Commit Graph

648 Commits

Author SHA1 Message Date
scottsanderson 97e4ba050a generator ds and feed, various generator utils 2012-07-26 18:48:51 -04:00
scottsanderson 96d32fbc86 mongo datasource as generator 2012-07-25 20:01:00 -04:00
scottsanderson 1f3a2cc3dc Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-25 14:45:37 -04:00
scottsanderson 139fe97db6 new files for generator components 2012-07-25 14:45:04 -04:00
fawce dd8c84b0db added stack trace to exception message, wrapped it in BT UPDATE FRAME 2012-07-25 14:40:14 -04:00
fawce 52b597f089 intersticial commit for scott to pick 2012-07-25 12:28:21 -04:00
fawce c02d15016a added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method. 2012-07-24 23:43:40 -04:00
fawce 6520046aea removing the old simulatorref 2012-07-24 17:53:43 -04:00
fawce d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. 2012-07-24 17:43:49 -04:00
fawce ad10f2aa85 fixed up tests to abandon thread simulator. 2012-07-24 16:43:02 -04:00
fawce d0e987a8e8 tests passing using the process simulator. 2012-07-24 14:00:33 -04:00
fawce 582e7abd13 Merge pull request #80 from quantopian/fawce_aug10
bugfixes
2012-07-23 15:18:17 -07:00
fawce dfce16278b handoff to @ssanderson 2012-07-23 16:43:08 -04:00
fawce fc1882daaa enabled logging with a logbook zmq logger from within the algorithm. 2012-07-22 07:33:42 -04:00
fawce f364cde3d2 added a class to throw exceptions from the algorithm 2012-07-21 09:52:06 -04:00
Thomas Wiecki 6f7090ebf3 Merge pull request #69 from quantopian/prof_yappi
Prof yappi
2012-07-20 05:49:23 -07:00
fawce 5dd35a4709 added default positions for portfolio object. 2012-07-19 23:31:14 -04:00
fawce 03b17bbfb5 added a condition to break out of the heartbeat on the initial loop, once all components report themselves once. 2012-07-19 20:17:44 -04:00
fawce 95a987db39 Merge pull request #78 from quantopian/hanging_chad
Hanging chad
2012-07-18 14:21:54 -07:00
fawce fb2b0c3be5 responses to sdiehl code review 2012-07-18 17:20:31 -04:00
fawce 6415f59398 changing protocol remove e/p dictionary 2012-07-17 17:43:02 -04:00
fawce b416f7f418 tweak 2012-07-17 14:09:38 -04:00
fawce 1262dcdef1 logging converted to share socket with performance 2012-07-17 11:04:32 -04:00
fawce cd998d622c fixed logging bugs, added a DONE signal for logging. 2012-07-17 11:04:32 -04:00
fawce 276725ba4d three letter difference between sequential and parallel. 2012-07-17 11:04:32 -04:00
fawce ceb9013363 heartbeats working, however the zipline is now fully sequential. 2012-07-17 11:04:32 -04:00
fawce 18cd9a02df added more frequent heartbeating between requests from monitor. seems to work. 2012-07-17 11:04:32 -04:00
fawce 165d94f784 tweaks 2012-07-17 11:04:31 -04:00
fawce 09b6b564bb longer period for heartbeat. 2012-07-17 11:04:14 -04:00
fawce d21abe06ea updated heartbeat tracking to treat missing several heartbeats as a full failure. 2012-07-17 11:02:35 -04:00
fawce 1cc56b52e7 re-enabled the monitor communication in all components. 2012-07-17 11:01:15 -04:00
Stephen Diehl 4981b600f0 Minor changes to Zipline for signals. 2012-07-12 16:56:39 -04:00
Stephen Diehl 0342ee7f62 Fix typos. 2012-07-10 14:31:01 -04:00
Stephen Diehl 56da9d53f8 Fixed other stray logging statement. 2012-07-10 07:27:24 -04:00
Stephen Diehl 2465282a56 Don't show stray logging statement. 2012-07-10 07:26:48 -04:00
Stephen Diehl 9040bacd0b Temp fix for jenkins script. 2012-07-07 06:47:48 -04:00
Stephen Diehl 8fdd2db045 Merge pull request #74 from quantopian/deepcopy_ndict
Deepcopy ndict
2012-07-06 13:41:38 -07:00
Stephen Diehl 80c8a14848 Merge pull request #76 from quantopian/union
Union
2012-07-06 13:35:41 -07:00
Stephen Diehl 237ea825ac Merge branch 'threaded_monitor' into scott1
Conflicts:
	zipline/core/monitor.py
	zipline/lines.py
2012-07-06 14:11:40 -04:00
Stephen Diehl e5fdc542d5 Update test_optimize with devel flag. 2012-07-06 12:06:58 -04:00
Thomas Wiecki 5fcb2de59b ndicts are now deepcopyable. 2012-07-06 11:54:40 -04:00
Thomas Wiecki f6c65983bb Merge branch 'master' of github.com:quantopian/zipline 2012-07-06 11:39:09 -04:00
Scott Sanderson 4f338ab44a Merge pull request #72 from quantopian/scott1
Scott1
2012-07-06 07:58:33 -07:00
Stephen Diehl 7ffdff64a1 Remove other refs to stdlib logging. 2012-07-06 10:47:11 -04:00
scottsanderson c182add0a3 minimal 2012-07-05 17:50:51 -04:00
Stephen Diehl b9e0be6bf0 Blessed commit. 2012-07-05 17:29:16 -04:00
fawce 3d5e084b8d fixed logic bug in creation of sample date range. added assert. 2012-07-05 16:17:51 -04:00
Stephen Diehl 9cbcf424b4 Update tests. 2012-07-05 15:14:55 -04:00
Stephen Diehl c39267eff4 Reenable nose magic. 2012-07-05 14:39:15 -04:00
Stephen Diehl 44cdf60feb Minor fix, lots of win. 2012-07-05 13:47:43 -04:00