 Stephen Diehl
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5aee03212d
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Replayable error log.
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2012-04-06 12:39:27 -04:00 |
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fawce
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70d32f1bbc
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Merge branch 'master' of github.com:quantopian/zipline
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2012-04-05 23:54:04 -04:00 |
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fawce
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130b996a63
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dropped the cursor from the protocol in zipline.
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2012-04-05 23:43:56 -04:00 |
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fawce
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cad62346e7
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updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object.
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2012-04-05 23:35:21 -04:00 |
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Stephen Diehl
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dea4271fbd
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Merge branch 'master' of github.com:quantopian/zipline
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2012-04-05 14:52:58 -04:00 |
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Stephen Diehl
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b924f57e53
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"Fix" for hanging tests in simulator.
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2012-04-05 14:52:43 -04:00 |
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fawce
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aaf2fae2b8
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patched guard logic in max drawdown calculation. needs real work.
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2012-04-05 12:43:43 -04:00 |
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fawce
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14b57dad07
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patching the filter test because we are now trying to calculate end of test risk
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2012-04-04 18:44:19 -04:00 |
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Stephen Diehl
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21f0f13e3b
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Merge pull request #25 from quantopian/exception_reporting
Send a soft kill, not a hard kill.
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2012-04-04 15:24:12 -07:00 |
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Stephen Diehl
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4998bc2e37
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Send a soft kill, not a hard kill.
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2012-04-04 18:23:06 -04:00 |
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fawce
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70cae31442
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Merge pull request #23 from quantopian/integration
fixed bug where year report list included months instead. added a period...
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2012-04-04 15:05:35 -07:00 |
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fawce
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50591c9913
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Merge pull request #24 from quantopian/exception_reporting
Exception reporting
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2012-04-04 15:05:05 -07:00 |
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Stephen Diehl
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c4dbec1e30
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MergedParallelBuffer -> Merge, ParallelBuffer -> Feed
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2012-04-04 18:03:13 -04:00 |
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fawce
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4adf8ff854
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changes risk report period label to YYYY-MM format
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2012-04-04 17:01:49 -04:00 |
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Stephen Diehl
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f3035c5739
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monitor.py killing softly
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2012-04-04 14:32:31 -04:00 |
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Stephen Diehl
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42f16ccdfb
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Done & Exception tracking through sockets -> Controller
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2012-04-04 12:22:12 -04:00 |
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Stephen Diehl
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3d8e355cfa
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Integrate controller into do_work.
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2012-04-04 11:42:58 -04:00 |
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fawce
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701687b812
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fixed bug where year report list included months instead. added a period_label to risk metrics corresponding to the end date. e.g. April 2006
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2012-04-04 11:37:19 -04:00 |
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Stephen Diehl
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e18dab58e5
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Use proper logging.
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2012-04-04 10:47:51 -04:00 |
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fawce
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78cceaa649
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fixes and tests for result streaming.
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2012-04-03 22:42:53 -04:00 |
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Stephen Diehl
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c2bd2872c1
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Concurrency agnostic controller.
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2012-04-03 18:12:16 -04:00 |
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Stephen Diehl
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e8d98084df
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Exception tracking at the controller level.
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2012-04-03 14:04:11 -04:00 |
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fawce
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9073d19780
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Merge pull request #22 from quantopian/integration
Integration
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2012-04-02 07:39:18 -07:00 |
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fawce
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e1a3a8e799
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removed extraneous method
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2012-04-02 10:37:27 -04:00 |
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fawce
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c7bb22d4d6
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added a publish_to method to make the api access simpler for providing a socket into the zipline to publish.
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2012-03-31 22:55:43 -04:00 |
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fawce
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7a7833a540
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fixed missing fields, added a new random source option to test zipline (still buggy).
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2012-03-30 17:48:05 -04:00 |
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fawce
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ba9f837320
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prepping for PR.
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2012-03-30 11:18:33 -04:00 |
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fawce
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ce6a91adb6
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added a frame to get performance data written to the result stream. not complete, but functional.
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2012-03-29 17:13:28 -04:00 |
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Stephen Diehl
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0f6868c431
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Merge pull request #21 from quantopian/no_lock
fixed logic for timeouts on order. timeouts are not necessarily fatal.
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2012-03-28 08:34:13 -07:00 |
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fawce
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757fb9db97
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fixed logic for timeouts on order. timeouts are not necessarily fatal.
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2012-03-28 11:30:39 -04:00 |
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fawce
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62202168bf
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Merge pull request #20 from quantopian/awesome
Awesome
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2012-03-26 17:01:36 -07:00 |
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Stephen Diehl
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d6f2f757c8
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Tweak zmq utils.
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2012-03-26 13:37:34 -04:00 |
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Stephen Diehl
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efcda0f585
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Gevent driven zmq poller, per sage advice of benoitc.
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2012-03-24 12:35:06 -04:00 |
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Stephen Diehl
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7134b4c1b1
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Support for different flavors of ZeroMQ.
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2012-03-24 11:56:18 -04:00 |
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Stephen Diehl
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3248328f97
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Merge pull request #19 from quantopian/api
Extended the algorithm protocol to include portfolio.
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2012-03-22 07:11:43 -07:00 |
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fawce
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0653c244b5
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fixed bug in table formatting.
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2012-03-22 00:01:27 -04:00 |
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fawce
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3ccfb514fb
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Extended the algorithm protocol to include portfolio.
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2012-03-21 23:52:56 -04:00 |
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fawce
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7deec4a74c
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logic-o, forgot the self parameter.
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2012-03-21 16:29:30 -03:00 |
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fawce
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061404d425
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Merge pull request #18 from quantopian/api
Api
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2012-03-20 22:05:28 -07:00 |
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fawce
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e67322ac04
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fixed flow diagram in doco for diamond topo
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2012-03-21 01:01:03 -04:00 |
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fawce
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4f87b4e98a
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documentation fixes and tweaks.
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2012-03-21 00:55:35 -04:00 |
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fawce
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839e99f099
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document fixes.
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2012-03-20 23:17:36 -04:00 |
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fawce
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7a57c27295
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this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now.
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2012-03-20 23:10:24 -04:00 |
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fawce
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886f091e64
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trying to fix the factory bugs...
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2012-03-20 16:45:52 -04:00 |
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fawce
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f20db3d01d
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added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested.
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2012-03-20 16:38:32 -04:00 |
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fawce
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26da4316d1
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documented algorithm protocol, split example algorithms into their own module. added filter methods to algo and to datasources. The top level zipline is responsible for piping algo's filter to the datasource.
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2012-03-20 15:51:10 -04:00 |
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fawce
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4d59846352
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upping the timeout for finance tests to 15s.
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2012-03-20 11:16:58 -04:00 |
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Stephen Diehl
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45af7183c9
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Merge pull request #17 from quantopian/api
Api
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2012-03-20 07:54:21 -07:00 |
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fawce
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7fb86be1ae
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more test refactoring, this time a factory method to get the trading environment.
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2012-03-20 10:52:40 -04:00 |
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fawce
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8a6005140b
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fleshed out ZiplineException a bit.
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2012-03-20 09:57:19 -04:00 |
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