 scottsanderson
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71963cb4c1
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filter for generator SpecificEquityTrades
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2012-07-27 23:40:35 -04:00 |
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scottsanderson
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3995773cd4
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-27 19:43:10 -04:00 |
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scottsanderson
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cef36c172d
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commit for fawce
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2012-07-27 19:40:42 -04:00 |
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fawce
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c72f18f77f
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-27 17:15:05 -04:00 |
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fawce
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f79a2fadfc
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cancellation tweaks.
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2012-07-27 17:06:45 -04:00 |
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scottsanderson
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f0cb4eaaed
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movingaverage implemented as transform
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2012-07-27 17:06:07 -04:00 |
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scottsanderson
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4ff943eb34
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added generator-style transforms
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2012-07-27 15:04:41 -04:00 |
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scottsanderson
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d33cbdb38a
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feed is airtight
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2012-07-27 09:14:12 -04:00 |
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fawce
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aea81e530e
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minor fix
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2012-07-26 19:56:48 -04:00 |
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scottsanderson
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8674b46892
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-26 18:49:38 -04:00 |
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scottsanderson
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97e4ba050a
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generator ds and feed, various generator utils
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2012-07-26 18:48:51 -04:00 |
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fawce
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40980f7de8
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added time to exception report
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2012-07-26 18:45:54 -04:00 |
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fawce
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83da8d2310
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fixed logging for tests
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2012-07-26 18:45:42 -04:00 |
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fawce
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8a758c1293
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-26 16:29:25 -04:00 |
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fawce
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ee55a1825c
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minor fix
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2012-07-26 16:27:25 -04:00 |
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fawce
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abf9c8efa5
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exception handling code revised. gevent, pypy, and threadsim vestiges removed.
devel flag removed.
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2012-07-26 16:22:13 -04:00 |
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scottsanderson
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96d32fbc86
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mongo datasource as generator
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2012-07-25 20:01:00 -04:00 |
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scottsanderson
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1f3a2cc3dc
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-25 14:45:37 -04:00 |
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scottsanderson
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139fe97db6
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new files for generator components
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2012-07-25 14:45:04 -04:00 |
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fawce
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dd8c84b0db
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added stack trace to exception message, wrapped it in BT UPDATE FRAME
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2012-07-25 14:40:14 -04:00 |
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fawce
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52b597f089
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intersticial commit for scott to pick
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2012-07-25 12:28:21 -04:00 |
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fawce
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c02d15016a
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added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method.
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2012-07-24 23:43:40 -04:00 |
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fawce
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6520046aea
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removing the old simulatorref
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2012-07-24 17:53:43 -04:00 |
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fawce
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d950973f0d
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added a proc join to ensure we block on the simulation fully exiting all processes.
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2012-07-24 17:43:49 -04:00 |
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fawce
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ad10f2aa85
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fixed up tests to abandon thread simulator.
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2012-07-24 16:43:02 -04:00 |
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fawce
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d0e987a8e8
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tests passing using the process simulator.
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2012-07-24 14:00:33 -04:00 |
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fawce
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582e7abd13
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Merge pull request #80 from quantopian/fawce_aug10
bugfixes
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2012-07-23 15:18:17 -07:00 |
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fawce
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dfce16278b
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handoff to @ssanderson
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2012-07-23 16:43:08 -04:00 |
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fawce
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fc1882daaa
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enabled logging with a logbook zmq logger from within the algorithm.
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2012-07-22 07:33:42 -04:00 |
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fawce
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f364cde3d2
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added a class to throw exceptions from the algorithm
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2012-07-21 09:52:06 -04:00 |
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Thomas Wiecki
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6f7090ebf3
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Merge pull request #69 from quantopian/prof_yappi
Prof yappi
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2012-07-20 05:49:23 -07:00 |
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fawce
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5dd35a4709
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added default positions for portfolio object.
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2012-07-19 23:31:14 -04:00 |
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fawce
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03b17bbfb5
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added a condition to break out of the heartbeat on the initial loop, once all components report themselves once.
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2012-07-19 20:17:44 -04:00 |
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fawce
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95a987db39
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Merge pull request #78 from quantopian/hanging_chad
Hanging chad
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2012-07-18 14:21:54 -07:00 |
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fawce
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fb2b0c3be5
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responses to sdiehl code review
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2012-07-18 17:20:31 -04:00 |
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fawce
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6415f59398
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changing protocol remove e/p dictionary
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2012-07-17 17:43:02 -04:00 |
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fawce
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b416f7f418
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tweak
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2012-07-17 14:09:38 -04:00 |
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fawce
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1262dcdef1
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logging converted to share socket with performance
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2012-07-17 11:04:32 -04:00 |
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fawce
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cd998d622c
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fixed logging bugs, added a DONE signal for logging.
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2012-07-17 11:04:32 -04:00 |
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fawce
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276725ba4d
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three letter difference between sequential and parallel.
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2012-07-17 11:04:32 -04:00 |
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fawce
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ceb9013363
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heartbeats working, however the zipline is now fully sequential.
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2012-07-17 11:04:32 -04:00 |
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fawce
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18cd9a02df
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added more frequent heartbeating between requests from monitor. seems to work.
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2012-07-17 11:04:32 -04:00 |
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fawce
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165d94f784
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tweaks
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2012-07-17 11:04:31 -04:00 |
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fawce
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09b6b564bb
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longer period for heartbeat.
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2012-07-17 11:04:14 -04:00 |
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fawce
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d21abe06ea
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updated heartbeat tracking to treat missing several heartbeats as a full failure.
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2012-07-17 11:02:35 -04:00 |
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fawce
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1cc56b52e7
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re-enabled the monitor communication in all components.
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2012-07-17 11:01:15 -04:00 |
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Stephen Diehl
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4981b600f0
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Minor changes to Zipline for signals.
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2012-07-12 16:56:39 -04:00 |
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Stephen Diehl
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0342ee7f62
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Fix typos.
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2012-07-10 14:31:01 -04:00 |
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Stephen Diehl
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56da9d53f8
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Fixed other stray logging statement.
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2012-07-10 07:27:24 -04:00 |
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Stephen Diehl
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2465282a56
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Don't show stray logging statement.
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2012-07-10 07:26:48 -04:00 |
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