to provide .run() method. Testing of multiple param combos of DMA.
|
2012-08-12 20:24:34 -04:00 |
|
|
Thomas Wiecki
|
51f01c0f1f
|
ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code.
|
2012-08-10 17:23:08 -04:00 |
|
|
Thomas Wiecki
|
1576447c76
|
Refactored optimize factory. Enabled optimize unittests.
|
2012-08-10 11:08:11 -04:00 |
|
|
Thomas Wiecki
|
6f7090ebf3
|
Merge pull request #69 from quantopian/prof_yappi
Prof yappi
|
2012-07-20 05:49:23 -07:00 |
|
|
Stephen Diehl
|
e5fdc542d5
|
Update test_optimize with devel flag.
|
2012-07-06 12:06:58 -04:00 |
|
|
fawce
|
5f878300a0
|
switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
|
2012-07-03 12:11:22 -04:00 |
|
|
Thomas Wiecki
|
152e389c71
|
Moved over files from dt_to_pandas: prof_yappi.py and optimize/factory.py (critical change is to change daily to minute events).
|
2012-06-29 09:51:17 -04:00 |
|
|
Thomas Wiecki
|
da827c18b4
|
Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions.
|
2012-05-30 10:15:35 -04:00 |
|
|
Thomas Wiecki
|
45409132b2
|
Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest.
|
2012-05-29 14:37:43 -04:00 |
|
|
Thomas Wiecki
|
1c91c7287b
|
Moved cycle import out of function.
|
2012-05-28 12:02:11 -04:00 |
|
|
Thomas Wiecki
|
6523ff6c9b
|
Re-enabled optimize unittests. Minor fixes to create_predictable_zipline().
|
2012-05-28 11:11:29 -04:00 |
|
|
fawce
|
789338aa5f
|
fixed constructor call to provide source_id
|
2012-05-24 11:36:22 -04:00 |
|
|
fawce
|
93cc4bc172
|
fixed imports in optimize factory and tests. also added skip annotations, because jenkins will never run them successfully.
|
2012-05-16 12:17:13 -04:00 |
|
|
Thomas Wiecki
|
58bdad05b9
|
Minor fixes to adhere to refactored structure. Updated docs to be in line with rest. Skip optimization test by default as it takes a very long time.
|
2012-05-15 18:02:58 -04:00 |
|
|
Thomas Wiecki
|
e26638058c
|
Reverted path independence code in factory.py. Not sure how to fix with new path structure.
|
2012-05-15 17:37:27 -04:00 |
|
|
Thomas Wiecki
|
809841d690
|
Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame().
|
2012-05-15 17:28:59 -04:00 |
|
|
Thomas Wiecki
|
f1ce833995
|
Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however.
|
2012-05-14 18:02:40 -04:00 |
|
|
Stephen Diehl
|
ca60d3f8e0
|
Refactor component tree.
|
2012-05-14 09:14:26 -04:00 |
|