wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-09 19:06:37 +08:00
Code Issues Packages Projects Releases Wiki Activity
275 Commits 16 Branches 39 Tags
8a6005140b05e33ba1d535afa8ec9587aba7c1fd
Commit Graph

275 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
fawce 8a6005140b fleshed out ZiplineException a bit. 2012-03-20 09:57:19 -04:00
fawce 6b76bbd5f2 set get_id property for the simulator, per @sdiehl's request 2012-03-19 23:23:57 -04:00
fawce 2d6c4688f9 added a new component property is_blocking. Non-blocking datasources and transforms will not prevent merge or feed from exiting, even if they have not reported DONE. refactored lines.py to provide a test zipline method and to take keyword arguments in the constructor and factory method. 2012-03-19 23:19:57 -04:00
fawce 87c9d913d6 working on elminating the need for signaling order done. 2012-03-19 16:08:53 -04:00
fawce e7f44884cf added documentation/todo for callbacks, hopefully simplifying the algorithm classes. 2012-03-19 14:28:21 -04:00
fawce 2324c054e9 added more documentation to the lines.py. refactoring relationship between zipline and algorithm. 2012-03-19 11:40:48 -04:00
fawce dcc471cc93 refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will 
hold classes that instantiate entire zipline topologies.
 2012-03-17 23:15:38 -04:00
Stephen Diehl f7aa5c7c06 Merge pull request #16 from quantopian/dataflow 
Dataflow
 2012-03-16 15:20:36 -07:00
Stephen Diehl 3b8b13b14c Merge branch 'master' into dataflow 
Conflicts:
	zipline/test/test_messaging.py
 2012-03-16 18:20:18 -04:00
Stephen Diehl ce16122be3 Remove dropout on dataframe. 2012-03-16 18:18:42 -04:00
Stephen Diehl f581be3723 Axe test_messaging. 2012-03-16 18:14:23 -04:00
fawce 3af850948c fixed documentation on event callback method. 2012-03-16 17:56:53 -04:00
fawce a2c4babd93 hooking perf to the on_done callback. 2012-03-16 17:54:34 -04:00
Stephen Diehl 89485c6ae3 Hack to ignore dataframes in process_event, code seems to be written against namedicts. 2012-03-16 16:42:39 -04:00
Stephen Diehl b61b69a8dd Merge branch 'master' into dataflow 
Conflicts:
	zipline/finance/risk.py
	zipline/protocol_utils.py
 2012-03-16 15:04:23 -04:00
fawce 2a948cbfa2 Merge pull request #14 from quantopian/portfolio 
Portfolio
 2012-03-16 08:48:39 -07:00
fawce 65253737cd taking code recommendations from @sdiehl PR notes... as always :) 2012-03-16 11:47:06 -04:00
fawce 77993ee6ca trivial mod to force push to happen. 2012-03-16 09:52:08 -04:00
fawce 1ab84ae2ca extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict. 2012-03-15 22:52:49 -04:00
fawce 5ec72350d3 Merge pull request #13 from quantopian/reframing 
Reframing
 2012-03-15 16:32:53 -07:00
fawce c42ffb5e1a splitting out coverage config for jenkins, as per @sdiehl comments on PR 2012-03-15 19:21:03 -04:00
Stephen Diehl 931f10fe32 Misc fixes, disabled Risk reporting until PR. 2012-03-15 18:33:34 -04:00
fawce 62d0422eb4 a notebook to help explore the dataframe produced for the algo client. 2012-03-15 17:38:22 -04:00
fawce a35c702528 fixed tests net of merge of dataflow. 2012-03-15 17:37:26 -04:00
fawce 930ec57269 fixed bug with date handling in risk report 2012-03-15 16:52:44 -04:00
Stephen Diehl e7cf34d3c9 Interstitical risk.py 2012-03-15 16:44:15 -04:00
fawce 460e72ac7f Merge branch 'dataflow' into reframing 
Conflicts:
	zipline/finance/performance.py
 2012-03-15 16:33:22 -04:00
Stephen Diehl 6630917da8 working on frame argument sent to algorithm. 2012-03-15 16:14:12 -04:00
Stephen Diehl f980e7d22f Interstitial commit for fawce. 2012-03-15 16:08:01 -04:00
Stephen Diehl f4bdf1fc11 Rearrange docs & and fix some name conflicts. 2012-03-15 11:47:28 -04:00
Stephen Diehl 674f445cda Fix spelling mishaps. 2012-03-14 23:48:59 -04:00
Stephen Diehl 61adcf44c2 Merge remote-tracking branch 'origin/algohost' into dataflow 
Conflicts:
	zipline/protocol.py
 2012-03-14 18:35:07 -04:00
fawce d77a9fe296 Merge pull request #12 from quantopian/algohost 
merging after surviving another @sdiehl PR gauntlet
 2012-03-14 12:53:21 -07:00
fawce 98c1312f16 updated per sdiehl's advice in the PR. 2012-03-14 15:51:44 -04:00
fawce 2742ffcc47 using pandas for the dataframe relayed to the algorithm. all unit tests are passing. 2012-03-14 15:13:32 -04:00
Stephen Diehl fafbc7d3c1 Merge branch 'dataflow' of github.com:quantopian/zipline into dataflow 
Conflicts:
	zipline/protocol.py
 2012-03-14 11:51:39 -04:00
Stephen Diehl 3568826e26 Merge remote-tracking branch 'origin/algohost' into dataflow 
Conflicts:
	zipline/protocol.py
 2012-03-14 11:47:45 -04:00
Stephen Diehl 340fdbc7b6 Added zmq debug console for great good. 2012-03-14 07:37:52 -04:00
Stephen Diehl 8002303510 Move protocol data structures. 2012-03-14 07:37:52 -04:00
Stephen Diehl 23a4f0680b Backtest protocol, ala Bredeche. 2012-03-14 07:37:52 -04:00
fawce d5c4526e93 sorted out conversion to dataframe, fixed logic bug with callbacks. still need to allow for dot notation to frame. 2012-03-14 00:23:51 -04:00
fawce 84bccbc67c fixed a few type-os to repair document generation. 2012-03-13 23:31:22 -04:00
fawce cb07f2179d Merge branch 'algohost' of github.com:quantopian/zipline into algohost 2012-03-13 12:21:26 -04:00
fawce 649a8ea2e5 starting in on pandas integration. 2012-03-13 12:20:35 -04:00
Stephen Diehl aba06d40e9 Added zmq debug console for great good. 2012-03-13 11:03:37 -04:00
Stephen Diehl 72f771d86c Merge branch 'algohost', remote-tracking branch 'origin' into dataflow 2012-03-13 11:03:08 -04:00
Stephen Diehl defa3186ca Time all the tests! 2012-03-12 10:36:08 -04:00
Stephen Diehl e6296111e8 Woops left pdb in. 2012-03-12 10:15:19 -04:00
Stephen Diehl 6171cdf582 Fix hanging test cases by backporting some sim code. 2012-03-12 10:11:29 -04:00
fawce ecd98f1aa0 added handling for client timeouts to the ordersource class. 2012-03-11 22:03:56 -04:00