9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -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
891a283c39
Whitespace tweaking. PEP-8 conventions.
2012-10-03 11:53:36 -04:00
39c3cf88ce
Added profiling shell script.
2012-09-25 16:54:42 -04:00
e353900010
Added 2 year data file.
2012-09-25 16:53:57 -04:00
e09695819e
Cleaned up example.py code.
2012-09-25 16:10:50 -04:00
53de4effd3
stdout_capture was causing problems for ipython notebook.
2012-09-25 14:53:13 -04:00
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
7242a4ee86
BUG: asserting for correct index type.
2012-09-18 13:56:58 -04:00
280f122353
WIP: Lot of refactoring and bugfixing.
2012-09-17 18:35:21 -04:00
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
5fcaed3644
Added logging statements.
2012-08-29 09:02:48 -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
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
3884b15eb6
ENH: Changed algorithm class to provide .run() method. Testing of multiple param combos of DMA.
2012-08-12 20:24:34 -04:00
51f01c0f1f
ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code.
2012-08-10 17:23:08 -04:00
1576447c76
Refactored optimize factory. Enabled optimize unittests.
2012-08-10 11:08:11 -04:00
6f7090ebf3
Merge pull request #69 from quantopian/prof_yappi
...
Prof yappi
2012-07-20 05:49:23 -07:00
e5fdc542d5
Update test_optimize with devel flag.
2012-07-06 12:06:58 -04:00
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
152e389c71
Moved over files from dt_to_pandas: prof_yappi.py and optimize/factory.py (critical change is to change daily to minute events).
2012-06-29 09:51:17 -04:00
da827c18b4
Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions.
2012-05-30 10:15:35 -04:00
45409132b2
Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest.
2012-05-29 14:37:43 -04:00
1c91c7287b
Moved cycle import out of function.
2012-05-28 12:02:11 -04:00
6523ff6c9b
Re-enabled optimize unittests. Minor fixes to create_predictable_zipline().
2012-05-28 11:11:29 -04:00
789338aa5f
fixed constructor call to provide source_id
2012-05-24 11:36:22 -04:00
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
58bdad05b9
Minor fixes to adhere to refactored structure. Updated docs to be in line with rest. Skip optimization test by default as it takes a very long time.
2012-05-15 18:02:58 -04:00
e26638058c
Reverted path independence code in factory.py. Not sure how to fix with new path structure.
2012-05-15 17:37:27 -04:00
809841d690
Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame().
2012-05-15 17:28:59 -04:00
f1ce833995
Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however.
2012-05-14 18:02:40 -04:00
ca60d3f8e0
Refactor component tree.
2012-05-14 09:14:26 -04:00
Eddie Hebert