7a57c27295
this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now.
2012-03-20 23:10:24 -04:00
886f091e64
trying to fix the factory bugs...
2012-03-20 16:45:52 -04:00
f20db3d01d
added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested.
2012-03-20 16:38:32 -04:00
26da4316d1
documented algorithm protocol, split example algorithms into their own module. added filter methods to algo and to datasources. The top level zipline is responsible for piping algo's filter to the datasource.
2012-03-20 15:51:10 -04:00
4d59846352
upping the timeout for finance tests to 15s.
2012-03-20 11:16:58 -04:00
7fb86be1ae
more test refactoring, this time a factory method to get the trading environment.
2012-03-20 10:52:40 -04:00
8a6005140b
fleshed out ZiplineException a bit.
2012-03-20 09:57:19 -04:00
6b76bbd5f2
set get_id property for the simulator, per @sdiehl's request
2012-03-19 23:23:57 -04:00
2d6c4688f9
added a new component property is_blocking. Non-blocking datasources and transforms will not prevent merge or feed from exiting, even if they have not reported DONE. refactored lines.py to provide a test zipline method and to take keyword arguments in the constructor and factory method.
2012-03-19 23:19:57 -04:00
87c9d913d6
working on elminating the need for signaling order done.
2012-03-19 16:08:53 -04:00
e7f44884cf
added documentation/todo for callbacks, hopefully simplifying the algorithm classes.
2012-03-19 14:28:21 -04:00
2324c054e9
added more documentation to the lines.py. refactoring relationship between zipline and algorithm.
2012-03-19 11:40:48 -04:00
dcc471cc93
refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will
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hold classes that instantiate entire zipline topologies.
2012-03-17 23:15:38 -04:00
3b8b13b14c
Merge branch 'master' into dataflow
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Conflicts:
zipline/test/test_messaging.py
2012-03-16 18:20:18 -04:00
ce16122be3
Remove dropout on dataframe.
2012-03-16 18:18:42 -04:00
f581be3723
Axe test_messaging.
2012-03-16 18:14:23 -04:00
3af850948c
fixed documentation on event callback method.
2012-03-16 17:56:53 -04:00
a2c4babd93
hooking perf to the on_done callback.
2012-03-16 17:54:34 -04:00
89485c6ae3
Hack to ignore dataframes in process_event, code seems to be written against namedicts.
2012-03-16 16:42:39 -04:00
b61b69a8dd
Merge branch 'master' into dataflow
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Conflicts:
zipline/finance/risk.py
zipline/protocol_utils.py
2012-03-16 15:04:23 -04:00
65253737cd
taking code recommendations from @sdiehl PR notes... as always :)
2012-03-16 11:47:06 -04:00
77993ee6ca
trivial mod to force push to happen.
2012-03-16 09:52:08 -04:00
1ab84ae2ca
extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict.
2012-03-15 22:52:49 -04:00
931f10fe32
Misc fixes, disabled Risk reporting until PR.
2012-03-15 18:33:34 -04:00
a35c702528
fixed tests net of merge of dataflow.
2012-03-15 17:37:26 -04:00
930ec57269
fixed bug with date handling in risk report
2012-03-15 16:52:44 -04:00
e7cf34d3c9
Interstitical risk.py
2012-03-15 16:44:15 -04:00
460e72ac7f
Merge branch 'dataflow' into reframing
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Conflicts:
zipline/finance/performance.py
2012-03-15 16:33:22 -04:00
6630917da8
working on frame argument sent to algorithm.
2012-03-15 16:14:12 -04:00
f980e7d22f
Interstitial commit for fawce.
2012-03-15 16:08:01 -04:00
f4bdf1fc11
Rearrange docs & and fix some name conflicts.
2012-03-15 11:47:28 -04:00
674f445cda
Fix spelling mishaps.
2012-03-14 23:48:59 -04:00
61adcf44c2
Merge remote-tracking branch 'origin/algohost' into dataflow
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Conflicts:
zipline/protocol.py
2012-03-14 18:35:07 -04:00
98c1312f16
updated per sdiehl's advice in the PR.
2012-03-14 15:51:44 -04:00
2742ffcc47
using pandas for the dataframe relayed to the algorithm. all unit tests are passing.
2012-03-14 15:13:32 -04:00
3568826e26
Merge remote-tracking branch 'origin/algohost' into dataflow
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Conflicts:
zipline/protocol.py
2012-03-14 11:47:45 -04:00
340fdbc7b6
Added zmq debug console for great good.
2012-03-14 07:37:52 -04:00
8002303510
Move protocol data structures.
2012-03-14 07:37:52 -04:00
23a4f0680b
Backtest protocol, ala Bredeche.
2012-03-14 07:37:52 -04:00
d5c4526e93
sorted out conversion to dataframe, fixed logic bug with callbacks. still need to allow for dot notation to frame.
2012-03-14 00:23:51 -04:00
84bccbc67c
fixed a few type-os to repair document generation.
2012-03-13 23:31:22 -04:00
cb07f2179d
Merge branch 'algohost' of github.com:quantopian/zipline into algohost
2012-03-13 12:21:26 -04:00
649a8ea2e5
starting in on pandas integration.
2012-03-13 12:20:35 -04:00
defa3186ca
Time all the tests!
2012-03-12 10:36:08 -04:00
e6296111e8
Woops left pdb in.
2012-03-12 10:15:19 -04:00
6171cdf582
Fix hanging test cases by backporting some sim code.
2012-03-12 10:11:29 -04:00
ecd98f1aa0
added handling for client timeouts to the ordersource class.
2012-03-11 22:03:56 -04:00
99d51f58f5
switched the socket allocator to be a class variable for the test case.
2012-03-11 20:28:05 -04:00
366405927d
changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity.
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add performance tracker unit tests, made various fixes to perf tracker. still have a hang on exit for zipline/test/test_finance.py:FinanceTestCase.test_orders and zipline/test/test_finance.py:FinanceTestCase.test_performance. pinging realdiehl for help...
2012-03-11 16:21:10 -04:00
8f65b71fd4
added and fixed performance tracker tests. still some failures to iron out in performance.
2012-03-10 22:16:08 -05:00
fawce