 fawce
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aeb50da170
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fixes for unit tests, back to 50/51 passing.
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2012-08-07 14:42:43 -04:00 |
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fawce
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804bcb4e0c
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exceptions tests passing
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2012-08-07 13:16:42 -04:00 |
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fawce
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3f4d772e4c
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first draft of lines returning new SimulatedTrading object.
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2012-08-07 11:15:14 -04:00 |
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fawce
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06dc6f7acb
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beginning refactor to use single threaded simulator.
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2012-08-06 13:11:20 -04:00 |
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fawce
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12c7cd3b41
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removed extraneous imports to remove circularity
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2012-08-02 15:40:26 -04:00 |
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fawce
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dd1056bf30
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generator backed component, and a starter test for a source.
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2012-08-01 23:41:44 -04:00 |
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fawce
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6de01a1c6e
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added support for any component to relay exceptions through monitor.
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2012-08-01 14:56:17 -04:00 |
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fawce
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5c62cce627
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changed logic to take a boolean flag for sighup signaling.
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2012-07-30 19:58:09 -04:00 |
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fawce
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abf9c8efa5
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exception handling code revised. gevent, pypy, and threadsim vestiges removed.
devel flag removed.
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2012-07-26 16:22:13 -04:00 |
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fawce
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d0e987a8e8
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tests passing using the process simulator.
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2012-07-24 14:00:33 -04:00 |
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fawce
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1262dcdef1
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logging converted to share socket with performance
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2012-07-17 11:04:32 -04:00 |
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Stephen Diehl
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4981b600f0
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Minor changes to Zipline for signals.
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2012-07-12 16:56:39 -04:00 |
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Stephen Diehl
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237ea825ac
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Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
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2012-07-06 14:11:40 -04:00 |
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Stephen Diehl
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b9e0be6bf0
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Blessed commit.
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2012-07-05 17:29:16 -04:00 |
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Stephen Diehl
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9cbcf424b4
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Update tests.
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2012-07-05 15:14:55 -04:00 |
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Stephen Diehl
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c39267eff4
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Reenable nose magic.
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2012-07-05 14:39:15 -04:00 |
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Stephen Diehl
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44cdf60feb
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Minor fix, lots of win.
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2012-07-05 13:47:43 -04:00 |
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Stephen Diehl
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33a3a104eb
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Remove pdb.
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2012-07-05 11:39:16 -04:00 |
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Stephen Diehl
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81fd7d71b7
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Temporary commit.
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2012-07-05 11:38:45 -04:00 |
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scottsanderson
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1d0c4ffa14
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:result --->results
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2012-07-04 03:47:58 -04:00 |
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Stephen Diehl
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4a3d9b1d83
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devel flag on noop monitored system.
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2012-07-03 15:40:30 -04:00 |
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Stephen Diehl
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bcd1ccae4d
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Restore passing test_performance.
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2012-07-03 13:27:01 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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Stephen Diehl
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0480ea4c39
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Backport setup_topology for lines.py
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2012-07-03 10:48:06 -04:00 |
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scottsanderson
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cfbb9dde1d
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Merge branch 'master' into scott1
Conflicts:
zipline/components/tradesimulation.py
zipline/core/monitor.py
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2012-06-28 18:05:16 -04:00 |
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scottsanderson
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4c40a3d55c
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all manner of changes to support logging
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2012-06-28 16:28:10 -04:00 |
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scottsanderson
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f4f164dd9f
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update to pass along the new log socket address
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2012-06-20 11:57:19 -04:00 |
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Stephen Diehl
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1e2bcb0ed9
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Clean shutdown check is_success check.
Conflicts:
zipline/lines.py
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2012-06-20 09:32:52 -04:00 |
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fawce
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a82d3852bd
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added the is_success property to the SimulatedTrading class
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2012-06-19 20:43:46 -04:00 |
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Stephen Diehl
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aac8e92b06
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Logbook for component state tracking.
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2012-06-11 13:40:54 -04:00 |
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Stephen Diehl
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3446c116ab
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Process Simulator!
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2012-05-26 15:54:43 -04:00 |
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fawce
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ba2783081c
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switched SID to sid
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2012-05-18 21:46:42 -04:00 |
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Stephen Diehl
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9b6c83e3e5
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Removed more amguity over source_id
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2012-05-16 16:40:25 -04:00 |
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Stephen Diehl
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8d864462ff
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Fix DataSource id/get_id mixup.
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2012-05-16 16:19:08 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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Stephen Diehl
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d503ce465a
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Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
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2012-05-15 14:04:05 -04:00 |
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Stephen Diehl
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1b46a0d5d3
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Move simulator to core.
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2012-05-14 14:05:41 -04:00 |
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Stephen Diehl
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f8401dc88e
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Refactor lines.py
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2012-05-14 11:21:57 -04:00 |
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Stephen Diehl
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effb683251
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Fix whitespace.
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2012-05-14 11:07:01 -04:00 |
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Stephen Diehl
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b13f5a82e0
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Removed all references to messaging.py
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2012-05-14 11:03:46 -04:00 |
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Stephen Diehl
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8b95aebcf2
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Refactor lots of things.
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2012-05-14 10:57:40 -04:00 |
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Stephen Diehl
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7d1ddb19f7
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Refactored dirs & logging.
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2012-05-14 08:27:34 -04:00 |
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Stephen Diehl
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133d9c03af
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One test passing, progress!
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2012-05-10 16:38:04 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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fawce
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81de47774f
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fixed allocation issue
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2012-05-10 13:51:02 -04:00 |
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fawce
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9b42a1e63f
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draft of a vwap transform.
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2012-05-04 13:32:29 -04:00 |
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fawce
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bc14e7e3b7
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zipline, now a cold, heartless, http://open.spotify.com/track/1xshgoh575otNXRfeYgh9D
Pretty fast too...
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2012-04-20 12:21:03 -04:00 |
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fawce
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38982fcdab
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major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.
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2012-04-13 15:08:17 -04:00 |
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fawce
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1559a84c7b
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added simulation style to transation simulator, to facilitate tests. Fixed roll-over bug in max cap and max leverage calculation.
|
2012-04-13 09:53:20 -04:00 |
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fawce
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aea2e1189c
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fixes to the calculation of transactions and associated tests for long and short orders.
|
2012-04-12 10:46:10 -04:00 |
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