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
0489bc4216
tests for eventwindow
2012-08-07 21:46:56 -04:00
d2d9ef1359
removed a few debug calls
2012-08-07 17:55:27 -04:00
8ab12cc8f8
tests for returns
2012-08-07 17:48:35 -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
acc88793ad
patching test to match new MovingAverage init.
2012-08-07 15:46:56 -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
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
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
f3c81d6731
dropped an extraneous sleep in the test
2012-08-03 23:00:45 -04:00
479ad502f6
addressing race condition between loop_send exit and DONE message delivery.
2012-08-03 01:05:53 -04:00
f166626ea8
multiple sources, each as component, feeding sort.
2012-08-02 22:51:17 -04:00
111681aacf
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
zipline/gens/composites.py
2012-08-02 18:11:35 -04:00
c2b4689668
intersticial to merge with scott
2012-08-02 18:02:43 -04:00
cfc49d3ccc
using classes instead of pure generators in component
2012-08-02 16:20:15 -04:00
12c7cd3b41
removed extraneous imports to remove circularity
2012-08-02 15:40:26 -04:00
d141422ada
component is self-contained!
2012-08-02 14:45:13 -04:00
dd1056bf30
generator backed component, and a starter test for a source.
2012-08-01 23:41:44 -04:00
318065125f
refactored component to use a generator
2012-08-01 21:43:15 -04:00
6de01a1c6e
added support for any component to relay exceptions through monitor.
2012-08-01 14:56:17 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
ef1ca0388d
moved mongods out
2012-07-30 17:53:58 -04:00
2653353bc7
file moves and style changes in sorted/merged layers
2012-07-30 17:28:08 -04:00
9deaefe6e6
fixes for tests
2012-07-30 13:52:38 -04:00
0cb7618b98
exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename.
2012-07-29 20:30:10 -04:00
80f2acc674
test fixes
2012-07-27 23:33:43 -04:00
83da8d2310
fixed logging for tests
2012-07-26 18:45:42 -04:00
abf9c8efa5
exception handling code revised. gevent, pypy, and threadsim vestiges removed.
...
devel flag removed.
2012-07-26 16:22:13 -04:00
dd8c84b0db
added stack trace to exception message, wrapped it in BT UPDATE FRAME
2012-07-25 14:40:14 -04:00
52b597f089
intersticial commit for scott to pick
2012-07-25 12:28:21 -04:00
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
d950973f0d
added a proc join to ensure we block on the simulation fully exiting all processes.
2012-07-24 17:43:49 -04:00
ad10f2aa85
fixed up tests to abandon thread simulator.
2012-07-24 16:43:02 -04:00
d0e987a8e8
tests passing using the process simulator.
2012-07-24 14:00:33 -04:00
fc1882daaa
enabled logging with a logbook zmq logger from within the algorithm.
2012-07-22 07:33:42 -04:00
f364cde3d2
added a class to throw exceptions from the algorithm
2012-07-21 09:52:06 -04:00
1cc56b52e7
re-enabled the monitor communication in all components.
2012-07-17 11:01:15 -04:00
8fdd2db045
Merge pull request #74 from quantopian/deepcopy_ndict
...
Deepcopy ndict
2012-07-06 13:41:38 -07:00
5fcb2de59b
ndicts are now deepcopyable.
2012-07-06 11:54:40 -04:00
b9e0be6bf0
Blessed commit.
2012-07-05 17:29:16 -04:00
3d5e084b8d
fixed logic bug in creation of sample date range. added assert.
2012-07-05 16:17:51 -04:00
fawce