d505fba148
Removes unused component module from core.
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This had provided a Component class that was used in a ZeroMQ based
strategy for moving around data that his since been replaced by
the generator model.
2012-09-05 12:54:34 -04:00
48476cb7a7
Removes noop test.
2012-09-05 08:08:05 -04:00
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
11b67970a6
Removes import of unused module.
2012-08-25 04:10:22 -04:00
1f5cb86940
Applies PEP-8 recommendations.
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Whitespace wrangling.
2012-08-25 04:10:12 -04:00
6f195233f5
Applies PEP-8 recommendations.
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Whitespace wrangling.
2012-08-25 04:10:06 -04:00
06742e27a1
Removes unused import.
2012-08-24 23:36:04 -04:00
d36cdec350
Applies PEP-8 recommendations.
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Whitespace wrangling.
2012-08-24 14:04:03 -04:00
9b664e54d8
Removes unused imports in tests.
2012-08-24 13:29:00 -04:00
61ef8f4341
Removes unused imports.
2012-08-23 23:48:24 -04:00
a3682ec59f
Removes unused TestClient class.
2012-08-23 13:26:43 -04:00
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
0f86fe4a93
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-22 02:50:49 -04:00
24fddfbde0
tradingcalender, attempt #2
2012-08-22 02:50:16 -04:00
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
a2376cb87a
test_finance.py no longer needs drain_zipline
2012-08-21 16:16:35 -04:00
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
a68a48b62e
removed deprecated test and refactored tradesimulation time compression logic
2012-08-18 17:07:20 -04:00
1659cfff45
fixed bessel correction in stddev
2012-08-15 16:16:36 -04:00
404e69a4b3
Merge branch 'master' into stddev_transform
2012-08-15 12:26:25 -04:00
c4cb7d41f2
added tests for stddev
2012-08-15 12:15:41 -04:00
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
33050157f9
skipping the multiproc tests.
2012-08-08 23:07:12 -04:00
853c2ea61e
goodbye old components.
2012-08-08 22:51:37 -04:00
e5b7c69a68
simplified to be more flexible
2012-08-08 21:48:16 -04:00
c64175e2e5
added tests for exception messages in datasources and transforms
2012-08-08 18:44:45 -04:00
0267bc5073
removed traces
2012-08-08 15:32:54 -04:00
0d34de3b46
fix tracebacks
2012-08-08 15:23:20 -04:00
a0db79428d
fixed dt to datetime alias logic-O
2012-08-08 15:06:24 -04:00
b70e76d516
commit pre-merge
2012-08-08 11:21:26 -04:00
d2809946bf
updated exception test tracebacks
2012-08-08 09:20:35 -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
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
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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
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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.
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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
Eddie Hebert