Eddie Hebert
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -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
Thomas Wiecki
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
Thomas Wiecki
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
Thomas Wiecki
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
Thomas Wiecki
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
Thomas Wiecki
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
fawce
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
Thomas Wiecki
3f801ef387
Debugging.
2012-08-23 17:38:48 -04:00
Thomas Wiecki
7491e1f88e
Resolved internal conflict due to stashing.
2012-08-23 16:06:50 -04:00
Thomas Wiecki
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
Thomas Wiecki
1576447c76
Refactored optimize factory. Enabled optimize unittests.
2012-08-10 11:08:11 -04:00
Thomas Wiecki
6f7090ebf3
Merge pull request #69 from quantopian/prof_yappi
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Prof yappi
2012-07-20 05:49:23 -07:00
Stephen Diehl
e5fdc542d5
Update test_optimize with devel flag.
2012-07-06 12:06:58 -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
Thomas Wiecki
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
Thomas Wiecki
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
Thomas Wiecki
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
Thomas Wiecki
1c91c7287b
Moved cycle import out of function.
2012-05-28 12:02:11 -04:00
Thomas Wiecki
6523ff6c9b
Re-enabled optimize unittests. Minor fixes to create_predictable_zipline().
2012-05-28 11:11:29 -04:00
fawce
789338aa5f
fixed constructor call to provide source_id
2012-05-24 11:36:22 -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
Thomas Wiecki
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
Thomas Wiecki
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
Eddie Hebert