cad62346e7
updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object.
2012-04-05 23:35:21 -04:00
50591c9913
Merge pull request #24 from quantopian/exception_reporting
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Exception reporting
2012-04-04 15:05:05 -07:00
3d8e355cfa
Integrate controller into do_work.
2012-04-04 11:42:58 -04:00
78cceaa649
fixes and tests for result streaming.
2012-04-03 22:42:53 -04:00
c2bd2872c1
Concurrency agnostic controller.
2012-04-03 18:12:16 -04:00
e8d98084df
Exception tracking at the controller level.
2012-04-03 14:04:11 -04:00
ba9f837320
prepping for PR.
2012-03-30 11:18:33 -04:00
ce6a91adb6
added a frame to get performance data written to the result stream. not complete, but functional.
2012-03-29 17:13:28 -04:00
4f87b4e98a
documentation fixes and tweaks.
2012-03-21 00:55:35 -04:00
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -04:00
3568826e26
Merge remote-tracking branch 'origin/algohost' into dataflow
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Conflicts:
zipline/protocol.py
2012-03-14 11:47:45 -04:00
8002303510
Move protocol data structures.
2012-03-14 07:37:52 -04:00
23a4f0680b
Backtest protocol, ala Bredeche.
2012-03-14 07:37:52 -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
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
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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
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
c7af92323f
fixed unit tests by changing expected data types for prices. added dataload step to jenkins.sh
2012-03-06 14:47:04 -05:00
48fa33de68
commented the (UN)PACK_DATE methods
2012-03-04 11:30:45 -05:00
6c581bef39
Fix PEP8 warnings.
2012-03-03 21:28:41 -05:00
47aee5c13d
I spellz good.
2012-03-03 13:06:16 -05:00
2faf1736b1
Documentation & best practices documentation.
2012-03-03 12:53:58 -05:00
5c0bb6acae
updated namedict based on sdiehl's feedback, modified ParallelBuffer.get_next() method to be more readable.
2012-03-03 11:45:04 -05:00
12be673011
switched to using the subclass of InvalidFrame in the messaging module exception handling.
2012-03-02 13:10:06 -05:00
2aa4af86aa
merged master branch that contains control component, error handling with finance branch.
2012-03-01 23:44:35 -05:00
6283906434
Merge branch 'finance' into master_finance_merge
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Conflicts:
zipline/messaging.py
zipline/test/client.py
2012-03-01 13:54:47 -05:00
7846a1e1f4
passing basic order and transaction simulation test
2012-03-01 10:46:50 -05:00
2827c2036b
Merge branch 'master' of github.com:quantopian/zipline
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Conflicts:
zipline/protocol.py
zipline/test/client.py
zipline/test/test_messaging.py
2012-02-29 23:43:27 -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
6edf17fb69
Wiped out tests.
2012-02-29 16:48:55 -05:00
5247ace0ca
Merge branch 'master' of github.com:quantopian/zipline
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Conflicts:
zipline/test/client.py
2012-02-29 16:47:34 -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
eb4071be9b
added tests for the protocol for trades and for end to end including transforms and merge.
2012-02-28 16:26:22 -05:00
f1a7e41d1f
intersticial commit
2012-02-28 11:36:23 -05:00
d6c425936a
Better tracking of failure modes.
2012-02-27 23:23:31 -05:00
0de735e816
Documention tweaks.
2012-02-27 12:14:45 -05:00
40f6c17be7
Added serializers.
2012-02-27 09:56:43 -05:00
f87b36bfe5
Cleanup, standardizing methods, more docstrings.
2012-02-25 09:41:34 -05:00
c803e68f35
Docs for the messaging protocol.
2012-02-25 09:14:11 -05:00
4aad3a2f93
Added initial msgpack.
2012-02-24 12:55:39 -05:00
ffc2e34334
Unifying protocol and messaging.
2012-02-24 12:51:46 -05:00
e640aabf73
Cleanup docs, pep8ify, and backport dev simulator test
2012-02-23 15:32:17 -05:00
6190da376a
Rearrange test case / file layout a bit.
2012-02-23 11:19:26 -05:00
fawce