Eddie Hebert
b1ed4c6d8c
Removes unused sum_true method.
2012-10-16 21:48:38 -04:00
Eddie Hebert
ae41a94c8f
flake8 cleanup to protocol_utils
2012-10-16 16:35:23 -04:00
Eddie Hebert
9545c2672f
Removes unused trading day rules in date_utils.
...
This logic is now captured in trading calendar.
2012-10-16 16:31:13 -04:00
Eddie Hebert
3395d3ad3b
Removes unused date_to_datetime in zipline.
2012-10-16 15:20:22 -04:00
Eddie Hebert
1843447552
Removes unused utcdatetime class from date_utils.
2012-10-16 15:18:01 -04:00
Eddie Hebert
077fc38806
Removes unused d_tuple from date_utils.
2012-10-16 15:16:36 -04:00
fawce
c008a957df
added a __contains__ method that looks for a special property _ndict_contains__ (must be a function)
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when present, the in operator behavior will be determined by the return of the special property.
2012-10-16 12:59:22 -04:00
Eddie Hebert
16aa63ac6e
Changes import to use tuple-like syntax.
2012-10-15 23:32:55 -04:00
Eddie Hebert
0608d53b16
Changes import of ndict in optimize to avoid threading through protocol.
2012-10-15 23:29:47 -04:00
Eddie Hebert
95ce2d90cf
Removes unused constant and redirection of imports.
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Removes TRANSFORM_TYPE from protocol, since it is unused.
Also, removes use of ndict as a member of protocol, since it's
import there was for the TRANSFORM_TYPE. Changed to
utils.protocol_utils instead.
2012-10-15 22:57:06 -04:00
Eddie Hebert
3456a583d0
Adds missing license header to protocol_utils module.
2012-10-15 16:53:44 -04:00
Eddie Hebert
d80099db80
Removes log_utils module.
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The log_utils module is not needed to run zipline core.
2012-10-15 16:24:00 -04:00
Eddie Hebert
56b23c46ef
Removes unused timeout module.
2012-10-15 15:29:00 -04:00
Eddie Hebert
b23ca3f442
Removes unused gens.merge module.
2012-10-15 15:11:11 -04:00
Eddie Hebert
44d614591d
Removes non-zipline specific delayed_signals module.
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The delayed_signals module isn't actually necessary for the
running of zipline, so removing to reduce the surface area.
2012-10-15 14:16:50 -04:00
Eddie Hebert
25ce71651f
Removes unused namelookup function.
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Cutting out function whose only use was an unused constant.
2012-10-15 14:02:26 -04:00
Eddie Hebert
557f93f1e6
Removes unused FrameExceptionFactory.
2012-10-15 13:43:25 -04:00
Eddie Hebert
78bc364c45
Imports submodules of zipline on import of top-level module.
2012-10-12 17:03:34 -04:00
Eddie Hebert
5eb4b171a9
Removes unused module.
2012-10-12 15:15:32 -04:00
Eddie Hebert
35b0bb9b26
Removes unused log_path method.
2012-10-12 15:15:07 -04:00
Eddie Hebert
0c96915404
Removes requirement of existence /var/log/zipline.log
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Instead log to test.log in working directory when running tests.
Also, removes config file for logging module, that is no longer
used since we are now using LogBook.
2012-10-12 11:27:42 -04:00
Eddie Hebert
23076ae7f1
Allows for collapsed orders by changing the current order filter.
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Changes our filter so that instead of just checking for the current
day, we ensure that orders are before or on the current event time.
This adds a delay, (defaulting to one minute), to the order so that we
avoid filling an order exactly when it is placed.
2012-10-11 13:42:53 -04:00
Eddie Hebert
5e87e174f0
Changes name of filled order variable.
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So that we don't replace the orders variable with the list comp.
No functional change, but easier to compare the original and the
results of the list comp when debugging.
2012-10-10 16:19:07 -04:00
Eddie Hebert
9fef466323
Uses min function in place of taking the minimum with an if statement.
2012-10-10 16:19:06 -04:00
Eddie Hebert
69a4e542ea
Filters out orders in the future.
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Enforcing filling open orders that exist on or before the current event.
2012-10-10 16:19:06 -04:00
Eddie Hebert
a220bc4e8f
Removes expiration from orders.
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Expiration is something that way may want to have in the future,
but this current is implementation is dropping orders that
aren't meant to be expired. So removing expiration, so that all
expected orders are executed.
2012-10-10 16:18:46 -04:00
Eddie Hebert
29a87ef7a2
Normalizes indentation before editing.
2012-10-10 16:11:27 -04:00
Eddie Hebert
98f063464e
Adds extra constraint of year to check for day inequality.
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The .day member of datetime only gives the number of the day of the
year, which is insufficient when checking for < than.
However in this use, we may just want to check for an 'not equals'
2012-10-10 16:11:16 -04:00
Eddie Hebert
0f819474e0
Normalizes indentation to 4 spaces.
2012-10-10 16:11:03 -04:00
Eddie Hebert
ca78b1b9e1
Makes ordering of transaction parameters consistent.
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The order of open_orders and event were inconsistent across
invocations. Standardizing on one order.
2012-10-10 16:10:52 -04:00
fawce and Eddie Hebert
e11b35f149
added messages file...
2012-10-10 16:10:30 -04:00
fawce and Eddie Hebert
96fed05fc0
support for test fixes in qexec
2012-10-10 16:09:40 -04:00
fawce and Eddie Hebert
815c9f2cf6
providing default behavior for positions dictionary. non-existent positions are
...
returned as zero size/value positions.
2012-10-10 16:08:14 -04:00
fawce and Eddie Hebert
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -04:00
fawce and Eddie Hebert
e3f750014e
__missing__ needs to put the value into the dictionary
2012-10-10 16:06:55 -04:00
Eddie Hebert
5650a99fe1
Removes now unused lines.py
2012-10-10 16:06:35 -04:00
fawce and Eddie Hebert
16b0d71506
refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.
2012-10-10 16:06:32 -04:00
fawce and Eddie Hebert
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
Eddie Hebert
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
Eddie Hebert
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
Eddie Hebert
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
fawce
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
Eddie Hebert
15604134c7
Removes unused random source method.
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Method was unused and used an unimported module.
2012-10-05 12:14:39 -04:00
Eddie Hebert
77af1ca632
Applies PEP-8 and pyflakes style to tests and zipline.
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Mostly whitespace, line width and other spacing changes.
Also, removes use of deprecated has_key in favor of `in`
Going forward new patches should pass running `flake8` before
submission.
2012-10-05 12:14:09 -04:00
Eddie Hebert
3f2f16dba2
Removes unused import.
2012-10-03 12:02:46 -04:00
Eddie Hebert
2c380e5abc
Removes unused imports.
2012-10-03 12:01:25 -04:00
Eddie Hebert
891a283c39
Whitespace tweaking. PEP-8 conventions.
2012-10-03 11:53:36 -04:00
Eddie Hebert
64363fae31
Applies pep8 and pyflakes recommendations.
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White space tweaking.
2012-10-03 11:40:14 -04:00
Eddie Hebert
aa24701c30
Removes 'core' submodule.
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The last use of AddressAllocator has been removed.
(since zipline no longer uses zmq)
Also removes unused command line harness.
2012-10-03 10:50:53 -04:00
fawce
9f8fd52b7d
fixed bug where commission ignored order direction
2012-10-01 21:46:48 -04:00
Eddie Hebert