5aba8bfc28
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 11:15:37 -04:00
ed206de84a
abstract eventwindow and trading calendar utility
2012-08-07 10:32:10 -04:00
e061cb3a07
new-style vwap
2012-08-06 15:35:56 -04:00
4bb9bedb0c
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-06 14:03:32 -04:00
10ff5effbf
moved MovingAverage state class to its own file
2012-08-06 13:54:07 -04:00
7ab993012d
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-06 13:47:16 -04:00
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
45bfb3e8cd
moving average using eventwindow abc
2012-08-06 13:38:45 -04:00
06dc6f7acb
beginning refactor to use single threaded simulator.
2012-08-06 13:11:20 -04:00
1073696965
moving toward abstract base for event window tnfms
2012-08-06 13:11:16 -04:00
4655e643a4
api changes and refactor of sorting tests
2012-08-06 11:05:25 -04:00
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
8437a28c14
generator-style perf now sends a risk report on receipt of DONE
2012-08-03 21:09:05 -04:00
6a181ab4e7
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-03 14:07:43 -04:00
ace5d05fab
tradesim as generator v. 2.0
2012-08-03 14:07:05 -04:00
479ad502f6
addressing race condition between loop_send exit and DONE message delivery.
2012-08-03 01:05:53 -04:00
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
f166626ea8
multiple sources, each as component, feeding sort.
2012-08-02 22:51:17 -04:00
d74bc1bbc5
save
2012-08-02 21:49:39 -04:00
193dc20a7a
checking in latest from scotty
2012-08-02 18:23:47 -04:00
f4a405adc4
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-02 18:16:34 -04:00
b6f7dc543a
trivial for fawce
2012-08-02 18:16:04 -04:00
566d110271
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-02 18:14:52 -04:00
598b342655
minor
2012-08-02 18:13:03 -04:00
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
c2b4689668
intersticial to merge with scott
2012-08-02 18:02:43 -04:00
18d327069a
stateful transform as class
2012-08-02 18:01:16 -04:00
c49806187d
sources as classes
2012-08-02 16:13:23 -04:00
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
26ad7c4818
intersticial
2012-08-02 15:16:17 -04:00
7d148e0f36
whitespace cleanse
2012-08-02 15:09:54 -04:00
ac9d4b5ac0
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-02 15:05:29 -04:00
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
07284017fd
rewinds
2012-08-02 15:04:28 -04:00
d141422ada
component is self-contained!
2012-08-02 14:45:13 -04:00
8bcaed9044
moving to class-style generators
2012-08-02 14:44:11 -04:00
bf3d9cef02
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-02 09:26:19 -04:00
56177a7c4f
end to end zipline with pure generators
2012-08-02 00:49:48 -04:00
dd1056bf30
generator backed component, and a starter test for a source.
2012-08-01 23:41:44 -04:00
0b0f062e1b
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-01 21:43:43 -04:00
318065125f
refactored component to use a generator
2012-08-01 21:43:15 -04:00
14067d8323
commit for fawce
2012-08-01 21:42:55 -04:00
9e1a5c11cb
fix syntax in transform
2012-08-01 18:56:29 -04:00
4768bea646
more progress on tsc
2012-08-01 18:53:09 -04:00
5910e0f789
tsc work
2012-08-01 17:45:52 -04:00
9f7293e2d2
pipeline through merge
2012-08-01 17:19:08 -04:00
6de01a1c6e
added support for any component to relay exceptions through monitor.
2012-08-01 14:56:17 -04:00
6cb3516b6b
save for attempted merge
2012-08-01 11:12:09 -04:00
211cd0271f
new world order
2012-08-01 11:03:40 -04:00
4deabcdfda
new world order
2012-08-01 10:42:55 -04:00
fawce