 fawce
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a4ea3e3343
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marked a todo for a calculation bug
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2012-05-30 23:55:25 -04:00 |
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fawce
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ef763f28d0
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added a created date to the risk report.
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2012-05-29 21:20:16 -04:00 |
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fawce
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b8d0a8e4e0
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cleanup
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2012-05-28 22:13:43 -04:00 |
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fawce
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433170df9b
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removed old order protocol cruft.
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2012-05-28 21:39:54 -04:00 |
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fawce
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069dbd1afe
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removed protocol cruft from transaction transform days.
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2012-05-28 21:32:23 -04:00 |
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fawce
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13ccf169f1
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encoding epoch as an int, rather than float.
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2012-05-28 16:06:41 -04:00 |
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fawce
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23fb5fa083
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cleanup
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2012-05-28 15:25:44 -04:00 |
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fawce
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7db5bc4ddc
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Merge pull request #52 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-25 09:46:30 -07:00 |
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fawce
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b533961247
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little more perf tweaking.
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2012-05-25 11:15:56 -04:00 |
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fawce
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31b545946e
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performance tweak on ndict's frozenset.
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2012-05-25 11:11:18 -04:00 |
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fawce
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6bfa4bfddc
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fixed logger tests.
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2012-05-24 21:25:52 -04:00 |
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fawce
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f2aff6a501
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fixed logger test.
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2012-05-24 16:42:15 -04:00 |
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fawce
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fde665f3ec
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hotpatching the logger config.
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2012-05-22 21:25:18 -04:00 |
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fawce
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70b0088e02
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patched logging config.
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2012-05-22 21:23:47 -04:00 |
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fawce
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46ef2e136d
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path hacking for logging.cfg
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2012-05-21 16:21:29 -04:00 |
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fawce
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ec93bdaecd
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alias for dt as datetime.
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2012-05-18 23:40:38 -04:00 |
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fawce
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ba2783081c
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switched SID to sid
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2012-05-18 21:46:42 -04:00 |
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fawce
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52d75c9d31
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fixed bug with BaseTransform state and name properties.
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2012-05-18 14:42:47 -04:00 |
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fawce
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f722bc114d
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Merge branch 'master' of github.com:quantopian/zipline
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2012-05-18 13:34:33 -04:00 |
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fawce
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531907970b
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small fix
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2012-05-18 13:34:20 -04:00 |
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Stephen Diehl
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c68cd849c5
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Update factory location finder.
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2012-05-18 11:54:11 -04:00 |
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Stephen Diehl
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1994966cbc
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Added data location finder.
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2012-05-18 11:45:55 -04:00 |
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Stephen Diehl
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9229e4193d
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Fixed argument threading for transforms.
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2012-05-17 16:46:34 -04:00 |
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Stephen Diehl
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abe906e90e
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Minor tweaks.
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2012-05-16 18:19:07 -04:00 |
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Stephen Diehl
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7f4c94d4e1
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Liskov'ify feed & merge.
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2012-05-16 17:30:10 -04:00 |
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Stephen Diehl
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b1f8bbd189
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Removed redundent flow class.
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2012-05-16 17:19:14 -04:00 |
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Stephen Diehl
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f88aacc214
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Fix some more oop on transforms.
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2012-05-16 17:03:16 -04:00 |
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Stephen Diehl
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244f787176
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Cleaned up OOP on transforms.
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2012-05-16 16:55:26 -04:00 |
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Stephen Diehl
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9b6c83e3e5
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Removed more amguity over source_id
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2012-05-16 16:40:25 -04:00 |
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Stephen Diehl
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8d864462ff
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Fix DataSource id/get_id mixup.
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2012-05-16 16:19:08 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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fawce
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93cc4bc172
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fixed imports in optimize factory and tests. also added skip annotations, because jenkins will never run them successfully.
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2012-05-16 12:17:13 -04:00 |
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fawce
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642d842b3c
|
Merge branch 'master' of github.com:quantopian/zipline
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2012-05-16 12:08:38 -04:00 |
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fawce
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2bf9f896e5
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added missing import
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2012-05-16 12:08:18 -04:00 |
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Thomas Wiecki
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58bdad05b9
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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.
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2012-05-15 18:02:58 -04:00 |
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Thomas Wiecki
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e26638058c
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Reverted path independence code in factory.py. Not sure how to fix with new path structure.
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2012-05-15 17:37:27 -04:00 |
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Thomas Wiecki
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809841d690
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Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame().
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2012-05-15 17:28:59 -04:00 |
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Thomas Wiecki
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5cf472c5b2
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Fixed wrong path for UpDownTradeSource. Added docs.
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2012-05-15 17:28:13 -04:00 |
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Stephen Diehl
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da6f9f53b4
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Merge branch 'master', remote-tracking branch 'origin'
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2012-05-15 15:13:46 -04:00 |
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Stephen Diehl
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9945ab4f67
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Changed setattr method.
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2012-05-15 15:13:17 -04:00 |
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fawce
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750496fa94
|
fixed all imports
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2012-05-15 14:18:19 -04:00 |
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Stephen Diehl
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d503ce465a
|
Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
|
2012-05-15 14:04:05 -04:00 |
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Stephen Diehl
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8db7feb60f
|
Merge branch 'master' of github.com:quantopian/zipline
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2012-05-15 13:56:33 -04:00 |
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Thomas Wiecki
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f1ce833995
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Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however.
|
2012-05-14 18:02:40 -04:00 |
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Stephen Diehl
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757e86bbf1
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Don't disable existing loggers.
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2012-05-14 17:28:21 -04:00 |
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fawce
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3bb03e0f8c
|
converting to handle_data nomenclature.
|
2012-05-14 16:49:05 -04:00 |
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Thomas Wiecki
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e1cb18745f
|
Merge branch 'master' of github.com:quantopian/zipline
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2012-05-14 16:36:02 -04:00 |
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fawce
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de0cfd4072
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fixed bugs in transform calculations.
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2012-05-14 15:31:51 -04:00 |
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Stephen Diehl
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de8a4589e5
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Added namelookup.
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2012-05-14 14:44:06 -04:00 |
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Stephen Diehl
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1b46a0d5d3
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Move simulator to core.
|
2012-05-14 14:05:41 -04:00 |
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