Commit Graph

501 Commits

Author SHA1 Message Date
fawce a4ea3e3343 marked a todo for a calculation bug 2012-05-30 23:55:25 -04:00
fawce ef763f28d0 added a created date to the risk report. 2012-05-29 21:20:16 -04:00
fawce b8d0a8e4e0 cleanup 2012-05-28 22:13:43 -04:00
fawce 433170df9b removed old order protocol cruft. 2012-05-28 21:39:54 -04:00
fawce 069dbd1afe removed protocol cruft from transaction transform days. 2012-05-28 21:32:23 -04:00
fawce 13ccf169f1 encoding epoch as an int, rather than float. 2012-05-28 16:06:41 -04:00
fawce 23fb5fa083 cleanup 2012-05-28 15:25:44 -04:00
fawce 7db5bc4ddc Merge pull request #52 from quantopian/fawce_alpha1
Fawce alpha1
2012-05-25 09:46:30 -07:00
fawce 35c034eb31 shortened up the tests to make them more reasonable total runtime. 2012-05-25 12:42:29 -04:00
fawce b533961247 little more perf tweaking. 2012-05-25 11:15:56 -04:00
fawce 31b545946e performance tweak on ndict's frozenset. 2012-05-25 11:11:18 -04:00
fawce 6bfa4bfddc fixed logger tests. 2012-05-24 21:25:52 -04:00
fawce f2aff6a501 fixed logger test. 2012-05-24 16:42:15 -04:00
fawce 92553abfa1 adding benchmark declarations. 2012-05-23 15:40:50 -04:00
fawce 89822748a7 adding in vbench 2012-05-23 15:36:15 -04:00
fawce fde665f3ec hotpatching the logger config. 2012-05-22 21:25:18 -04:00
fawce 70b0088e02 patched logging config. 2012-05-22 21:23:47 -04:00
fawce 60aa72f206 Merge pull request #51 from quantopian/fawce_alpha1
path hacking for logging.cfg
2012-05-21 13:39:31 -07:00
fawce 46ef2e136d path hacking for logging.cfg 2012-05-21 16:21:29 -04:00
fawce b47a3d8241 small 2012-05-21 14:46:59 -04:00
fawce cc188a9d6e bumped timeouts for jenkins, took trace out of log test 2012-05-21 11:35:29 -04:00
fawce e2532dacd4 simple unit test for logger (log a line, verify the line) 2012-05-21 11:27:15 -04:00
Stephen Diehl 1379ba5282 Merge pull request #50 from quantopian/fawce_alpha1
Fawce alpha1
2012-05-21 07:15:37 -07:00
fawce 700cf64324 tests for transforms 2012-05-18 23:47:41 -04:00
fawce ec93bdaecd alias for dt as datetime. 2012-05-18 23:40:38 -04:00
fawce ba2783081c switched SID to sid 2012-05-18 21:46:42 -04:00
fawce 52d75c9d31 fixed bug with BaseTransform state and name properties. 2012-05-18 14:42:47 -04:00
fawce f722bc114d Merge branch 'master' of github.com:quantopian/zipline 2012-05-18 13:34:33 -04:00
fawce 531907970b small fix 2012-05-18 13:34:20 -04:00
Stephen Diehl c68cd849c5 Update factory location finder. 2012-05-18 11:54:11 -04:00
Stephen Diehl 1994966cbc Added data location finder. 2012-05-18 11:45:55 -04:00
Stephen Diehl af6316e859 Merge pull request #49 from quantopian/oopzen
Cleaned up OOP, first round.
2012-05-18 08:04:26 -07:00
Stephen Diehl 9229e4193d Fixed argument threading for transforms. 2012-05-17 16:46:34 -04:00
Stephen Diehl abe906e90e Minor tweaks. 2012-05-16 18:19:07 -04:00
Stephen Diehl 7f4c94d4e1 Liskov'ify feed & merge. 2012-05-16 17:30:10 -04:00
Stephen Diehl b1f8bbd189 Removed redundent flow class. 2012-05-16 17:19:14 -04:00
Stephen Diehl f88aacc214 Fix some more oop on transforms. 2012-05-16 17:03:16 -04:00
Stephen Diehl 244f787176 Cleaned up OOP on transforms. 2012-05-16 16:55:26 -04:00
Stephen Diehl 9b6c83e3e5 Removed more amguity over source_id 2012-05-16 16:40:25 -04:00
Stephen Diehl 8d864462ff Fix DataSource id/get_id mixup. 2012-05-16 16:19:08 -04:00
Stephen Diehl 3ad1f250e6 Cleaned up OOP, first round. 2012-05-16 14:33:16 -04:00
fawce 93cc4bc172 fixed imports in optimize factory and tests. also added skip annotations, because jenkins will never run them successfully. 2012-05-16 12:17:13 -04:00
fawce 642d842b3c Merge branch 'master' of github.com:quantopian/zipline 2012-05-16 12:08:38 -04:00
fawce 2bf9f896e5 added missing import 2012-05-16 12:08:18 -04:00
Thomas Wiecki 49412ffae8 Merge pull request #48 from quantopian/optimize_refactor
Test-framework for optimization.
2012-05-15 17:59:23 -07:00
Thomas Wiecki 58bdad05b9 Minor fixes to adhere to refactored structure. Updated docs to be in line with rest. Skip optimization test by default as it takes a very long time. 2012-05-15 18:02:58 -04:00
Thomas Wiecki e26638058c Reverted path independence code in factory.py. Not sure how to fix with new path structure. 2012-05-15 17:37:27 -04:00
Thomas Wiecki 809841d690 Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame(). 2012-05-15 17:28:59 -04:00
Thomas Wiecki 5cf472c5b2 Fixed wrong path for UpDownTradeSource. Added docs. 2012-05-15 17:28:13 -04:00
Stephen Diehl da6f9f53b4 Merge branch 'master', remote-tracking branch 'origin' 2012-05-15 15:13:46 -04:00