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Author SHA1 Message Date
fawce aeb50da170 fixes for unit tests, back to 50/51 passing. 2012-08-07 14:42:43 -04:00
fawce 804bcb4e0c exceptions tests passing 2012-08-07 13:16:42 -04:00
fawce 5aba8bfc28 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-07 11:15:37 -04:00
fawce 3f4d772e4c first draft of lines returning new SimulatedTrading object. 2012-08-07 11:15:14 -04:00
fawce 4bb9bedb0c Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-06 14:03:32 -04:00
fawce 7ab993012d Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-06 13:47:16 -04:00
fawce 7b34a01bb6 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 
Conflicts:
	zipline/gens/examples.py
	zipline/gens/utils.py
 2012-08-06 13:46:21 -04:00
fawce 06dc6f7acb beginning refactor to use single threaded simulator. 2012-08-06 13:11:20 -04:00
fawce b67cbb2aab updated tests to compare with/without processes 2012-08-04 15:26:48 -04:00
fawce 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
fawce 4a3773848a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-03 23:01:11 -04:00
fawce f3c81d6731 dropped an extraneous sleep in the test 2012-08-03 23:00:45 -04:00
fawce 479ad502f6 addressing race condition between loop_send exit and DONE message delivery. 2012-08-03 01:05:53 -04:00
fawce a1d20fa392 Fixed monitor to execute as soon as all components report Done. 
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order

Conflicts:
	zipline/gens/utils.py
 2012-08-02 22:56:24 -04:00
fawce f166626ea8 multiple sources, each as component, feeding sort. 2012-08-02 22:51:17 -04:00
fawce 193dc20a7a checking in latest from scotty 2012-08-02 18:23:47 -04:00
fawce f4a405adc4 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 18:16:34 -04:00
fawce 566d110271 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 18:14:52 -04:00
fawce 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
fawce c2b4689668 intersticial to merge with scott 2012-08-02 18:02:43 -04:00
fawce 1bd02455a7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 16:23:52 -04:00
fawce cfc49d3ccc using classes instead of pure generators in component 2012-08-02 16:20:15 -04:00
fawce 12c7cd3b41 removed extraneous imports to remove circularity 2012-08-02 15:40:26 -04:00
fawce 7d148e0f36 whitespace cleanse 2012-08-02 15:09:54 -04:00
fawce ac9d4b5ac0 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 15:05:29 -04:00
fawce e9641ec9ca Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 
Conflicts:
	zipline/gens/examples.py
 2012-08-02 15:05:20 -04:00
fawce d141422ada component is self-contained! 2012-08-02 14:45:13 -04:00
fawce dd1056bf30 generator backed component, and a starter test for a source. 2012-08-01 23:41:44 -04:00
fawce 0b0f062e1b Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-01 21:43:43 -04:00
fawce 318065125f refactored component to use a generator 2012-08-01 21:43:15 -04:00
fawce 6de01a1c6e added support for any component to relay exceptions through monitor. 2012-08-01 14:56:17 -04:00
fawce fe8a443051 intersticial for merge with @ssanderson's latest 2012-08-01 11:19:59 -04:00
fawce e4a21e7c61 resolved conflicts 2012-08-01 11:04:35 -04:00
fawce 904733afc6 bumping the heartbeat timeout 2012-07-31 22:42:01 -04:00
fawce 73c26f5a8b Merge branch 'master' of github.com:quantopian/zipline 2012-07-31 16:02:52 -04:00
fawce 08cce15ef9 added name and message to exception message 2012-07-31 16:02:28 -04:00
fawceandEddie Hebert 90f99fd4c4 added methods to convert epochs to/from days since the UNIX_EPOCH. 2012-07-31 15:46:46 -04:00
fawce 5c76ed236f monitor now sigint's the calling application in the case of exceptions and other triggers for hard shutdown (kill). 2012-07-31 01:17:21 -04:00
fawce 953b805bd8 added psutil to the requirements 2012-07-30 23:19:03 -04:00
fawce 22ba5499c3 added log line to track use of devel 2012-07-30 23:11:44 -04:00
fawce 5c62cce627 changed logic to take a boolean flag for sighup signaling. 2012-07-30 19:58:09 -04:00
fawce 3e577c56c5 really really really think this should build on jenkins 2012-07-30 18:43:10 -04:00
fawce f1f2fadf81 patched regex to work on jenkins 2012-07-30 18:23:17 -04:00
fawce 7d4bfb023e keying the shorted stack trace path on zipline, rather than zipline_repo 2012-07-30 18:02:12 -04:00
fawce ef1ca0388d moved mongods out 2012-07-30 17:53:58 -04:00
fawce 3cff533ff9 hot patch to requirements 2012-07-30 17:42:53 -04:00
fawce 61e3cdb25e moved feed to sort 2012-07-30 16:34:03 -04:00
fawce c31417cd53 per @ehebert comment on PR 2012-07-30 16:32:10 -04:00
fawce 29760dde3a renaming and such for the PR. 2012-07-30 16:13:47 -04:00
fawce 146dc822c4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-30 13:53:09 -04:00
fawce 9deaefe6e6 fixes for tests 2012-07-30 13:52:38 -04:00
fawce 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
fawce 752177f20a fixed header comments. 2012-07-28 00:16:24 -04:00
fawce 7c18206930 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-28 00:03:31 -04:00
fawce 80f2acc674 test fixes 2012-07-27 23:33:43 -04:00
fawce c72f18f77f Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-27 17:15:05 -04:00
fawce f79a2fadfc cancellation tweaks. 2012-07-27 17:06:45 -04:00
fawce aea81e530e minor fix 2012-07-26 19:56:48 -04:00
fawce 40980f7de8 added time to exception report 2012-07-26 18:45:54 -04:00
fawce 83da8d2310 fixed logging for tests 2012-07-26 18:45:42 -04:00
fawce 8a758c1293 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-26 16:29:25 -04:00
fawce ee55a1825c minor fix 2012-07-26 16:27:25 -04:00
fawce abf9c8efa5 exception handling code revised. gevent, pypy, and threadsim vestiges removed. 
