cad62346e7
updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object.
2012-04-05 23:35:21 -04:00
78cceaa649
fixes and tests for result streaming.
2012-04-03 22:42:53 -04:00
ce6a91adb6
added a frame to get performance data written to the result stream. not complete, but functional.
2012-03-29 17:13:28 -04:00
4f87b4e98a
documentation fixes and tweaks.
2012-03-21 00:55:35 -04:00
dcc471cc93
refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will
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hold classes that instantiate entire zipline topologies.
2012-03-17 23:15:38 -04:00
ce16122be3
Remove dropout on dataframe.
2012-03-16 18:18:42 -04:00
89485c6ae3
Hack to ignore dataframes in process_event, code seems to be written against namedicts.
2012-03-16 16:42:39 -04:00
b61b69a8dd
Merge branch 'master' into dataflow
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Conflicts:
zipline/finance/risk.py
zipline/protocol_utils.py
2012-03-16 15:04:23 -04:00
65253737cd
taking code recommendations from @sdiehl PR notes... as always :)
2012-03-16 11:47:06 -04:00
77993ee6ca
trivial mod to force push to happen.
2012-03-16 09:52:08 -04:00
1ab84ae2ca
extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict.
2012-03-15 22:52:49 -04:00
931f10fe32
Misc fixes, disabled Risk reporting until PR.
2012-03-15 18:33:34 -04:00
930ec57269
fixed bug with date handling in risk report
2012-03-15 16:52:44 -04:00
460e72ac7f
Merge branch 'dataflow' into reframing
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Conflicts:
zipline/finance/performance.py
2012-03-15 16:33:22 -04:00
6630917da8
working on frame argument sent to algorithm.
2012-03-15 16:14:12 -04:00
f980e7d22f
Interstitial commit for fawce.
2012-03-15 16:08:01 -04:00
f4bdf1fc11
Rearrange docs & and fix some name conflicts.
2012-03-15 11:47:28 -04:00
674f445cda
Fix spelling mishaps.
2012-03-14 23:48:59 -04:00
2742ffcc47
using pandas for the dataframe relayed to the algorithm. all unit tests are passing.
2012-03-14 15:13:32 -04:00
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -04:00
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
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add performance tracker unit tests, made various fixes to perf tracker. still have a hang on exit for zipline/test/test_finance.py:FinanceTestCase.test_orders and zipline/test/test_finance.py:FinanceTestCase.test_performance. pinging realdiehl for help...
2012-03-11 16:21:10 -04:00
8f65b71fd4
added and fixed performance tracker tests. still some failures to iron out in performance.
2012-03-10 22:16:08 -05:00
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
b69ea6b790
refactoring performance to be a plain class, not a component.
2012-03-08 19:21:28 -05:00
2ba7d526a6
changes net of code review with @sdiehl
2012-03-07 18:22:55 -05:00
89525cfb7b
passing basic test for calculating portfolio positions over time.
2012-03-07 17:26:14 -05:00
3c7299b769
added a new client component that calculates positions, performance, and risk.
2012-03-07 15:39:53 -05:00
fawce