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Author SHA1 Message Date
scottsanderson ed206de84a abstract eventwindow and trading calendar utility 2012-08-07 10:32:10 -04:00
scottsanderson e061cb3a07 new-style vwap 2012-08-06 15:35:56 -04:00
scottsanderson 10ff5effbf moved MovingAverage state class to its own file 2012-08-06 13:54:07 -04:00
scottsanderson 45bfb3e8cd moving average using eventwindow abc 2012-08-06 13:38:45 -04:00
scottsanderson 1073696965 moving toward abstract base for event window tnfms 2012-08-06 13:11:16 -04:00
scottsanderson 4655e643a4 api changes and refactor of sorting tests 2012-08-06 11:05:25 -04:00
scottsanderson 8437a28c14 generator-style perf now sends a risk report on receipt of DONE 2012-08-03 21:09:05 -04:00
scottsanderson 6a181ab4e7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-03 14:07:43 -04:00
scottsanderson ace5d05fab tradesim as generator v. 2.0 2012-08-03 14:07:05 -04:00
scottsanderson d74bc1bbc5 save 2012-08-02 21:49:39 -04:00
scottsanderson b6f7dc543a trivial for fawce 2012-08-02 18:16:04 -04:00
scottsanderson 598b342655 minor 2012-08-02 18:13:03 -04:00
scottsanderson 18d327069a stateful transform as class 2012-08-02 18:01:16 -04:00
scottsanderson c49806187d sources as classes 2012-08-02 16:13:23 -04:00
scottsanderson bc3394bc36 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 15:41:39 -04:00
scottsanderson 79ca24871a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 
Conflicts:
	zipline/gens/examples.py
 2012-08-02 15:22:15 -04:00
scottsanderson 26ad7c4818 intersticial 2012-08-02 15:16:17 -04:00
scottsanderson 07284017fd rewinds 2012-08-02 15:04:28 -04:00
scottsanderson 8bcaed9044 moving to class-style generators 2012-08-02 14:44:11 -04:00
scottsanderson bf3d9cef02 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-02 09:26:19 -04:00
scottsanderson 56177a7c4f end to end zipline with pure generators 2012-08-02 00:49:48 -04:00
scottsanderson 14067d8323 commit for fawce 2012-08-01 21:42:55 -04:00
scottsanderson 9e1a5c11cb fix syntax in transform 2012-08-01 18:56:29 -04:00
scottsanderson 4768bea646 more progress on tsc 2012-08-01 18:53:09 -04:00
scottsanderson 5910e0f789 tsc work 2012-08-01 17:45:52 -04:00
scottsanderson 9f7293e2d2 pipeline through merge 2012-08-01 17:19:08 -04:00
scottsanderson 6cb3516b6b save for attempted merge 2012-08-01 11:12:09 -04:00
scottsandersonandfawce 211cd0271f new world order 2012-08-01 11:03:40 -04:00
scottsanderson 4deabcdfda new world order 2012-08-01 10:42:55 -04:00
scottsanderson 2653353bc7 file moves and style changes in sorted/merged layers 2012-07-30 17:28:08 -04:00
scottsanderson 5d9bfe6b92 full sequencing system (minus done from xforms) 2012-07-30 13:51:10 -04:00
scottsanderson fe1740a3ce updates for transforms 2012-07-29 19:56:10 -04:00
scottsanderson e048e8bc35 added done message to SpecificEquity 2012-07-28 19:04:50 -04:00
scottsanderson 3621934a28 better variable names and PreTransformLayer 2012-07-28 18:24:57 -04:00
scottsanderson 71cc67e123 generator random equity trades 2012-07-28 01:03:09 -04:00
scottsanderson 1f40684566 patch for filter logic 2012-07-28 00:17:28 -04:00
scottsanderson e32adba72d gen-style SpecificEquityTrades done 2012-07-28 00:13:48 -04:00
scottsanderson 71963cb4c1 filter for generator SpecificEquityTrades 2012-07-27 23:40:35 -04:00
scottsanderson 3995773cd4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-27 19:43:10 -04:00
scottsanderson cef36c172d commit for fawce 2012-07-27 19:40:42 -04:00
scottsanderson f0cb4eaaed movingaverage implemented as transform 2012-07-27 17:06:07 -04:00
scottsanderson 4ff943eb34 added generator-style transforms 2012-07-27 15:04:41 -04:00
scottsanderson d33cbdb38a feed is airtight 2012-07-27 09:14:12 -04:00
scottsanderson 8674b46892 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-26 18:49:38 -04:00
scottsanderson 97e4ba050a generator ds and feed, various generator utils 2012-07-26 18:48:51 -04:00
scottsanderson 96d32fbc86 mongo datasource as generator 2012-07-25 20:01:00 -04:00
scottsanderson 1f3a2cc3dc Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-25 14:45:37 -04:00
scottsanderson 139fe97db6 new files for generator components 2012-07-25 14:45:04 -04:00
scottsanderson c182add0a3 minimal 2012-07-05 17:50:51 -04:00
scottsanderson 6aa7bf893d trying to fix some odd behavior 2012-07-04 15:31:16 -04:00
scottsanderson a789db1789 make git happy 2012-07-04 03:48:28 -04:00
scottsanderson 1d0c4ffa14 :result --->results 2012-07-04 03:47:58 -04:00
scottsanderson 14018b9ab7 grammar police on comment 2012-07-04 03:47:41 -04:00
scottsanderson b447333fae remove logging from initialize for now 2012-07-04 03:46:42 -04:00
scottsanderson 59fdd1f292 bugfixes and disable initialization logging 2012-07-02 23:36:15 -04:00
scottsanderson 5a7fa6d893 bugfixes to logging setup 2012-07-02 05:36:48 -04:00
scottsanderson 33a3e2d63a spellcheck on a comment 2012-07-01 20:30:32 -04:00
scottsanderson 87a5e442c0 bug fixes to LOG_FRAME 2012-07-01 20:29:55 -04:00
scottsanderson e4003cdc4c new algorithm for testing logging 2012-07-01 20:28:49 -04:00
scottsanderson cfbb9dde1d Merge branch 'master' into scott1 
Conflicts:
	zipline/components/tradesimulation.py
	zipline/core/monitor.py
 2012-06-28 18:05:16 -04:00
scottsanderson 4c40a3d55c all manner of changes to support logging 2012-06-28 16:28:10 -04:00
scottsanderson a222e1f0d8 save 2012-06-22 18:23:51 -04:00
scottsanderson 8052ee6b52 new handler class for log output 2012-06-21 16:40:34 -04:00
scottsanderson 9c66f3ea7c capturing stdout from user's algo and piping it to a zmq socket 2012-06-20 11:58:17 -04:00
scottsanderson f4f164dd9f update to pass along the new log socket address 2012-06-20 11:57:19 -04:00