Thomas Wiecki
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
fawce
88c31e7a60
pip freeze reports statsmodels==0.5.0 ... actual version? 0.5.0-tutorial-beta
2012-08-22 19:28:16 -04:00
fawce
25c33b70c7
fixed pandas version specifier, reversed order of patsy
2012-08-22 17:21:32 -04:00
fawce
e6be7d49f2
updated sci requirements to include statsmodels and latest pandas
2012-08-22 17:03:28 -04:00
fawce
38a3a44f4f
Merge branch 'epchan_algo'
2012-08-22 17:02:37 -04:00
fawce
90cf794952
added statsmodels and moved pandas forward
2012-08-22 16:33:52 -04:00
Eddie Hebert
bf1247e009
Removes unused imports.
2012-08-22 12:57:29 -04:00
Eddie Hebert
614ffb7151
Merge pull request #108 from quantopian/remove-dev-folder
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Removes unused dev folder.
2012-08-22 07:33:56 -07:00
Eddie Hebert
784bb3673b
Removes unused dev folder.
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- cli.py:
Only contains a TODO: statement
- topos.py:
Appears to be a utility for debugging zeromq topologies.
Which is unneeded in the current zeromq-less architecture.
2012-08-22 09:51:29 -04:00
Jonathan Kamens
ad980e6485
Close test log handler at end of test to fix file descriptor leak
2012-08-21 22:29:51 -04:00
jikamens
3e23a2043a
Merge pull request #107 from quantopian/issue641
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Fix race conditions with backtests that exit soon after launching
2012-08-21 13:18:51 -07:00
Jonathan Kamens
edb7e9bbf5
Refactor delayed_signals class for readability
2012-08-21 16:18:13 -04:00
Jonathan Kamens
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
Jonathan Kamens
a7bb4b53d8
Close the results socket to ensure messages are sent
2012-08-21 16:18:13 -04:00
jikamens
08a55088a6
Merge pull request #99 from quantopian/issue658
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Require zipline tests to end with a DONE packet
2012-08-21 13:17:27 -07:00
Jonathan Kamens
a2376cb87a
test_finance.py no longer needs drain_zipline
2012-08-21 16:16:35 -04:00
Jonathan Kamens
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
fawce
1479adf519
fixed infinite looking loop in risk reporting, thanks to groupby
2012-08-21 19:26:46 +00:00
scottsanderson
ceb1061d87
properly break out of loop when we hit max drawdown
2012-08-21 14:39:32 -04:00
fawce
0bd41c8db2
tweaked
2012-08-20 19:56:27 -04:00
fawce
1fbd8c4414
Merge branch 'master' of github.com:quantopian/zipline
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Conflicts:
zipline/gens/tradesimulation.py
2012-08-20 19:16:01 -04:00
fawce
bf31d6cc20
Merge pull request #100 from quantopian/bug_524
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Bug 524
2012-08-20 16:10:32 -07:00
scottsanderson
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
scottsanderson
8fed50130c
reset heartbeat count on enter/exit
2012-08-20 18:04:30 -04:00
fawce
ece5d45c95
bumping the timeout to 90s
2012-08-19 23:34:52 -04:00
fawce
648c75697c
Merge pull request #98 from quantopian/bug_524
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Bug 524
2012-08-19 19:32:06 -07:00
scottsanderson
8b67d6a45c
fix __exit__ for timeout
2012-08-19 15:00:09 -04:00
scottsanderson
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
scottsanderson
b5cb08ceed
heartbeat and timeout usable as context managers
2012-08-19 02:21:43 -04:00
scottsanderson
0ef89ee704
fix algo_dt logging
2012-08-18 22:04:21 -04:00
scottsanderson
18a1c88145
fix import signal
2012-08-18 21:10:28 -04:00
scottsanderson
58b027798a
added timeout and heartbeat decorators
2012-08-18 17:08:41 -04:00
scottsanderson
8986871c90
Merge branch 'master' of github.com:quantopian/zipline into bug_524
2012-08-18 17:07:47 -04:00
scottsanderson
a68a48b62e
removed deprecated test and refactored tradesimulation time compression logic
2012-08-18 17:07:20 -04:00
fawce
5e6b094588
Merge pull request #97 from quantopian/fawce_alpha750_bugs
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Fawce alpha750 bugs
2012-08-17 21:21:28 -07:00
fawce
7696393179
removed spammy log lines.
2012-08-17 18:36:05 -04:00
scottsanderson
5a70c7464a
update the comments in tradesim
2012-08-17 11:07:12 -04:00
fawce
c911dca4d2
added a kwarg to run in blocking
2012-08-16 13:01:22 -04:00
fawce
04ff89df07
Merge branch 'master' into fawce_alpha750_bugs
2012-08-15 23:39:59 -04:00
Scott Sanderson
85bac68fae
Merge pull request #95 from quantopian/stddev_transform
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fixed bessel correction in stddev
2012-08-15 13:18:48 -07:00
scottsanderson
1659cfff45
fixed bessel correction in stddev
2012-08-15 16:16:36 -04:00
fawce
1290762446
Merge pull request #94 from quantopian/stddev_transform
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Stddev transform
2012-08-15 10:31:39 -07:00
scottsanderson
9537067138
fix comment in EventWindow
2012-08-15 13:31:15 -04:00
scottsanderson
404e69a4b3
Merge branch 'master' into stddev_transform
2012-08-15 12:26:25 -04:00
scottsanderson
496851ef72
added stddev transform
2012-08-15 12:16:38 -04:00
scottsanderson
c4cb7d41f2
added tests for stddev
2012-08-15 12:15:41 -04:00
fawce
0712b92181
Merge pull request #93 from quantopian/fawce_alpha750_bugs
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new tests and support for logging primitives (bugfix)
2012-08-15 08:33:04 -07:00
fawce
86ae2c450d
Merge branch 'master' into fawce_alpha750_bugs
2012-08-14 23:02:32 -04:00
fawce
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
Eddie Hebert
36cd75b215
Merge pull request #92 from quantopian/bug_600_pr_prep
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Bug 600
2012-08-14 14:59:24 -07:00