Commit Graph

20 Commits

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
fawce 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
scottsanderson 8437a28c14 generator-style perf now sends a risk report on receipt of DONE 2012-08-03 21:09:05 -04:00
scottsanderson ace5d05fab tradesim as generator v. 2.0 2012-08-03 14:07:05 -04:00
scottsanderson 18d327069a stateful transform as class 2012-08-02 18:01:16 -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 9f7293e2d2 pipeline through merge 2012-08-01 17:19:08 -04:00
scottsanderson 211cd0271f new world order 2012-08-01 11:03:40 -04:00
fawce 29760dde3a renaming and such for the PR. 2012-07-30 16:13:47 -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 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