 fawce
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f819ed67ec
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bugfixes
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2012-08-13 17:05:14 -04:00 |
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fawce
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7e86652a75
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removed bson dep
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2012-08-08 22:33:32 -04:00 |
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fawce
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9f98178a47
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Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
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2012-08-08 21:40:41 -04:00 |
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fawce
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aec76868f9
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exception handling
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2012-08-08 21:40:33 -04:00 |
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scottsanderson
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c64175e2e5
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added tests for exception messages in datasources and transforms
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2012-08-08 18:44:45 -04:00 |
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fawce
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427cfd53ec
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working on logging
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2012-08-08 14:00:36 -04:00 |
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scottsanderson
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b70e76d516
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commit pre-merge
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2012-08-08 11:21:26 -04:00 |
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fawce
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d2d9ef1359
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removed a few debug calls
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2012-08-07 17:55:27 -04:00 |
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fawce
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e8f17083f7
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merge
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2012-08-07 17:49:56 -04:00 |
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scottsanderson
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23a62a942a
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Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
Conflicts:
tests/test_transforms.py
zipline/finance/returns.py
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2012-08-07 17:08:08 -04:00 |
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scottsanderson
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1d9da39fbb
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new-style returns
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2012-08-07 16:54:55 -04:00 |
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fawce
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a8276e15c7
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Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
Conflicts:
tests/test_transforms.py
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2012-08-07 15:42:33 -04:00 |
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scottsanderson
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1f0e760856
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finish eventwindow ABS, and speedups for tradingcalendar
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2012-08-07 14:50:09 -04:00 |
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fawce
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aeb50da170
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fixes for unit tests, back to 50/51 passing.
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2012-08-07 14:42:43 -04:00 |
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fawce
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804bcb4e0c
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exceptions tests passing
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2012-08-07 13:16:42 -04:00 |
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fawce
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5aba8bfc28
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Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
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2012-08-07 11:15:37 -04:00 |
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scottsanderson
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ed206de84a
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abstract eventwindow and trading calendar utility
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2012-08-07 10:32:10 -04:00 |
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fawce
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06dc6f7acb
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beginning refactor to use single threaded simulator.
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2012-08-06 13:11:20 -04:00 |
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fawce
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dd1056bf30
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generator backed component, and a starter test for a source.
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2012-08-01 23:41:44 -04:00 |
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fawce
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318065125f
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refactored component to use a generator
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2012-08-01 21:43:15 -04:00 |
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scottsanderson
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4768bea646
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more progress on tsc
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2012-08-01 18:53:09 -04:00 |
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fawceandEddie Hebert
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90f99fd4c4
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added methods to convert epochs to/from days since the UNIX_EPOCH.
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2012-07-31 15:46:46 -04:00 |
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fawce
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146dc822c4
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-30 13:53:09 -04:00 |
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fawce
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9deaefe6e6
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fixes for tests
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2012-07-30 13:52:38 -04:00 |
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scottsanderson
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3621934a28
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better variable names and PreTransformLayer
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2012-07-28 18:24:57 -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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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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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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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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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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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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Stephen Diehl
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8fdd2db045
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Merge pull request #74 from quantopian/deepcopy_ndict
Deepcopy ndict
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2012-07-06 13:41:38 -07:00 |
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Stephen Diehl
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237ea825ac
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Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
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2012-07-06 14:11:40 -04:00 |
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Thomas Wiecki
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5fcb2de59b
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ndicts are now deepcopyable.
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2012-07-06 11:54:40 -04:00 |
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scottsanderson
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6aa7bf893d
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trying to fix some odd behavior
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2012-07-04 15:31:16 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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Stephen Diehl
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aac8e92b06
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Logbook for component state tracking.
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2012-06-11 13:40:54 -04:00 |
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fawce
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edd119ba90
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Merge pull request #53 from quantopian/cheetah
Process simulator
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2012-05-29 07:30:23 -07:00 |
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Stephen Diehl
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736bbe51af
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Misc changes.
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2012-05-29 00:38:23 -04:00 |
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fawce
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069dbd1afe
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removed protocol cruft from transaction transform days.
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2012-05-28 21:32:23 -04:00 |
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fawce
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13ccf169f1
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encoding epoch as an int, rather than float.
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2012-05-28 16:06:41 -04:00 |
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fawce
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7db5bc4ddc
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Merge pull request #52 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-25 09:46:30 -07:00 |
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fawce
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b533961247
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little more perf tweaking.
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2012-05-25 11:15:56 -04:00 |
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fawce
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31b545946e
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performance tweak on ndict's frozenset.
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2012-05-25 11:11:18 -04:00 |
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fawce
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6bfa4bfddc
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fixed logger tests.
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2012-05-24 21:25:52 -04:00 |
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fawce
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f2aff6a501
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fixed logger test.
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2012-05-24 16:42:15 -04:00 |
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fawce
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46ef2e136d
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path hacking for logging.cfg
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2012-05-21 16:21:29 -04:00 |
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fawce
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f722bc114d
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Merge branch 'master' of github.com:quantopian/zipline
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2012-05-18 13:34:33 -04:00 |
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