5ec72350d3
Merge pull request #13 from quantopian/reframing
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Reframing
2012-03-15 16:32:53 -07:00
c42ffb5e1a
splitting out coverage config for jenkins, as per @sdiehl comments on PR
2012-03-15 19:21:03 -04:00
931f10fe32
Misc fixes, disabled Risk reporting until PR.
2012-03-15 18:33:34 -04:00
62d0422eb4
a notebook to help explore the dataframe produced for the algo client.
2012-03-15 17:38:22 -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
d77a9fe296
Merge pull request #12 from quantopian/algohost
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merging after surviving another @sdiehl PR gauntlet
2012-03-14 12:53:21 -07:00
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
fafbc7d3c1
Merge branch 'dataflow' of github.com:quantopian/zipline into dataflow
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Conflicts:
zipline/protocol.py
2012-03-14 11:51:39 -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
aba06d40e9
Added zmq debug console for great good.
2012-03-13 11:03:37 -04:00
72f771d86c
Merge branch 'algohost', remote-tracking branch 'origin' into dataflow
2012-03-13 11:03:08 -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
b44ca63557
refactoring orders to discard placeholder messages.
2012-03-09 01:07:01 -05:00
b69ea6b790
refactoring performance to be a plain class, not a component.
2012-03-08 19:21:28 -05:00
4df88d5a50
Move protocol data structures.
2012-03-08 18:07:43 -05:00
f4bc73b738
updates for algo proxy.
2012-03-08 17:37:15 -05:00
cdb383d999
Backtest protocol, ala Bredeche.
2012-03-08 17:18:29 -05:00
3c0abbf946
Merge pull request #11 from quantopian/portfolio
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Portfolio
2012-03-07 15:26:05 -08:00
2ba7d526a6
changes net of code review with @sdiehl
2012-03-07 18:22:55 -05:00
fe8a470167
Merge branch 'master' into portfolio
2012-03-07 17:28:45 -05:00
89525cfb7b
passing basic test for calculating portfolio positions over time.
2012-03-07 17:26:14 -05:00
3c7299b769
added a new client component that calculates positions, performance, and risk.
2012-03-07 15:39:53 -05:00
31cd993442
Merge pull request #10 from quantopian/threadsafety
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Threadsafety
2012-03-07 10:47:05 -08:00
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
d648899d5f
removed daemon, because it was only used for dataloader, which was removed earlier.
2012-03-07 01:47:26 -05:00
7183ec984f
fixed tests to work without db.
2012-03-07 01:46:56 -05:00
b3b7e3ec38
removed mongo related code from zipline, replaced with data files.
2012-03-07 01:46:05 -05:00
c6e0069726
still working on coverage report parameters
2012-03-06 16:59:05 -05:00
fawce