815c9f2cf6
providing default behavior for positions dictionary. non-existent positions are
...
returned as zero size/value positions.
2012-10-10 16:08:14 -04:00
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -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
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
15604134c7
Removes unused random source method.
...
Method was unused and used an unimported module.
2012-10-05 12:14:39 -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
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
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
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
0bb0df525a
pluggable slippage.
2012-09-14 12:33:10 -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
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
96e5801cf8
removed zmq from requirements files.
2012-09-08 23:24:53 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
c2d2305a8b
removed log_utils, since it exists to create the zmq logbook handler.
2012-09-08 22:46:52 -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
72e64776b9
Applies PEP-8 recommendations to test_utils.
...
Whitespace wrangling.
2012-08-25 04:10:38 -04:00
16aadc79ff
Removes unused module.
2012-08-24 09:33:56 -04:00
3f801ef387
Debugging.
2012-08-23 17:38:48 -04:00
1059f711de
Removes unused custom Exception handler.
2012-08-23 13:26:43 -04:00
27e83ba1c6
Removes module for serializing over 0MQ.
...
zipline no longer serializes internally over 0ZM, so this is unneeded.
2012-08-23 13:26:43 -04:00
125eb36d42
Removes unused zmq_utils now that zipline is less ZeroMQ heavy.
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
567659d058
rename capitalize heartbeat and timeout
2012-08-23 11:48:52 -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
ad980e6485
Close test log handler at end of test to fix file descriptor leak
2012-08-21 22:29:51 -04:00
edb7e9bbf5
Refactor delayed_signals class for readability
2012-08-21 16:18:13 -04:00
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
d24bfbbf43
SimulatedLite
2012-08-21 14:34:18 -04:00
8fed50130c
reset heartbeat count on enter/exit
2012-08-20 18:04:30 -04:00
8b67d6a45c
fix __exit__ for timeout
2012-08-19 15:00:09 -04:00
b5cb08ceed
heartbeat and timeout usable as context managers
2012-08-19 02:21:43 -04:00
58b027798a
added timeout and heartbeat decorators
2012-08-18 17:08:41 -04:00
c911dca4d2
added a kwarg to run in blocking
2012-08-16 13:01:22 -04:00
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
f819ed67ec
bugfixes
2012-08-13 17:05:14 -04:00
7e86652a75
removed bson dep
2012-08-08 22:33:32 -04:00
fawce