 fawce
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aeb50da170
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fixes for unit tests, back to 50/51 passing.
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2012-08-07 14:42:43 -04:00 |
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scottsanderson
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ed206de84a
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abstract eventwindow and trading calendar utility
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2012-08-07 10:32:10 -04:00 |
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scottsanderson
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8437a28c14
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generator-style perf now sends a risk report on receipt of DONE
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2012-08-03 21:09:05 -04:00 |
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scottsanderson
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ace5d05fab
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tradesim as generator v. 2.0
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2012-08-03 14:07:05 -04:00 |
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scottsanderson
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56177a7c4f
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end to end zipline with pure generators
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2012-08-02 00:49:48 -04:00 |
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scottsanderson
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14067d8323
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commit for fawce
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2012-08-01 21:42:55 -04:00 |
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scottsanderson
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4768bea646
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more progress on tsc
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2012-08-01 18:53:09 -04:00 |
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fawce
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6de01a1c6e
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added support for any component to relay exceptions through monitor.
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2012-08-01 14:56:17 -04:00 |
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scottsanderson
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6cb3516b6b
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save for attempted merge
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2012-08-01 11:12:09 -04:00 |
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fawce
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146dc822c4
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-30 13:53:09 -04:00 |
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scottsanderson
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71cc67e123
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generator random equity trades
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2012-07-28 01:03:09 -04:00 |
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fawce
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80f2acc674
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test fixes
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2012-07-27 23:33:43 -04:00 |
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fawce
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5dd35a4709
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added default positions for portfolio object.
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2012-07-19 23:31:14 -04:00 |
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fawce
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1262dcdef1
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logging converted to share socket with performance
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2012-07-17 11:04:32 -04:00 |
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fawce
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18cd9a02df
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added more frequent heartbeating between requests from monitor. seems to work.
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2012-07-17 11:04:32 -04:00 |
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Stephen Diehl
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237ea825ac
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Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
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2012-07-06 14:11:40 -04:00 |
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Stephen Diehl
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7ffdff64a1
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Remove other refs to stdlib logging.
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2012-07-06 10:47:11 -04:00 |
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scottsanderson
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a789db1789
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make git happy
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2012-07-04 03:48:28 -04:00 |
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fawce
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e4730917a2
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hanging chad - forgot to remove the source_id references.
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2012-07-03 12:19:53 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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fawce
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2a8e19b22f
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name change for positions_value
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2012-06-21 22:08:25 -04:00 |
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fawce
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89e52c6758
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better filter for nan check
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2012-06-19 20:03:37 -04:00 |
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fawce
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e1db77fb64
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fixed comprehension
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2012-06-19 17:06:40 -04:00 |
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fawce
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5d97469a24
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added a filter for nan values in risk data relay
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2012-06-19 15:52:47 -04:00 |
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fawce
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ba05335b2c
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logging every update was spamming the console during unit tests...
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2012-06-18 19:11:13 -04:00 |
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fawce
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7044040722
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removed logging of zero volume orders.
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2012-06-18 19:02:14 -04:00 |
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Stephen Diehl
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9c9cddb2e8
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Tidy up logging statements.
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2012-06-13 16:21:43 -04:00 |
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Stephen Diehl
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61ee2420eb
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Removed dummy print statement.
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2012-06-12 13:31:48 -04:00 |
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Stephen Diehl
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06e6207020
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Update logging system
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2012-06-12 07:11:52 -04:00 |
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Stephen Diehl
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2d85ec4d95
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Update performance tracker ot use Logbook
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2012-06-11 13:54:00 -04:00 |
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Stephen Diehl
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fefca77fe2
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FSM for Feed
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2012-06-11 09:26:48 -04:00 |
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fawce
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0dea9c5ecb
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finished comment
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2012-06-07 17:58:30 -04:00 |
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fawce
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6a8654342a
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added an as_portfolio method to the PerformancePeriod.
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2012-06-07 17:40:26 -04:00 |
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fawce
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6d8a786214
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updated performance to be trade by trade.
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2012-06-07 13:53:45 -04:00 |
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fawce
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ba9374e6e9
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Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
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2012-06-06 16:24:10 -07:00 |
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fawce
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036f9e93a7
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fixed a type-o in the documentation.
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2012-05-31 23:15:53 -04:00 |
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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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jbredeche
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46ca4531f6
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Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
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2012-05-29 18:26:22 -07:00 |
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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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edd119ba90
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Merge pull request #53 from quantopian/cheetah
Process simulator
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2012-05-29 07:30:23 -07:00 |
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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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23fb5fa083
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cleanup
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2012-05-28 15:25:44 -04:00 |
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Stephen Diehl
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318d7ba678
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Fun fun times writing setup.py
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2012-05-26 18:24:48 -04:00 |
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Stephen Diehl
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817166ba03
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Merge branch 'master' into cheetah
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2012-05-26 15:55:48 -04:00 |
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Stephen Diehl
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3446c116ab
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Process Simulator!
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2012-05-26 15:54:43 -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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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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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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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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