Stephen Diehl
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8d864462ff
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Fix DataSource id/get_id mixup.
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2012-05-16 16:19:08 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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fawce
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93cc4bc172
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fixed imports in optimize factory and tests. also added skip annotations, because jenkins will never run them successfully.
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2012-05-16 12:17:13 -04:00 |
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fawce
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642d842b3c
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Merge branch 'master' of github.com:quantopian/zipline
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2012-05-16 12:08:38 -04:00 |
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fawce
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2bf9f896e5
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added missing import
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2012-05-16 12:08:18 -04:00 |
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Thomas Wiecki
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58bdad05b9
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Minor fixes to adhere to refactored structure. Updated docs to be in line with rest. Skip optimization test by default as it takes a very long time.
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2012-05-15 18:02:58 -04:00 |
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Thomas Wiecki
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e26638058c
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Reverted path independence code in factory.py. Not sure how to fix with new path structure.
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2012-05-15 17:37:27 -04:00 |
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Thomas Wiecki
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809841d690
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Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame().
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2012-05-15 17:28:59 -04:00 |
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Thomas Wiecki
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5cf472c5b2
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Fixed wrong path for UpDownTradeSource. Added docs.
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2012-05-15 17:28:13 -04:00 |
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Stephen Diehl
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da6f9f53b4
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Merge branch 'master', remote-tracking branch 'origin'
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2012-05-15 15:13:46 -04:00 |
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Stephen Diehl
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9945ab4f67
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Changed setattr method.
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2012-05-15 15:13:17 -04:00 |
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fawce
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750496fa94
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fixed all imports
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2012-05-15 14:18:19 -04:00 |
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Stephen Diehl
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d503ce465a
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Merge branch 'refactor'
Conflicts:
zipline/finance/trading.py
zipline/lines.py
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2012-05-15 14:04:05 -04:00 |
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Stephen Diehl
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8db7feb60f
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Merge branch 'master' of github.com:quantopian/zipline
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2012-05-15 13:56:33 -04:00 |
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Thomas Wiecki
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f1ce833995
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Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however.
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2012-05-14 18:02:40 -04:00 |
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Stephen Diehl
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757e86bbf1
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Don't disable existing loggers.
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2012-05-14 17:28:21 -04:00 |
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fawce
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3bb03e0f8c
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converting to handle_data nomenclature.
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2012-05-14 16:49:05 -04:00 |
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Thomas Wiecki
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e1cb18745f
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Merge branch 'master' of github.com:quantopian/zipline
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2012-05-14 16:36:02 -04:00 |
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fawce
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de0cfd4072
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fixed bugs in transform calculations.
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2012-05-14 15:31:51 -04:00 |
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Stephen Diehl
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de8a4589e5
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Added namelookup.
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2012-05-14 14:44:06 -04:00 |
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Stephen Diehl
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1b46a0d5d3
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Move simulator to core.
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2012-05-14 14:05:41 -04:00 |
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Stephen Diehl
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d399edd419
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Fix ndict woes.
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2012-05-14 13:49:45 -04:00 |
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Stephen Diehl
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386977a1b7
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remove pdb
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2012-05-14 12:01:15 -04:00 |
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Stephen Diehl
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72fb11ce0f
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removed namedict for good
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2012-05-14 11:57:23 -04:00 |
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Stephen Diehl
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a88f63053a
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Cleaned whitespace in protocol.py
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2012-05-14 11:38:47 -04:00 |
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Stephen Diehl
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e04415e63f
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Remove all namedicts.
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2012-05-14 11:35:43 -04:00 |
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Stephen Diehl
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f8401dc88e
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Refactor lines.py
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2012-05-14 11:21:57 -04:00 |
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Stephen Diehl
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73557b907f
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Rework imports on tests.
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2012-05-14 11:17:56 -04:00 |
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Stephen Diehl
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effb683251
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Fix whitespace.
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2012-05-14 11:07:01 -04:00 |
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Stephen Diehl
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b13f5a82e0
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Removed all references to messaging.py
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2012-05-14 11:03:46 -04:00 |
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Stephen Diehl
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8b95aebcf2
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Refactor lots of things.
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2012-05-14 10:57:40 -04:00 |
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Stephen Diehl
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6df73110ff
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Remove old component.py
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2012-05-14 10:20:04 -04:00 |
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Stephen Diehl
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ca60d3f8e0
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Refactor component tree.
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2012-05-14 09:14:26 -04:00 |
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Stephen Diehl
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7d1ddb19f7
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Refactored dirs & logging.
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2012-05-14 08:27:34 -04:00 |
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Stephen Diehl
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d7431f189f
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Updated refs.
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2012-05-10 17:42:17 -04:00 |
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Stephen Diehl
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81d9214b40
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Updated toplevel & logging.
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2012-05-10 17:31:16 -04:00 |
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Stephen Diehl
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133d9c03af
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One test passing, progress!
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2012-05-10 16:38:04 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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fawce
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add3f10b2e
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removed expiremental pandas code
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2012-05-10 15:13:00 -04:00 |
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fawce
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81de47774f
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fixed allocation issue
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2012-05-10 13:51:02 -04:00 |
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Stephen Diehl
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62ec591d90
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Moved the test folder.
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2012-05-09 13:34:13 -04:00 |
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Stephen Diehl
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54ee77827e
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Merge branch 'master', remote-tracking branch 'origin' into refactor
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2012-05-09 09:15:07 -04:00 |
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Stephen Diehl
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f60794067e
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reworked directory
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2012-05-09 09:12:11 -04:00 |
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fawce
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602f70d0fe
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flattened the finance package. draft test for vwap in a complete zipline.
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2012-05-08 17:12:41 -04:00 |
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fawce
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a48db838c1
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refactored transforms to be a package. added vwap, moving average, returns. basic tests for calculations, need to add a test to run the calculations in a zipline.
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2012-05-08 13:07:55 -04:00 |
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fawce
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9b42a1e63f
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draft of a vwap transform.
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2012-05-04 13:32:29 -04:00 |
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fawce
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4da50156e7
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added a test to mix long/short orders
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2012-05-02 21:05:02 -04:00 |
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fawce
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a60154dd6b
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intersticial commit for transforms
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2012-05-02 21:05:02 -04:00 |
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fawce
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e4a0c7af7f
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added initialize method to the algorithm protocol.
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2012-05-02 21:05:01 -04:00 |
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Stephen Diehl
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ceab47b59e
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Merge pull request #41 from quantopian/cancellation2
Cancellation2
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2012-05-01 10:32:55 -07:00 |
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