Commit Graph

560 Commits

Author SHA1 Message Date
fawce ba9374e6e9 Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
2012-06-06 16:24:10 -07:00
fawce 036f9e93a7 fixed a type-o in the documentation. 2012-05-31 23:15:53 -04:00
fawce a4ea3e3343 marked a todo for a calculation bug 2012-05-30 23:55:25 -04:00
Thomas Wiecki a69938a4b2 Merge branch 'master' of github.com:quantopian/zipline into optimize_qexec 2012-05-30 10:15:48 -04:00
Thomas Wiecki da827c18b4 Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions. 2012-05-30 10:15:35 -04:00
jbredeche 46ca4531f6 Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
2012-05-29 18:26:22 -07:00
fawce ef763f28d0 added a created date to the risk report. 2012-05-29 21:20:16 -04:00
Thomas Wiecki 45409132b2 Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest. 2012-05-29 14:37:43 -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
jbredeche 461f5645f6 Merge pull request #56 from quantopian/fawce_alpha1
Fawce alpha1
2012-05-28 21:13:00 -07:00
fawce b8d0a8e4e0 cleanup 2012-05-28 22:13:43 -04:00
fawce 433170df9b removed old order protocol cruft. 2012-05-28 21:39:54 -04:00
fawce 069dbd1afe removed protocol cruft from transaction transform days. 2012-05-28 21:32:23 -04:00
Stephen Diehl 640076ee7b Merge pull request #55 from quantopian/fawce_alpha1
Fawce alpha1
2012-05-28 13:09:10 -07:00
fawce 13ccf169f1 encoding epoch as an int, rather than float. 2012-05-28 16:06:41 -04:00
fawce 23fb5fa083 cleanup 2012-05-28 15:25:44 -04:00
Thomas Wiecki 912b148ec3 Merge pull request #54 from quantopian/optimize_qexec
Small fixes to optimize tests to work with refactored zipline.
2012-05-28 09:51:49 -07:00
Thomas Wiecki 1c91c7287b Moved cycle import out of function. 2012-05-28 12:02:11 -04:00
Thomas Wiecki 6523ff6c9b Re-enabled optimize unittests. Minor fixes to create_predictable_zipline(). 2012-05-28 11:11:29 -04:00
Stephen Diehl c17dab35a2 Devsimulator under new class hierarchy. 2012-05-28 10:45:06 -04:00
Stephen Diehl d85fe0b7b5 Integrate simulatorref. 2012-05-28 10:39:34 -04:00
Stephen Diehl b574195a0d Added example c extension. 2012-05-27 21:22:16 -04:00
Stephen Diehl 077fb168ce Added interp to core. 2012-05-27 21:21:54 -04:00
Stephen Diehl 318d7ba678 Fun fun times writing setup.py 2012-05-26 18:24:48 -04:00
Stephen Diehl 817166ba03 Merge branch 'master' into cheetah 2012-05-26 15:55:48 -04:00
Stephen Diehl 3446c116ab Process Simulator! 2012-05-26 15:54:43 -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 789338aa5f fixed constructor call to provide source_id 2012-05-24 11:36:22 -04:00
fawce fde665f3ec hotpatching the logger config. 2012-05-22 21:25:18 -04:00
fawce 70b0088e02 patched logging config. 2012-05-22 21:23:47 -04:00
fawce 46ef2e136d path hacking for logging.cfg 2012-05-21 16:21:29 -04:00
fawce ec93bdaecd alias for dt as datetime. 2012-05-18 23:40:38 -04:00
fawce ba2783081c switched SID to sid 2012-05-18 21:46:42 -04:00
fawce 52d75c9d31 fixed bug with BaseTransform state and name properties. 2012-05-18 14:42:47 -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 1994966cbc Added data location finder. 2012-05-18 11:45:55 -04:00
Stephen Diehl 9229e4193d Fixed argument threading for transforms. 2012-05-17 16:46:34 -04:00
Stephen Diehl abe906e90e Minor tweaks. 2012-05-16 18:19:07 -04:00
Stephen Diehl 7f4c94d4e1 Liskov'ify feed & merge. 2012-05-16 17:30:10 -04:00
Stephen Diehl b1f8bbd189 Removed redundent flow class. 2012-05-16 17:19:14 -04:00
Stephen Diehl f88aacc214 Fix some more oop on transforms. 2012-05-16 17:03:16 -04:00
Stephen Diehl 244f787176 Cleaned up OOP on transforms. 2012-05-16 16:55:26 -04:00
Stephen Diehl 9b6c83e3e5 Removed more amguity over source_id 2012-05-16 16:40:25 -04:00