Eddie Hebert
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
fawce
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
Eddie Hebert
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
Eddie Hebert
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
Eddie Hebert
259498dad2
Removes unused modules.
2012-10-03 10:59:04 -04:00
fawce
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
fawce
1267f66dbe
removed old refs
2012-09-14 19:42:55 -04:00
fawce
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
fawce
50de0f5e39
support of qexec refactoring
2012-09-12 00:30:37 -04:00
fawce
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
Eddie Hebert
06742e27a1
Removes unused import.
2012-08-24 23:36:04 -04:00
Jonathan Kamens
a2376cb87a
test_finance.py no longer needs drain_zipline
2012-08-21 16:16:35 -04:00
scottsanderson
a68a48b62e
removed deprecated test and refactored tradesimulation time compression logic
2012-08-18 17:07:20 -04:00
fawce
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
fawce
80f2acc674
test fixes
2012-07-27 23:33:43 -04:00
fawce
83da8d2310
fixed logging for tests
2012-07-26 18:45:42 -04:00
fawce
abf9c8efa5
exception handling code revised. gevent, pypy, and threadsim vestiges removed.
...
devel flag removed.
2012-07-26 16:22:13 -04:00
fawce
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
fawce
d950973f0d
added a proc join to ensure we block on the simulation fully exiting all processes.
2012-07-24 17:43:49 -04:00
fawce
ad10f2aa85
fixed up tests to abandon thread simulator.
2012-07-24 16:43:02 -04:00
fawce
d0e987a8e8
tests passing using the process simulator.
2012-07-24 14:00:33 -04:00
fawce
fc1882daaa
enabled logging with a logbook zmq logger from within the algorithm.
2012-07-22 07:33:42 -04:00
Stephen Diehl
9cbcf424b4
Update tests.
2012-07-05 15:14:55 -04:00
Stephen Diehl
bcd1ccae4d
Restore passing test_performance.
2012-07-03 13:27:01 -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
fawce
31e0e8208c
switching to use push/pull for traffic btw merge and client
2012-07-03 11:37:58 -04:00
Stephen Diehl
3b0a591758
Backport logging setup for test_finance
2012-07-03 10:55:32 -04:00
fawce
433170df9b
removed old order protocol cruft.
2012-05-28 21:39:54 -04:00
fawce
cc188a9d6e
bumped timeouts for jenkins, took trace out of log test
2012-05-21 11:35:29 -04:00
fawce
ba2783081c
switched SID to sid
2012-05-18 21:46:42 -04:00
Stephen Diehl
8d864462ff
Fix DataSource id/get_id mixup.
2012-05-16 16:19:08 -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
Stephen Diehl
1b46a0d5d3
Move simulator to core.
2012-05-14 14:05:41 -04:00
Stephen Diehl
d399edd419
Fix ndict woes.
2012-05-14 13:49:45 -04:00
Stephen Diehl
e04415e63f
Remove all namedicts.
2012-05-14 11:35:43 -04:00
Stephen Diehl
73557b907f
Rework imports on tests.
2012-05-14 11:17:56 -04:00
Stephen Diehl
b13f5a82e0
Removed all references to messaging.py
2012-05-14 11:03:46 -04:00
Stephen Diehl
8b95aebcf2
Refactor lots of things.
2012-05-14 10:57:40 -04:00
Stephen Diehl
133d9c03af
One test passing, progress!
2012-05-10 16:38:04 -04:00
Stephen Diehl
62ec591d90
Moved the test folder.
2012-05-09 13:34:13 -04:00