devel flag removed.
 2012-07-26 16:22:13 -04:00
fawce dd8c84b0db added stack trace to exception message, wrapped it in BT UPDATE FRAME 2012-07-25 14:40:14 -04:00
fawce 52b597f089 intersticial commit for scott to pick 2012-07-25 12:28:21 -04:00
fawce 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
fawce 6520046aea removing the old simulatorref 2012-07-24 17:53:43 -04:00
fawce d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. 2012-07-24 17:43:49 -04:00
fawce ad10f2aa85 fixed up tests to abandon thread simulator. 2012-07-24 16:43:02 -04:00
fawce d0e987a8e8 tests passing using the process simulator. 2012-07-24 14:00:33 -04:00
fawce dfce16278b handoff to @ssanderson 2012-07-23 16:43:08 -04:00
fawce fc1882daaa enabled logging with a logbook zmq logger from within the algorithm. 2012-07-22 07:33:42 -04:00
fawce f364cde3d2 added a class to throw exceptions from the algorithm 2012-07-21 09:52:06 -04:00
fawce 5dd35a4709 added default positions for portfolio object. 2012-07-19 23:31:14 -04:00
fawce 03b17bbfb5 added a condition to break out of the heartbeat on the initial loop, once all components report themselves once. 2012-07-19 20:17:44 -04:00
fawce fb2b0c3be5 responses to sdiehl code review 2012-07-18 17:20:31 -04:00
fawce 6415f59398 changing protocol remove e/p dictionary 2012-07-17 17:43:02 -04:00
fawce b416f7f418 tweak 2012-07-17 14:09:38 -04:00
fawce 1262dcdef1 logging converted to share socket with performance 2012-07-17 11:04:32 -04:00
fawce cd998d622c fixed logging bugs, added a DONE signal for logging. 2012-07-17 11:04:32 -04:00
fawce 276725ba4d three letter difference between sequential and parallel. 2012-07-17 11:04:32 -04:00
fawce ceb9013363 heartbeats working, however the zipline is now fully sequential. 2012-07-17 11:04:32 -04:00
fawce 18cd9a02df added more frequent heartbeating between requests from monitor. seems to work. 2012-07-17 11:04:32 -04:00
fawce 165d94f784 tweaks 2012-07-17 11:04:31 -04:00
fawce 09b6b564bb longer period for heartbeat. 2012-07-17 11:04:14 -04:00
fawce d21abe06ea updated heartbeat tracking to treat missing several heartbeats as a full failure. 2012-07-17 11:02:35 -04:00
fawce 1cc56b52e7 re-enabled the monitor communication in all components. 2012-07-17 11:01:15 -04:00
fawce 3d5e084b8d fixed logic bug in creation of sample date range. added assert. 2012-07-05 16:17:51 -04:00
fawce e4730917a2 hanging chad - forgot to remove the source_id references. 2012-07-03 12:19:53 -04:00
fawce d3a28311a5 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 12:14:17 -04:00
fawce 5f878300a0 switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources. 2012-07-03 12:11:22 -04:00
fawce 80157153e3 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 11:38:21 -04:00
fawce 31e0e8208c switching to use push/pull for traffic btw merge and client 2012-07-03 11:37:58 -04:00
fawce e5de6d382c Merge branch 'master' of github.com:quantopian/zipline 
Conflicts:
	zipline/lines.py
 2012-06-21 22:10:06 -04:00
fawce 2a8e19b22f name change for positions_value 2012-06-21 22:08:25 -04:00
fawce a82d3852bd added the is_success property to the SimulatedTrading class 2012-06-19 20:43:46 -04:00
fawce 89e52c6758 better filter for nan check 2012-06-19 20:03:37 -04:00
fawce e1db77fb64 fixed comprehension 2012-06-19 17:06:40 -04:00
fawce 5d97469a24 added a filter for nan values in risk data relay 2012-06-19 15:52:47 -04:00
fawce ba05335b2c logging every update was spamming the console during unit tests... 2012-06-18 19:11:13 -04:00