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560 Commits

Author SHA1 Message Date
fawce b44ca63557 refactoring orders to discard placeholder messages. 2012-03-09 01:07:01 -05:00
fawce b69ea6b790 refactoring performance to be a plain class, not a component. 2012-03-08 19:21:28 -05:00
fawce f4bc73b738 updates for algo proxy. 2012-03-08 17:37:15 -05:00
fawce 2ba7d526a6 changes net of code review with @sdiehl 2012-03-07 18:22:55 -05:00
fawce fe8a470167 Merge branch 'master' into portfolio 2012-03-07 17:28:45 -05:00
fawce 89525cfb7b passing basic test for calculating portfolio positions over time. 2012-03-07 17:26:14 -05:00
fawce 3c7299b769 added a new client component that calculates positions, performance, and risk. 2012-03-07 15:39:53 -05:00
Stephen Diehl 31cd993442 Merge pull request #10 from quantopian/threadsafety 
Threadsafety
 2012-03-07 10:47:05 -08:00
fawce fec5e98a8d updated factory to load from msgpack files, added tests for risk, parameterized treasury and benchmark data. 2012-03-07 01:48:03 -05:00
fawce d648899d5f removed daemon, because it was only used for dataloader, which was removed earlier. 2012-03-07 01:47:26 -05:00
fawce 7183ec984f fixed tests to work without db. 2012-03-07 01:46:56 -05:00
fawce b3b7e3ec38 removed mongo related code from zipline, replaced with data files. 2012-03-07 01:46:05 -05:00
fawce 006dd481ef fixed bug with benchmark dataloader - file path names were wrong. 2012-03-06 16:07:24 -05:00
fawce 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
Stephen Diehl ba5172f01a More safe shutdown assertions. 2012-03-05 21:26:07 -05:00
Stephen Diehl 08506681d9 Merge pull request #8 from quantopian/master_finance_merge 
Partial fix for control flow bugs. ( See Jenkins )
 2012-03-05 10:22:47 -08:00
fawce 26597cd923 made prices non-integer amounts so they don't auto convert to ints. 2012-03-05 13:17:30 -05:00
fawce 6026902594 fixed missing parameter, still getting a malloc bug. 2012-03-05 13:13:53 -05:00
Stephen Diehl 09e9a3f6ee Merge branch 'master_finance_merge' into threadsafety 2012-03-05 12:51:51 -05:00
Stephen Diehl fcc5298d6b Partial fix for control flow bugs. ( See Jenkins ) 2012-03-04 16:41:17 -05:00
fawce 53b4876a19 removed the commented out line that was setting the source id. parent class ensures id is set. 2012-03-04 11:59:15 -05:00
fawce 1cd66a091d fixed bug in client 2012-03-04 11:58:10 -05:00
fawce 48fa33de68 commented the (UN)PACK_DATE methods 2012-03-04 11:30:45 -05:00
Stephen Diehl 3100d7c308 i++ sweep -> Pythonic iterator / zip 2012-03-03 22:01:05 -05:00
Stephen Diehl 5900e5effc PEP8ify finance tests. 2012-03-03 21:47:38 -05:00
Stephen Diehl 58eba2d100 Attempt to fix protocol assertion error. 2012-03-03 21:30:45 -05:00
Stephen Diehl 6c581bef39 Fix PEP8 warnings. 2012-03-03 21:28:41 -05:00
Stephen Diehl 47aee5c13d I spellz good. 2012-03-03 13:06:16 -05:00
Stephen Diehl 2faf1736b1 Documentation & best practices documentation. 2012-03-03 12:53:58 -05:00
fawce 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
Stephen Diehl f885343690 Remove thread unsafe context spawning. 2012-03-02 22:01:42 -05:00
fawce 12be673011 switched to using the subclass of InvalidFrame in the messaging module exception handling. 2012-03-02 13:10:06 -05:00
fawce 2aa4af86aa merged master branch that contains control component, error handling with finance branch. 2012-03-01 23:44:35 -05:00
fawce 6283906434 Merge branch 'finance' into master_finance_merge 
Conflicts:
	zipline/messaging.py
	zipline/test/client.py
 2012-03-01 13:54:47 -05:00
fawce 7846a1e1f4 passing basic order and transaction simulation test 2012-03-01 10:46:50 -05:00
fawce 2827c2036b Merge branch 'master' of github.com:quantopian/zipline 
Conflicts:
	zipline/protocol.py
	zipline/test/client.py
	zipline/test/test_messaging.py
 2012-02-29 23:43:27 -05:00
fawce 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
Stephen Diehl 554199d2d3 Merge branch 'trymerge' of github.com:quantopian/zipline 
Conflicts:
	docs/zipline.rst
	docs/zipline.test.rst
	etc/requirements.txt
	zipline/component.py
	zipline/messaging.py
	zipline/protocol.py
	zipline/test/client.py
	zipline/test/test_devsimulator.py
	zipline/test/test_messaging.py
 2012-02-29 17:30:21 -05:00
fawce 00c2ccfe72 using an enum for finance protocol constants 2012-02-29 17:18:17 -05:00
Stephen Diehl 6edf17fb69 Wiped out tests. 2012-02-29 16:48:55 -05:00
fawce 5247ace0ca Merge branch 'master' of github.com:quantopian/zipline 
Conflicts:
	zipline/test/client.py
 2012-02-29 16:47:34 -05:00
Stephen Diehl a3f35444e9 Disable parseDate work around. 2012-02-29 16:01:06 -05:00
Stephen Diehl 92a8324bf6 Join on all tests. 2012-02-29 15:45:40 -05:00
fawce aa567a1854 clearing unit test references from client. 2012-02-29 11:08:25 -05:00
Stephen Diehl 62c32e1de7 Disbale utest. 2012-02-29 10:39:51 -05:00
Stephen Diehl 7862e0d044 Removed sockets attribute, does not exist ( yet ) 2012-02-29 10:27:49 -05:00
fawce a319d2b2cd added copy command for host settings 2012-02-28 23:38:20 -05:00
Stephen Diehl d0f8705c20 Notes about thread saftey of zmq.Context() 2012-02-28 23:31:13 -05:00
fawce 30a00faef2 commented out the monitor tests, added a count check for orders. 2012-02-28 23:02:07 -05:00
Stephen Diehl e38b947004 Zipline integration to qexec. 2012-02-28 22:59:31 -05:00