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
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
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -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
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
61ef8f4341
Removes unused imports.
2012-08-23 23:48:24 -04:00
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
e5b7c69a68
simplified to be more flexible
2012-08-08 21:48:16 -04:00
c64175e2e5
added tests for exception messages in datasources and transforms
2012-08-08 18:44:45 -04:00
0267bc5073
removed traces
2012-08-08 15:32:54 -04:00
0d34de3b46
fix tracebacks
2012-08-08 15:23:20 -04:00
d2809946bf
updated exception test tracebacks
2012-08-08 09:20:35 -04:00
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
804bcb4e0c
exceptions tests passing
2012-08-07 13:16:42 -04:00
3f4d772e4c
first draft of lines returning new SimulatedTrading object.
2012-08-07 11:15:14 -04:00
6de01a1c6e
added support for any component to relay exceptions through monitor.
2012-08-01 14:56:17 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
9deaefe6e6
fixes for tests
2012-07-30 13:52:38 -04:00
0cb7618b98
exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename.
2012-07-29 20:30:10 -04:00
80f2acc674
test fixes
2012-07-27 23:33:43 -04:00
83da8d2310
fixed logging for tests
2012-07-26 18:45:42 -04:00
abf9c8efa5
exception handling code revised. gevent, pypy, and threadsim vestiges removed.
...
devel flag removed.
2012-07-26 16:22:13 -04:00
dd8c84b0db
added stack trace to exception message, wrapped it in BT UPDATE FRAME
2012-07-25 14:40:14 -04:00
52b597f089
intersticial commit for scott to pick
2012-07-25 12:28:21 -04:00
c02d15016a
added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method.
2012-07-24 23:43:40 -04:00
ad10f2aa85
fixed up tests to abandon thread simulator.
2012-07-24 16:43:02 -04:00
fawce