7b34a01bb6
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
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Conflicts:
zipline/gens/examples.py
zipline/gens/utils.py
2012-08-06 13:46:21 -04:00
06dc6f7acb
beginning refactor to use single threaded simulator.
2012-08-06 13:11:20 -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.
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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
a1d20fa392
Fixed monitor to execute as soon as all components report Done.
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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
18d327069a
stateful transform as class
2012-08-02 18:01:16 -04:00
318065125f
refactored component to use a generator
2012-08-01 21:43:15 -04:00
9f7293e2d2
pipeline through merge
2012-08-01 17:19:08 -04:00
211cd0271f
new world order
2012-08-01 11:03:40 -04:00
29760dde3a
renaming and such for the PR.
2012-07-30 16:13:47 -04:00
5d9bfe6b92
full sequencing system (minus done from xforms)
2012-07-30 13:51:10 -04:00
fe1740a3ce
updates for transforms
2012-07-29 19:56:10 -04:00
e048e8bc35
added done message to SpecificEquity
2012-07-28 19:04:50 -04:00
3621934a28
better variable names and PreTransformLayer
2012-07-28 18:24:57 -04:00
71cc67e123
generator random equity trades
2012-07-28 01:03:09 -04:00
cef36c172d
commit for fawce
2012-07-27 19:40:42 -04:00
f0cb4eaaed
movingaverage implemented as transform
2012-07-27 17:06:07 -04:00
4ff943eb34
added generator-style transforms
2012-07-27 15:04:41 -04:00
d33cbdb38a
feed is airtight
2012-07-27 09:14:12 -04:00
97e4ba050a
generator ds and feed, various generator utils
2012-07-26 18:48:51 -04:00
96d32fbc86
mongo datasource as generator
2012-07-25 20:01:00 -04:00
139fe97db6
new files for generator components
2012-07-25 14:45:04 -04:00
fawce