d5c4526e93
sorted out conversion to dataframe, fixed logic bug with callbacks. still need to allow for dot notation to frame.
2012-03-14 00:23:51 -04:00
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -04:00
649a8ea2e5
starting in on pandas integration.
2012-03-13 12:20:35 -04:00
ecd98f1aa0
added handling for client timeouts to the ordersource class.
2012-03-11 22:03:56 -04:00
99d51f58f5
switched the socket allocator to be a class variable for the test case.
2012-03-11 20:28:05 -04:00
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
...
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
f4bc73b738
updates for algo proxy.
2012-03-08 17:37:15 -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
fec5e98a8d
updated factory to load from msgpack files, added tests for risk, parameterized treasury and benchmark data.
2012-03-07 01:48:03 -05:00
b3b7e3ec38
removed mongo related code from zipline, replaced with data files.
2012-03-07 01:46:05 -05:00
006dd481ef
fixed bug with benchmark dataloader - file path names were wrong.
2012-03-06 16:07:24 -05:00
2aa4af86aa
merged master branch that contains control component, error handling with finance branch.
2012-03-01 23:44:35 -05:00
7846a1e1f4
passing basic order and transaction simulation test
2012-03-01 10:46:50 -05:00
536a1e7fdc
protocol tests passing, orders test almost passing, but looking like we need to extend the merge component to add transaction and order specific logic.
2012-02-29 23:38:46 -05:00
00c2ccfe72
using an enum for finance protocol constants
2012-02-29 17:18:17 -05:00
5247ace0ca
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/test/client.py
2012-02-29 16:47:34 -05:00
a319d2b2cd
added copy command for host settings
2012-02-28 23:38:20 -05:00
30a00faef2
commented out the monitor tests, added a count check for orders.
2012-02-28 23:02:07 -05:00
3e5092d92a
nascent order protocol implemented.
2012-02-28 21:50:40 -05:00
f1a7e41d1f
intersticial commit
2012-02-28 11:36:23 -05:00
12aaa4a2e0
intersticial commit to show realdiehl the dummy module.
2012-02-27 14:48:59 -05:00
e94c8cf717
unstable commit to allow sync with qexec master to move db code
2012-02-26 20:28:08 -05:00
6c6b8d5dae
added an order protocol between orders transform and algo client
2012-02-26 19:29:33 -05:00
757d1f75dc
stashing changes from orders
2012-02-24 11:06:41 -05:00
fawce