Commit Graph

1032 Commits

Author SHA1 Message Date
Eddie Hebert 75dba396c8 Merge pull request #128 from quantopian/vanilla-setup-py
Strips out use of pavement in generating our setup.py
2012-10-05 12:04:26 -07:00
Eddie Hebert df9fb66736 Updates development status to Beta. 2012-10-05 15:03:06 -04:00
Eddie Hebert 013ab86321 Adds ordered_pip script back in.
The pandas dependency on numpy was causing pandas installation to fail.
Reviving the ordered_pip script in since it helps explicitly install
numpy before pandas.
2012-10-05 14:58:38 -04:00
Eddie Hebert fd2d66f53e Removes unused library of messagepack. 2012-10-05 14:58:11 -04:00
Eddie Hebert b6af686392 Updates version to initial release version in setup.py 2012-10-05 14:44:46 -04:00
Eddie Hebert f8c3f10589 Strips out use of pavement in generating our setup.py
Working towards making the project distributable on PyPI.

Looked at a lot of the projects that we want to emulate, and none
use pavement.
2012-10-05 14:33:58 -04:00
Eddie Hebert a46645d1e6 Merge pull request #129 from quantopian/flake8
Applies PEP-8 and pyflakes style across codebase
2012-10-05 10:49:20 -07:00
Eddie Hebert 15604134c7 Removes unused random source method.
Method was unused and used an unimported module.
2012-10-05 12:14:39 -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
Eddie Hebert 0cd8931a5b Whitespace wrangling. According to PEP8 recommendations. 2012-10-03 13:20:26 -04:00
Eddie Hebert 3f2f16dba2 Removes unused import. 2012-10-03 12:02:46 -04:00
Eddie Hebert 2c380e5abc Removes unused imports. 2012-10-03 12:01:25 -04:00
Eddie Hebert 891a283c39 Whitespace tweaking. PEP-8 conventions. 2012-10-03 11:53:36 -04:00
Eddie Hebert 64363fae31 Applies pep8 and pyflakes recommendations.
White space tweaking.
2012-10-03 11:40:14 -04:00
Eddie Hebert d56c976455 Merge branch 'master' of github.com:quantopian/zipline 2012-10-03 11:25:46 -04:00
Eddie Hebert f8a9cc6cc0 Removes reference to host_settings.py from .gitignore 2012-10-03 11:25:12 -04:00
Eddie Hebert 6dda60f6cc Merge pull request #127 from quantopian/remove-core
Removes 'core' submodule.
2012-10-03 08:06:20 -07:00
Eddie Hebert 259498dad2 Removes unused modules. 2012-10-03 10:59:04 -04:00
Eddie Hebert aa24701c30 Removes 'core' submodule.
The last use of AddressAllocator has been removed.
(since zipline no longer uses zmq)

Also removes unused command line harness.
2012-10-03 10:50:53 -04:00
Eddie Hebert cd9274780f Merge pull request #125 from quantopian/minimal-requirements
Minimal requirements
2012-10-02 08:43:45 -07:00
Eddie Hebert a46273ed0f Removes documentation generation from jenkins.sh
The current documentation is not currently used actively.

Also, we are working towards not using Jenkins, in favor of
something like travis-ci when zipline is open sourced, so we will
have to be rethinking the documentation maintenance then.
2012-10-02 00:13:08 -04:00
fawce 9f8fd52b7d fixed bug where commission ignored order direction 2012-10-01 21:46:48 -04:00
Eddie Hebert 75d3578f04 Removes ordered_pip.sh script.
The ordered_pip script was needed to wrangle some dependency ordering
problems that do not exist with the reduced set of dependencies.
2012-10-01 13:38:32 -04:00
Eddie Hebert d176d12d65 Reduces the libraries specified in requirements to the minimal amount
needed to run unittests.

Building the libraries installed by default to as few as possible.

Removes pip run on removed requirements_sci.txt in CI script.
2012-10-01 13:37:53 -04:00
fawce 5e9edc02c4 moved pandas above statsmodels 2012-10-01 08:19:54 -04:00
fawce 5bea0c5cd1 moved pandas below everything 2012-10-01 08:19:17 -04:00
fawce f3f5883aa5 added mkvirtualenv command 2012-10-01 07:56:29 -04:00
fawce 44ba87ef01 cleaned up scientific install 2012-09-30 23:40:13 -04:00
fawce 483c223103 updating pandas to git commit for 0.9rc2 2012-09-30 23:30:24 -04:00
fawce f873b3bd26 Merge pull request #124 from quantopian/commissions
Independent Commissions
2012-09-30 19:47:37 -07:00
fawce 7a8697f0e5 updated based on PR feedback. 2012-09-30 22:12:00 -04:00
fawce ebde40ab05 patched up tradesim from master. 2012-09-28 23:19:39 -04:00
fawce 1caefbff43 tests are passing for independent commission model 2012-09-28 23:12:41 -04:00
fawce e6b3e8e7b1 adding independent commission modeling. 2012-09-28 23:02:29 -04:00
Thomas Wiecki 4220fbd365 Merge pull request #122 from quantopian/batch_transform
Refactoring of algorithm and batch transforms. Better unittests.
2012-09-28 14:35:39 -07:00
Thomas Wiecki c2dd51c24e Cleaned up unittests in response to Eddie's comments. 2012-09-28 09:20:17 -04:00
Thomas Wiecki 39c3cf88ce Added profiling shell script. 2012-09-25 16:54:42 -04:00
Thomas Wiecki e353900010 Added 2 year data file. 2012-09-25 16:53:57 -04:00
Thomas Wiecki e09695819e Cleaned up example.py code. 2012-09-25 16:10:50 -04:00
Thomas Wiecki 53de4effd3 stdout_capture was causing problems for ipython notebook. 2012-09-25 14:53:13 -04:00
Thomas Wiecki 79ab1d13c0 Fixes circular import problem. 2012-09-25 13:35:47 -04:00
Thomas Wiecki 2e9947ab8c Accidentally commented out logging capture. 2012-09-25 12:21:26 -04:00
Thomas Wiecki 188a9502b0 Added passing of arguments to algorithm initialize and batch transform. 2012-09-25 11:48:37 -04:00
Thomas Wiecki 52e6a69492 Merge pull request #120 from quantopian/batch_window
Batch transform, new algorithm base class, new DataFrameSource
2012-09-21 10:09:30 -07:00
Thomas Wiecki 32c7dfbef9 Added test_algorithm.py. 2012-09-21 12:00:09 -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 2dbf905d43 Added unittest for dataframe source. 2012-09-19 20:01:10 -04:00
Thomas Wiecki 4526cde4c5 Fixed weird regression in TestAlgorithm. 2012-09-19 19:37:21 -04:00
Thomas Wiecki a185a014db Merge branch 'master' into batch_window 2012-09-19 18:41:17 -04:00
Thomas Wiecki 3be2f313cd Shortened test window. Renamed functions in window transform. 2012-09-19 18:39:42 -04:00