96fed05fc0
support for test fixes in qexec
2012-10-10 16:09:40 -04:00
815c9f2cf6
providing default behavior for positions dictionary. non-existent positions are
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returned as zero size/value positions.
2012-10-10 16:08:14 -04:00
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -04:00
e3f750014e
__missing__ needs to put the value into the dictionary
2012-10-10 16:06:55 -04:00
5650a99fe1
Removes now unused lines.py
2012-10-10 16:06:35 -04:00
16b0d71506
refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.
2012-10-10 16:06:32 -04:00
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
58bde75bfa
Removes commented out reference to old project logging.
2012-10-08 17:32:41 -04:00
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
7c3674c62b
Adds Apache License, Version 2.0
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From, http://www.apache.org/licenses/
2012-10-08 17:32:40 -04:00
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
e6c2709151
Adds installation of flake8 linter to development installs.
2012-10-05 15:06:32 -04:00
75dba396c8
Merge pull request #128 from quantopian/vanilla-setup-py
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Strips out use of pavement in generating our setup.py
2012-10-05 12:04:26 -07:00
df9fb66736
Updates development status to Beta.
2012-10-05 15:03:06 -04:00
013ab86321
Adds ordered_pip script back in.
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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
fd2d66f53e
Removes unused library of messagepack.
2012-10-05 14:58:11 -04:00
b6af686392
Updates version to initial release version in setup.py
2012-10-05 14:44:46 -04:00
f8c3f10589
Strips out use of pavement in generating our setup.py
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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
a46645d1e6
Merge pull request #129 from quantopian/flake8
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Applies PEP-8 and pyflakes style across codebase
2012-10-05 10:49:20 -07:00
15604134c7
Removes unused random source method.
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Method was unused and used an unimported module.
2012-10-05 12:14:39 -04:00
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
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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
0cd8931a5b
Whitespace wrangling. According to PEP8 recommendations.
2012-10-03 13:20:26 -04:00
3f2f16dba2
Removes unused import.
2012-10-03 12:02:46 -04:00
2c380e5abc
Removes unused imports.
2012-10-03 12:01:25 -04:00
891a283c39
Whitespace tweaking. PEP-8 conventions.
2012-10-03 11:53:36 -04:00
64363fae31
Applies pep8 and pyflakes recommendations.
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White space tweaking.
2012-10-03 11:40:14 -04:00
d56c976455
Merge branch 'master' of github.com:quantopian/zipline
2012-10-03 11:25:46 -04:00
f8a9cc6cc0
Removes reference to host_settings.py from .gitignore
2012-10-03 11:25:12 -04:00
6dda60f6cc
Merge pull request #127 from quantopian/remove-core
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Removes 'core' submodule.
2012-10-03 08:06:20 -07:00
259498dad2
Removes unused modules.
2012-10-03 10:59:04 -04:00
aa24701c30
Removes 'core' submodule.
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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
cd9274780f
Merge pull request #125 from quantopian/minimal-requirements
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Minimal requirements
2012-10-02 08:43:45 -07:00
a46273ed0f
Removes documentation generation from jenkins.sh
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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
9f8fd52b7d
fixed bug where commission ignored order direction
2012-10-01 21:46:48 -04:00
75d3578f04
Removes ordered_pip.sh script.
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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
d176d12d65
Reduces the libraries specified in requirements to the minimal amount
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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
5e9edc02c4
moved pandas above statsmodels
2012-10-01 08:19:54 -04:00
5bea0c5cd1
moved pandas below everything
2012-10-01 08:19:17 -04:00
f3f5883aa5
added mkvirtualenv command
2012-10-01 07:56:29 -04:00
44ba87ef01
cleaned up scientific install
2012-09-30 23:40:13 -04:00
483c223103
updating pandas to git commit for 0.9rc2
2012-09-30 23:30:24 -04:00
f873b3bd26
Merge pull request #124 from quantopian/commissions
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Independent Commissions
2012-09-30 19:47:37 -07:00
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
ebde40ab05
patched up tradesim from master.
2012-09-28 23:19:39 -04:00
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
e6b3e8e7b1
adding independent commission modeling.
2012-09-28 23:02:29 -04:00
4220fbd365
Merge pull request #122 from quantopian/batch_transform
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Refactoring of algorithm and batch transforms. Better unittests.
2012-09-28 14:35:39 -07:00
c2dd51c24e
Cleaned up unittests in response to Eddie's comments.
2012-09-28 09:20:17 -04:00
fawce