c510cab915
Removes unit test exercising expiring orders.
...
We have removed expiring orders, so this tests behavior that currently
doesn't exist.
2012-10-10 16:19:06 -04:00
a3c3a5c6f9
Removes extra assert.
2012-10-10 16:17:06 -04:00
a83f9f9106
First pass at writing unit tests to exercise slippage models.
2012-10-10 16:17:05 -04:00
16b0d71506
refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.
2012-10-10 16:06:32 -04:00
58bde75bfa
Removes commented out reference to old project logging.
2012-10-08 17:32:41 -04:00
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
...
Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`
Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
0cd8931a5b
Whitespace wrangling. According to PEP8 recommendations.
2012-10-03 13:20:26 -04:00
259498dad2
Removes unused modules.
2012-10-03 10:59:04 -04:00
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
c2dd51c24e
Cleaned up unittests in response to Eddie's comments.
2012-09-28 09:20:17 -04:00
188a9502b0
Added passing of arguments to algorithm initialize and batch transform.
2012-09-25 11:48:37 -04:00
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
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
1267f66dbe
removed old refs
2012-09-14 19:42:55 -04:00
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
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
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
81ea337ae6
Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
2012-09-07 10:28:36 -04:00
a4b19f66cb
Removes unused, deprecated logger module.
2012-09-05 16:36:27 -04:00
d90c531679
Removes core.monitor module.
...
The Monitor class that it provided was an artifact of a version
that depended on ZeroMQ as a communication layer instead of the
current generator bassed model.
Also, removes tests that were exercising the Monitor.
2012-09-05 15:24:30 -04:00
d505fba148
Removes unused component module from core.
...
This had provided a Component class that was used in a ZeroMQ based
strategy for moving around data that his since been replaced by
the generator model.
2012-09-05 12:54:34 -04:00
48476cb7a7
Removes noop test.
2012-09-05 08:08:05 -04:00
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
11b67970a6
Removes import of unused module.
2012-08-25 04:10:22 -04:00
1f5cb86940
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-25 04:10:12 -04:00
6f195233f5
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-25 04:10:06 -04:00
06742e27a1
Removes unused import.
2012-08-24 23:36:04 -04:00
d36cdec350
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-24 14:04:03 -04:00
9b664e54d8
Removes unused imports in tests.
2012-08-24 13:29:00 -04:00
61ef8f4341
Removes unused imports.
2012-08-23 23:48:24 -04:00
3f801ef387
Debugging.
2012-08-23 17:38:48 -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
ace0b25d31
Dummy.
2012-08-23 14:32:22 -04:00
a433436d39
Resolved conflicts.
2012-08-23 13:44:16 -04:00
a3682ec59f
Removes unused TestClient class.
2012-08-23 13:26:43 -04:00
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -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
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
Eddie Hebert