Commit Graph

560 Commits

Author SHA1 Message Date
scottsanderson 1d0c4ffa14 :result --->results 2012-07-04 03:47:58 -04:00
scottsanderson 14018b9ab7 grammar police on comment 2012-07-04 03:47:41 -04:00
scottsanderson b447333fae remove logging from initialize for now 2012-07-04 03:46:42 -04:00
Stephen Diehl bbcfaec710 Smaller generational period -> faster test running 2012-07-03 17:17:43 -04:00
Stephen Diehl 4a3d9b1d83 devel flag on noop monitored system. 2012-07-03 15:40:30 -04:00
Stephen Diehl bcd1ccae4d Restore passing test_performance. 2012-07-03 13:27:01 -04:00
fawce e4730917a2 hanging chad - forgot to remove the source_id references. 2012-07-03 12:19:53 -04:00
fawce d3a28311a5 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 12:14:17 -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 04b5923d8a Backport removal of sync_ack 2012-07-03 11:55:31 -04:00
fawce 80157153e3 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 11:38:21 -04:00
fawce 31e0e8208c switching to use push/pull for traffic btw merge and client 2012-07-03 11:37:58 -04:00
Stephen Diehl 6ad6b4dbc7 Reformat logging statements in base component. 2012-07-03 11:19:58 -04:00
Stephen Diehl b19d2d856f Selectively backport portions of new component.py 2012-07-03 11:05:01 -04:00
Stephen Diehl c07a08f9ae Backport updated protocol. 2012-07-03 11:04:50 -04:00
Stephen Diehl 0480ea4c39 Backport setup_topology for lines.py 2012-07-03 10:48:06 -04:00
Stephen Diehl a747399bbe Backport ComponentHost logic. 2012-07-03 10:39:25 -04:00
Stephen Diehl 3c5cb2a451 Restore new monitor system and test suite. 2012-07-03 08:35:16 -04:00
Stephen Diehl 6dbbcfaf66 Replay selective fsm2 changes to new branch. 2012-07-03 07:20:58 -04:00
scottsanderson 59fdd1f292 bugfixes and disable initialization logging 2012-07-02 23:36:15 -04:00
scottsanderson 5a7fa6d893 bugfixes to logging setup 2012-07-02 05:36:48 -04:00
scottsanderson 33a3e2d63a spellcheck on a comment 2012-07-01 20:30:32 -04:00
scottsanderson 87a5e442c0 bug fixes to LOG_FRAME 2012-07-01 20:29:55 -04:00
scottsanderson e4003cdc4c new algorithm for testing logging 2012-07-01 20:28:49 -04:00
Thomas Wiecki 152e389c71 Moved over files from dt_to_pandas: prof_yappi.py and optimize/factory.py (critical change is to change daily to minute events). 2012-06-29 09:51:17 -04:00
scottsanderson cfbb9dde1d Merge branch 'master' into scott1
Conflicts:
	zipline/components/tradesimulation.py
	zipline/core/monitor.py
2012-06-28 18:05:16 -04:00
scottsanderson 4c40a3d55c all manner of changes to support logging 2012-06-28 16:28:10 -04:00
scottsanderson a222e1f0d8 save 2012-06-22 18:23:51 -04:00
fawce e5de6d382c Merge branch 'master' of github.com:quantopian/zipline
Conflicts:
	zipline/lines.py
2012-06-21 22:10:06 -04:00
fawce 2a8e19b22f name change for positions_value 2012-06-21 22:08:25 -04:00
scottsanderson 8052ee6b52 new handler class for log output 2012-06-21 16:40:34 -04:00
scottsanderson 9c66f3ea7c capturing stdout from user's algo and piping it to a zmq socket 2012-06-20 11:58:17 -04:00
scottsanderson f4f164dd9f update to pass along the new log socket address 2012-06-20 11:57:19 -04:00
Stephen Diehl 1e2bcb0ed9 Clean shutdown check is_success check.
Conflicts:

	zipline/lines.py
2012-06-20 09:32:52 -04:00
fawce a82d3852bd added the is_success property to the SimulatedTrading class 2012-06-19 20:43:46 -04:00
fawce 89e52c6758 better filter for nan check 2012-06-19 20:03:37 -04:00
fawce e1db77fb64 fixed comprehension 2012-06-19 17:06:40 -04:00
fawce 5d97469a24 added a filter for nan values in risk data relay 2012-06-19 15:52:47 -04:00
fawce ba05335b2c logging every update was spamming the console during unit tests... 2012-06-18 19:11:13 -04:00
fawce 7044040722 removed logging of zero volume orders. 2012-06-18 19:02:14 -04:00
Stephen Diehl 9c9cddb2e8 Tidy up logging statements. 2012-06-13 16:21:43 -04:00
Stephen Diehl 61ee2420eb Removed dummy print statement. 2012-06-12 13:31:48 -04:00
Stephen Diehl 06e6207020 Update logging system 2012-06-12 07:11:52 -04:00
Stephen Diehl 2d85ec4d95 Update performance tracker ot use Logbook 2012-06-11 13:54:00 -04:00
Stephen Diehl aac8e92b06 Logbook for component state tracking. 2012-06-11 13:40:54 -04:00
Stephen Diehl 270e067426 FSM actions for Feed and Merge. 2012-06-11 13:10:05 -04:00
Stephen Diehl fefca77fe2 FSM for Feed 2012-06-11 09:26:48 -04:00
fawce 0dea9c5ecb finished comment 2012-06-07 17:58:30 -04:00
fawce 6a8654342a added an as_portfolio method to the PerformancePeriod. 2012-06-07 17:40:26 -04:00
fawce 6d8a786214 updated performance to be trade by trade. 2012-06-07 13:53:45 -04:00