Commit Graph

56 Commits

Author SHA1 Message Date
fawce aeb50da170 fixes for unit tests, back to 50/51 passing. 2012-08-07 14:42:43 -04:00
fawce 804bcb4e0c exceptions tests passing 2012-08-07 13:16:42 -04:00
fawce 5aba8bfc28 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-07 11:15:37 -04:00
scottsanderson ed206de84a abstract eventwindow and trading calendar utility 2012-08-07 10:32:10 -04:00
fawce 06dc6f7acb beginning refactor to use single threaded simulator. 2012-08-06 13:11:20 -04:00
fawce dd1056bf30 generator backed component, and a starter test for a source. 2012-08-01 23:41:44 -04:00
fawce 318065125f refactored component to use a generator 2012-08-01 21:43:15 -04:00
scottsanderson 4768bea646 more progress on tsc 2012-08-01 18:53:09 -04:00
fawce 90f99fd4c4 added methods to convert epochs to/from days since the UNIX_EPOCH. 2012-07-31 15:46:46 -04:00
fawce 146dc822c4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-30 13:53:09 -04:00
fawce 9deaefe6e6 fixes for tests 2012-07-30 13:52:38 -04:00
scottsanderson 3621934a28 better variable names and PreTransformLayer 2012-07-28 18:24:57 -04:00
scottsanderson cef36c172d commit for fawce 2012-07-27 19:40:42 -04:00
fawce abf9c8efa5 exception handling code revised. gevent, pypy, and threadsim vestiges removed.
devel flag removed.
2012-07-26 16:22:13 -04:00
fawce dd8c84b0db added stack trace to exception message, wrapped it in BT UPDATE FRAME 2012-07-25 14:40:14 -04:00
fawce c02d15016a added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method. 2012-07-24 23:43:40 -04:00
fawce d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. 2012-07-24 17:43:49 -04:00
fawce ad10f2aa85 fixed up tests to abandon thread simulator. 2012-07-24 16:43:02 -04:00
fawce 1262dcdef1 logging converted to share socket with performance 2012-07-17 11:04:32 -04:00
fawce cd998d622c fixed logging bugs, added a DONE signal for logging. 2012-07-17 11:04:32 -04:00
Stephen Diehl 8fdd2db045 Merge pull request #74 from quantopian/deepcopy_ndict
Deepcopy ndict
2012-07-06 13:41:38 -07:00
Stephen Diehl 237ea825ac Merge branch 'threaded_monitor' into scott1
Conflicts:
	zipline/core/monitor.py
	zipline/lines.py
2012-07-06 14:11:40 -04:00
Thomas Wiecki 5fcb2de59b ndicts are now deepcopyable. 2012-07-06 11:54:40 -04:00
scottsanderson 6aa7bf893d trying to fix some odd behavior 2012-07-04 15:31:16 -04:00
fawce 5f878300a0 switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources. 2012-07-03 12:11:22 -04:00
Stephen Diehl aac8e92b06 Logbook for component state tracking. 2012-06-11 13:40:54 -04:00
fawce edd119ba90 Merge pull request #53 from quantopian/cheetah
Process simulator
2012-05-29 07:30:23 -07:00
Stephen Diehl 736bbe51af Misc changes. 2012-05-29 00:38:23 -04:00
fawce 069dbd1afe removed protocol cruft from transaction transform days. 2012-05-28 21:32:23 -04:00
fawce 13ccf169f1 encoding epoch as an int, rather than float. 2012-05-28 16:06:41 -04:00
fawce 7db5bc4ddc Merge pull request #52 from quantopian/fawce_alpha1
Fawce alpha1
2012-05-25 09:46:30 -07:00
fawce b533961247 little more perf tweaking. 2012-05-25 11:15:56 -04:00
fawce 31b545946e performance tweak on ndict's frozenset. 2012-05-25 11:11:18 -04:00
fawce 6bfa4bfddc fixed logger tests. 2012-05-24 21:25:52 -04:00
fawce f2aff6a501 fixed logger test. 2012-05-24 16:42:15 -04:00
fawce 46ef2e136d path hacking for logging.cfg 2012-05-21 16:21:29 -04:00
fawce f722bc114d Merge branch 'master' of github.com:quantopian/zipline 2012-05-18 13:34:33 -04:00
fawce 531907970b small fix 2012-05-18 13:34:20 -04:00
Stephen Diehl c68cd849c5 Update factory location finder. 2012-05-18 11:54:11 -04:00
Stephen Diehl 244f787176 Cleaned up OOP on transforms. 2012-05-16 16:55:26 -04:00
Stephen Diehl 3ad1f250e6 Cleaned up OOP, first round. 2012-05-16 14:33:16 -04:00
Thomas Wiecki e26638058c Reverted path independence code in factory.py. Not sure how to fix with new path structure. 2012-05-15 17:37:27 -04:00
Stephen Diehl 9945ab4f67 Changed setattr method. 2012-05-15 15:13:17 -04:00
Stephen Diehl 757e86bbf1 Don't disable existing loggers. 2012-05-14 17:28:21 -04:00
Stephen Diehl de8a4589e5 Added namelookup. 2012-05-14 14:44:06 -04:00
Stephen Diehl d399edd419 Fix ndict woes. 2012-05-14 13:49:45 -04:00
Stephen Diehl 72fb11ce0f removed namedict for good 2012-05-14 11:57:23 -04:00
Stephen Diehl e04415e63f Remove all namedicts. 2012-05-14 11:35:43 -04:00
Stephen Diehl 73557b907f Rework imports on tests. 2012-05-14 11:17:56 -04:00
Stephen Diehl 8b95aebcf2 Refactor lots of things. 2012-05-14 10:57:40 -04:00