981676dfd3
pulled logger to be explicit
2012-08-08 12:32:52 -04:00
7b340af890
leaky abstractions...patched
2012-08-08 11:19:26 -04:00
35e0433a6e
added LOG as valid prefix.
2012-08-08 00:46:19 -04:00
52365f9c87
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 22:28:41 -04:00
1e5191b60c
needed to join on monitor process, fixed.
2012-08-07 22:26:16 -04:00
6307ce1e02
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 21:47:21 -04:00
0489bc4216
tests for eventwindow
2012-08-07 21:46:56 -04:00
0848ef9f9b
tweaks to patch leaky abstractions
2012-08-07 20:17:41 -04:00
74859751ff
whitespace
2012-08-07 18:25:22 -04:00
d2d9ef1359
removed a few debug calls
2012-08-07 17:55:27 -04:00
b4b49b83ac
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
zipline/gens/returns.py
2012-08-07 17:51:01 -04:00
e8f17083f7
merge
2012-08-07 17:49:56 -04:00
8ab12cc8f8
tests for returns
2012-08-07 17:48:35 -04:00
b4e0639d53
pushing returns for fawce
2012-08-07 17:24:53 -04:00
23a62a942a
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
tests/test_transforms.py
zipline/finance/returns.py
2012-08-07 17:08:08 -04:00
1d9da39fbb
new-style returns
2012-08-07 16:54:55 -04:00
172ed2aafe
removed the set_trace
2012-08-07 15:49:04 -04:00
c8e9df452e
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 15:47:25 -04:00
acc88793ad
patching test to match new MovingAverage init.
2012-08-07 15:46:56 -04:00
dc16d6ec9e
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 15:42:41 -04:00
1959a8388c
re-commit for fawce
2012-08-07 15:42:33 -04:00
a8276e15c7
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
tests/test_transforms.py
2012-08-07 15:42:33 -04:00
c45b49a315
fix method name typo in eventwindow
2012-08-07 15:11:22 -04:00
1f0e760856
finish eventwindow ABS, and speedups for tradingcalendar
2012-08-07 14:50:09 -04:00
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
804bcb4e0c
exceptions tests passing
2012-08-07 13:16:42 -04:00
5aba8bfc28
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 11:15:37 -04:00
3f4d772e4c
first draft of lines returning new SimulatedTrading object.
2012-08-07 11:15:14 -04:00
ed206de84a
abstract eventwindow and trading calendar utility
2012-08-07 10:32:10 -04:00
e061cb3a07
new-style vwap
2012-08-06 15:35:56 -04:00
4bb9bedb0c
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-06 14:03:32 -04:00
10ff5effbf
moved MovingAverage state class to its own file
2012-08-06 13:54:07 -04:00
7ab993012d
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-06 13:47:16 -04:00
7b34a01bb6
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
zipline/gens/examples.py
zipline/gens/utils.py
2012-08-06 13:46:21 -04:00
45bfb3e8cd
moving average using eventwindow abc
2012-08-06 13:38:45 -04:00
06dc6f7acb
beginning refactor to use single threaded simulator.
2012-08-06 13:11:20 -04:00
1073696965
moving toward abstract base for event window tnfms
2012-08-06 13:11:16 -04:00
4655e643a4
api changes and refactor of sorting tests
2012-08-06 11:05:25 -04:00
b67cbb2aab
updated tests to compare with/without processes
2012-08-04 15:26:48 -04:00
4a582e8952
modified zmq_gen method to yield None when there is no waiting message. This prevents blocking in the next() method of a component. But it requires generators wrapping the component to handle None.
...
Also modified component's receiver creation to be triggered on the first call to next, rather than iter.
This change means that the zmq context and socket for the component's receiver should always be created in
the same process as the consumer of the generator. Chaining together component wrapped generators will
result in the send process of the last component actually instantiating the receive socket of the prior component.
In this way, the components are actually communicating directly via zmq.
Component's send method now calls the wait_ready(), which waits for the monitor's GO message, inside
the generator loop. This guarantees that the generator's next method is called before the send loop blocks
on the monitor. As a result, components will call __init__ and next() without blocking, mimicking the
behavior of plain generators.
2012-08-04 12:58:07 -04:00
4a3773848a
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-03 23:01:11 -04:00
f3c81d6731
dropped an extraneous sleep in the test
2012-08-03 23:00:45 -04:00
8437a28c14
generator-style perf now sends a risk report on receipt of DONE
2012-08-03 21:09:05 -04:00
6a181ab4e7
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-03 14:07:43 -04:00
ace5d05fab
tradesim as generator v. 2.0
2012-08-03 14:07:05 -04:00
479ad502f6
addressing race condition between loop_send exit and DONE message delivery.
2012-08-03 01:05:53 -04:00
a1d20fa392
Fixed monitor to execute as soon as all components report Done.
...
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
Conflicts:
zipline/gens/utils.py
2012-08-02 22:56:24 -04:00
f166626ea8
multiple sources, each as component, feeding sort.
2012-08-02 22:51:17 -04:00
d74bc1bbc5
save
2012-08-02 21:49:39 -04:00
193dc20a7a
checking in latest from scotty
2012-08-02 18:23:47 -04:00
fawce