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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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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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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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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Thomas Wiecki
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81ea337ae6
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Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
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2012-09-07 10:28:36 -04:00 |
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Thomas Wiecki
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3f801ef387
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Debugging.
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2012-08-23 17:38:48 -04:00 |
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fawce
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f819ed67ec
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bugfixes
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2012-08-13 17:05:14 -04:00 |
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scottsanderson
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b70e76d516
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commit pre-merge
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2012-08-08 11:21:26 -04:00 |
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fawce
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aeb50da170
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fixes for unit tests, back to 50/51 passing.
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2012-08-07 14:42:43 -04:00 |
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fawce
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06dc6f7acb
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beginning refactor to use single threaded simulator.
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2012-08-06 13:11:20 -04:00 |
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scottsanderson
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4768bea646
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more progress on tsc
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2012-08-01 18:53:09 -04:00 |
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scottsanderson
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3621934a28
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better variable names and PreTransformLayer
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2012-07-28 18:24:57 -04:00 |
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scottsanderson
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cef36c172d
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commit for fawce
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2012-07-27 19:40:42 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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fawce
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46ef2e136d
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path hacking for logging.cfg
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2012-05-21 16:21:29 -04:00 |
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Stephen Diehl
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c68cd849c5
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Update factory location finder.
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2012-05-18 11:54:11 -04:00 |
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Stephen Diehl
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244f787176
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Cleaned up OOP on transforms.
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2012-05-16 16:55:26 -04:00 |
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Thomas Wiecki
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e26638058c
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Reverted path independence code in factory.py. Not sure how to fix with new path structure.
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2012-05-15 17:37:27 -04:00 |
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Stephen Diehl
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d399edd419
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Fix ndict woes.
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2012-05-14 13:49:45 -04:00 |
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Stephen Diehl
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e04415e63f
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Remove all namedicts.
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2012-05-14 11:35:43 -04:00 |
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Stephen Diehl
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73557b907f
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Rework imports on tests.
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2012-05-14 11:17:56 -04:00 |
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Stephen Diehl
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8b95aebcf2
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Refactor lots of things.
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2012-05-14 10:57:40 -04:00 |
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Stephen Diehl
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133d9c03af
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One test passing, progress!
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2012-05-10 16:38:04 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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