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Author SHA1 Message Date
Stephen Diehl 6f27009e82 Started datetime utiles lib. 2012-04-10 00:30:53 -04:00
Stephen Diehl 04d389b774 Remove old pandas-zmq protocol. 2012-04-09 23:43:53 -04:00
Stephen Diehl 1dbe0975fc NumpyChannel 2012-04-09 07:55:11 -04:00
Stephen Diehl 16ceb68c7c Move zmq topology mapper to dev/ folder 2012-04-07 09:58:50 -04:00
Stephen Diehl 80bfbd5dcb Performance reports take either socket address or socket. 2012-04-06 13:31:39 -04:00
Stephen Diehl 5aee03212d Replayable error log. 2012-04-06 12:39:27 -04:00
fawce 70d32f1bbc Merge branch 'master' of github.com:quantopian/zipline 2012-04-05 23:54:04 -04:00
fawce 130b996a63 dropped the cursor from the protocol in zipline. 2012-04-05 23:43:56 -04:00
fawce cad62346e7 updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object. 2012-04-05 23:35:21 -04:00
Stephen Diehl dea4271fbd Merge branch 'master' of github.com:quantopian/zipline 2012-04-05 14:52:58 -04:00
Stephen Diehl b924f57e53 "Fix" for hanging tests in simulator. 2012-04-05 14:52:43 -04:00
fawce aaf2fae2b8 patched guard logic in max drawdown calculation. needs real work. 2012-04-05 12:43:43 -04:00
fawce 14b57dad07 patching the filter test because we are now trying to calculate end of test risk 2012-04-04 18:44:19 -04:00
Stephen Diehl 21f0f13e3b Merge pull request #25 from quantopian/exception_reporting 
Send a soft kill, not a hard kill.
 2012-04-04 15:24:12 -07:00
Stephen Diehl 4998bc2e37 Send a soft kill, not a hard kill. 2012-04-04 18:23:06 -04:00
fawce 70cae31442 Merge pull request #23 from quantopian/integration 
fixed bug where year report list included months instead. added a period...
 2012-04-04 15:05:35 -07:00
fawce 50591c9913 Merge pull request #24 from quantopian/exception_reporting 
Exception reporting
 2012-04-04 15:05:05 -07:00
Stephen Diehl c4dbec1e30 MergedParallelBuffer -> Merge, ParallelBuffer -> Feed 2012-04-04 18:03:13 -04:00
fawce 4adf8ff854 changes risk report period label to YYYY-MM format 2012-04-04 17:01:49 -04:00
Stephen Diehl f3035c5739 monitor.py killing softly 2012-04-04 14:32:31 -04:00
Stephen Diehl 42f16ccdfb Done & Exception tracking through sockets -> Controller 2012-04-04 12:22:12 -04:00
Stephen Diehl 3d8e355cfa Integrate controller into do_work. 2012-04-04 11:42:58 -04:00
fawce 701687b812 fixed bug where year report list included months instead. added a period_label to risk metrics corresponding to the end date. e.g. April 2006 2012-04-04 11:37:19 -04:00
Stephen Diehl e18dab58e5 Use proper logging. 2012-04-04 10:47:51 -04:00
fawce 78cceaa649 fixes and tests for result streaming. 2012-04-03 22:42:53 -04:00
Stephen Diehl c2bd2872c1 Concurrency agnostic controller. 2012-04-03 18:12:16 -04:00
Stephen Diehl e8d98084df Exception tracking at the controller level. 2012-04-03 14:04:11 -04:00
fawce 9073d19780 Merge pull request #22 from quantopian/integration 
Integration
 2012-04-02 07:39:18 -07:00
fawce e1a3a8e799 removed extraneous method 2012-04-02 10:37:27 -04:00
fawce c7bb22d4d6 added a publish_to method to make the api access simpler for providing a socket into the zipline to publish. 2012-03-31 22:55:43 -04:00
fawce 7a7833a540 fixed missing fields, added a new random source option to test zipline (still buggy). 2012-03-30 17:48:05 -04:00
fawce ba9f837320 prepping for PR. 2012-03-30 11:18:33 -04:00
fawce ce6a91adb6 added a frame to get performance data written to the result stream. not complete, but functional. 2012-03-29 17:13:28 -04:00
Stephen Diehl 0f6868c431 Merge pull request #21 from quantopian/no_lock 
fixed logic for timeouts on order. timeouts are not necessarily fatal.
 2012-03-28 08:34:13 -07:00
fawce 757fb9db97 fixed logic for timeouts on order. timeouts are not necessarily fatal. 2012-03-28 11:30:39 -04:00
fawce 62202168bf Merge pull request #20 from quantopian/awesome 
Awesome
 2012-03-26 17:01:36 -07:00
Stephen Diehl d6f2f757c8 Tweak zmq utils. 2012-03-26 13:37:34 -04:00
Stephen Diehl efcda0f585 Gevent driven zmq poller, per sage advice of benoitc. 2012-03-24 12:35:06 -04:00
Stephen Diehl 7134b4c1b1 Support for different flavors of ZeroMQ. 2012-03-24 11:56:18 -04:00
Stephen Diehl 3248328f97 Merge pull request #19 from quantopian/api 
Extended the algorithm protocol to include portfolio.
 2012-03-22 07:11:43 -07:00
fawce 0653c244b5 fixed bug in table formatting. 2012-03-22 00:01:27 -04:00
fawce 3ccfb514fb Extended the algorithm protocol to include portfolio. 2012-03-21 23:52:56 -04:00
fawce 7deec4a74c logic-o, forgot the self parameter. 2012-03-21 16:29:30 -03:00
fawce 061404d425 Merge pull request #18 from quantopian/api 
Api
 2012-03-20 22:05:28 -07:00
fawce e67322ac04 fixed flow diagram in doco for diamond topo 2012-03-21 01:01:03 -04:00
fawce 4f87b4e98a documentation fixes and tweaks. 2012-03-21 00:55:35 -04:00
fawce 839e99f099 document fixes. 2012-03-20 23:17:36 -04:00
fawce 7a57c27295 this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now. 2012-03-20 23:10:24 -04:00
fawce 886f091e64 trying to fix the factory bugs... 2012-03-20 16:45:52 -04:00
fawce f20db3d01d added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested. 2012-03-20 16:38:32 -04:00