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551 Commits 16 Branches 39 Tags
89e52c675844ca4fa07afc45d01ccfb68be2fd2e
Commit Graph
158 Commits
Author SHA1 Message Date
fawce 89e52c6758 better filter for nan check 2012-06-19 20:03:37 -04:00
fawce e1db77fb64 fixed comprehension 2012-06-19 17:06:40 -04:00
fawce 5d97469a24 added a filter for nan values in risk data relay 2012-06-19 15:52:47 -04:00
fawce ba05335b2c logging every update was spamming the console during unit tests... 2012-06-18 19:11:13 -04:00
fawce 7044040722 removed logging of zero volume orders. 2012-06-18 19:02:14 -04:00
Stephen Diehl 9c9cddb2e8 Tidy up logging statements. 2012-06-13 16:21:43 -04:00
Stephen Diehl 61ee2420eb Removed dummy print statement. 2012-06-12 13:31:48 -04:00
Stephen Diehl 06e6207020 Update logging system 2012-06-12 07:11:52 -04:00
Stephen Diehl 2d85ec4d95 Update performance tracker ot use Logbook 2012-06-11 13:54:00 -04:00
Stephen Diehl fefca77fe2 FSM for Feed 2012-06-11 09:26:48 -04:00
fawce 0dea9c5ecb finished comment 2012-06-07 17:58:30 -04:00
fawce 6a8654342a added an as_portfolio method to the PerformancePeriod. 2012-06-07 17:40:26 -04:00
fawce 6d8a786214 updated performance to be trade by trade. 2012-06-07 13:53:45 -04:00
fawce ba9374e6e9 Merge pull request #64 from quantopian/master 
bringing fawce_alpha1 up to speed
 2012-06-06 16:24:10 -07:00
fawce 036f9e93a7 fixed a type-o in the documentation. 2012-05-31 23:15:53 -04:00
fawce a4ea3e3343 marked a todo for a calculation bug 2012-05-30 23:55:25 -04:00
jbredeche 46ca4531f6 Merge pull request #59 from quantopian/fawce_alpha1 
added a created date to the risk report.
 2012-05-29 18:26:22 -07:00
fawce ef763f28d0 added a created date to the risk report. 2012-05-29 21:20:16 -04:00
fawce edd119ba90 Merge pull request #53 from quantopian/cheetah 
Process simulator
 2012-05-29 07:30:23 -07:00
fawce 069dbd1afe removed protocol cruft from transaction transform days. 2012-05-28 21:32:23 -04:00
fawce 23fb5fa083 cleanup 2012-05-28 15:25:44 -04:00
Stephen Diehl 318d7ba678 Fun fun times writing setup.py 2012-05-26 18:24:48 -04:00
Stephen Diehl 817166ba03 Merge branch 'master' into cheetah 2012-05-26 15:55:48 -04:00
Stephen Diehl 3446c116ab Process Simulator! 2012-05-26 15:54:43 -04:00
fawce 70b0088e02 patched logging config. 2012-05-22 21:23:47 -04:00
fawce ba2783081c switched SID to sid 2012-05-18 21:46:42 -04:00
fawce 52d75c9d31 fixed bug with BaseTransform state and name properties. 2012-05-18 14:42:47 -04:00
Stephen Diehl 9229e4193d Fixed argument threading for transforms. 2012-05-17 16:46:34 -04:00
Stephen Diehl f88aacc214 Fix some more oop on transforms. 2012-05-16 17:03:16 -04:00
Stephen Diehl 244f787176 Cleaned up OOP on transforms. 2012-05-16 16:55:26 -04:00
Stephen Diehl 9b6c83e3e5 Removed more amguity over source_id 2012-05-16 16:40:25 -04:00
Stephen Diehl 8d864462ff Fix DataSource id/get_id mixup. 2012-05-16 16:19:08 -04:00
Stephen Diehl 3ad1f250e6 Cleaned up OOP, first round. 2012-05-16 14:33:16 -04:00
fawce 642d842b3c Merge branch 'master' of github.com:quantopian/zipline 2012-05-16 12:08:38 -04:00
fawce 2bf9f896e5 added missing import 2012-05-16 12:08:18 -04:00
Thomas Wiecki e26638058c Reverted path independence code in factory.py. Not sure how to fix with new path structure. 2012-05-15 17:37:27 -04:00
fawce 750496fa94 fixed all imports 2012-05-15 14:18:19 -04:00
Stephen Diehl d503ce465a Merge branch 'refactor' 
Conflicts:
	zipline/finance/trading.py
	zipline/lines.py
 2012-05-15 14:04:05 -04:00
Stephen Diehl 8db7feb60f Merge branch 'master' of github.com:quantopian/zipline 2012-05-15 13:56:33 -04:00
fawce 3bb03e0f8c converting to handle_data nomenclature. 2012-05-14 16:49:05 -04:00
fawce de0cfd4072 fixed bugs in transform calculations. 2012-05-14 15:31:51 -04:00
Stephen Diehl d399edd419 Fix ndict woes. 2012-05-14 13:49:45 -04:00
Stephen Diehl e04415e63f Remove all namedicts. 2012-05-14 11:35:43 -04:00
Stephen Diehl 8b95aebcf2 Refactor lots of things. 2012-05-14 10:57:40 -04:00
Stephen Diehl 133d9c03af One test passing, progress! 2012-05-10 16:38:04 -04:00
Stephen Diehl 00de461da8 Made more submodules. 2012-05-10 15:46:19 -04:00
fawce add3f10b2e removed expiremental pandas code 2012-05-10 15:13:00 -04:00
fawce 81de47774f fixed allocation issue 2012-05-10 13:51:02 -04:00
Stephen Diehl 54ee77827e Merge branch 'master', remote-tracking branch 'origin' into refactor 2012-05-09 09:15:07 -04:00
Stephen Diehl f60794067e reworked directory 2012-05-09 09:12:11 -04:00