Eddie Hebert
98f4e4c768
Applies PEP-8 recommendations. White space tweaking.
2012-09-05 12:54:35 -04:00
Eddie Hebert
d505fba148
Removes unused component module from core.
...
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strategy for moving around data that his since been replaced by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
Eddie Hebert
b19a4f79df
Removes unused import and cleans whitespace in mavg.
2012-09-05 12:54:34 -04:00
Eddie Hebert
ff526f11c9
Removes unused profile module.
2012-09-05 08:16:17 -04:00
Eddie Hebert
a6fa1def3a
Removes unused imports from tradesimulation module.
2012-09-05 08:03:54 -04:00
Eddie Hebert
294236af4d
Removes trailing line.
2012-09-05 08:00:13 -04:00
Eddie Hebert
380ba0bf2a
Removes unused module.
2012-09-05 07:59:56 -04:00
Eddie Hebert
bc8bb299df
Applies PEP-8 recommendations before editing.
2012-09-04 23:37:54 -04:00
Eddie Hebert
4d5457a363
Applies PEP-8 recommendations to vwap module.
2012-09-04 18:57:01 -04:00
Eddie Hebert
5bd57d148c
Removes unused imports from vwap.
2012-09-04 18:53:58 -04:00
scottsanderson and Eddie Hebert
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
scottsanderson and Eddie Hebert
c0694827d6
add the TransformMeta metaclass
2012-09-04 17:16:36 -04:00
scottsanderson and Eddie Hebert
d656c914d5
remove outdated examples file
2012-09-04 17:16:00 -04:00
Eddie Hebert
771e7da531
Fixes spelling of burrito.
2012-09-01 23:01:44 -04:00
Eddie Hebert
72e64776b9
Applies PEP-8 recommendations to test_utils.
...
Whitespace wrangling.
2012-08-25 04:10:38 -04:00
Eddie Hebert
8edbc581c1
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-24 14:10:11 -04:00
Eddie Hebert
59362fb78b
Applies PEP-8 fixes.
...
Whitespace wrangling.
2012-08-24 13:22:25 -04:00
Eddie Hebert
33f42a9374
Removes unused imports.
2012-08-24 13:18:59 -04:00
Eddie Hebert
16aadc79ff
Removes unused module.
2012-08-24 09:33:56 -04:00
Eddie Hebert
215a64ed6a
Removes unused import of zmq.
2012-08-23 23:48:24 -04:00
Eddie Hebert
2201678375
Adds docstring for parameters of SimulatedTradingLite
2012-08-23 15:47:53 -04:00
Eddie Hebert
4337a429ff
Applies PEP-8 recommendations, mostly whitespace cleanup.
...
Also, changes has_key to use `in`
2012-08-23 14:48:05 -04:00
Eddie Hebert
1059f711de
Removes unused custom Exception handler.
2012-08-23 13:26:43 -04:00
Eddie Hebert
27e83ba1c6
Removes module for serializing over 0MQ.
...
zipline no longer serializes internally over 0ZM, so this is unneeded.
2012-08-23 13:26:43 -04:00
Eddie Hebert
b96122f355
Removes unused wiring for speedups.
...
Separating this deletion into it's own patch,
so that it can be used as a base to add C extensions back in,
if we end up going that route.
2012-08-23 13:26:43 -04:00
Eddie Hebert
c20f4062ce
Removes unused module.
...
Looks like this was used for keeping state in the 0MQ-heavy world.
2012-08-23 13:26:43 -04:00
Eddie Hebert
6a6f874ed0
Removes unused toys directory.
2012-08-23 13:26:43 -04:00
Eddie Hebert
125eb36d42
Removes unused zmq_utils now that zipline is less ZeroMQ heavy.
2012-08-23 13:26:43 -04:00
Eddie Hebert
c09c786bcd
Removes unused profiler for multiprocessor architecture.
2012-08-23 13:26:43 -04:00
Eddie Hebert
eb6c83a7c3
Removes vestigial code for zmq based generators.
2012-08-23 13:26:43 -04:00
Eddie Hebert
f8fd508dfc
Removes custom Exception that isn't found in code base.
2012-08-23 13:26:43 -04:00
scottsanderson
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
scottsanderson
567659d058
rename capitalize heartbeat and timeout
2012-08-23 11:48:52 -04:00
scottsanderson
bc5fe35126
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-23 10:51:18 -04:00
scottsanderson
55ffa2b391
fix bug where trading environment enters infinite loop on invalid dates
2012-08-23 10:47:35 -04:00
Eddie Hebert
bf1247e009
Removes unused imports.
2012-08-22 12:57:29 -04:00
scottsanderson
0f86fe4a93
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-22 02:50:49 -04:00
scottsanderson
24fddfbde0
tradingcalender, attempt #2
2012-08-22 02:50:16 -04:00
Jonathan Kamens
ad980e6485
Close test log handler at end of test to fix file descriptor leak
2012-08-21 22:29:51 -04:00
scottsanderson
1f78a07d30
refactor tradesimulation client to not use StatefulTransform unnecessarily
2012-08-21 19:55:40 -04:00
Jonathan Kamens
edb7e9bbf5
Refactor delayed_signals class for readability
2012-08-21 16:18:13 -04:00
Jonathan Kamens
e43ded840b
Add delayed_signals class.
2012-08-21 16:18:13 -04:00
Jonathan Kamens
a7bb4b53d8
Close the results socket to ensure messages are sent
2012-08-21 16:18:13 -04:00
Jonathan Kamens
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
scottsanderson
ccc80525bf
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-21 15:34:23 -04:00
fawce
1479adf519
fixed infinite looking loop in risk reporting, thanks to groupby
2012-08-21 19:26:46 +00:00
scottsanderson
f751f23c48
Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline
...
Conflicts:
zipline/gens/tradesimulation.py
2012-08-21 15:02:19 -04:00
scottsanderson
ceb1061d87
properly break out of loop when we hit max drawdown
2012-08-21 14:39:32 -04:00
scottsanderson
d24bfbbf43
SimulatedLite
2012-08-21 14:34:18 -04:00
scottsanderson
3bcdf0f2af
break out of loop properly when we get done
2012-08-21 14:31:15 -04:00
Eddie Hebert