Commit Graph

43 Commits

Author SHA1 Message Date
Eddie Hebert 04642c0077 Removes leased sockets from unit test.
The leased sockets were from a previous architecture.
2012-10-25 10:37:58 -04:00
Eddie Hebert 7904773d00 Updates flake8 to latest.
The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0

The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.

Currently using these ignores in the config file:

```
[pep8]
ignore = E124,E125,E126
```

Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.

Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -04:00
Eddie Hebert 23076ae7f1 Allows for collapsed orders by changing the current order filter.
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 c510cab915 Removes unit test exercising expiring orders.
We have removed expiring orders, so this tests behavior that currently
doesn't exist.
2012-10-10 16:19:06 -04:00
fawce 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
Eddie Hebert bbf2317c57 Saving point for adding license files. 2012-10-08 17:32:40 -04:00
Eddie Hebert 77af1ca632 Applies PEP-8 and pyflakes style to tests and zipline.
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 259498dad2 Removes unused modules. 2012-10-03 10:59:04 -04:00
fawce 1caefbff43 tests are passing for independent commission model 2012-09-28 23:12:41 -04:00
fawce 1267f66dbe removed old refs 2012-09-14 19:42:55 -04:00
fawce 57a1834c5a refactored so that slippage is implemented as pluggable classes. 2012-09-13 21:22:01 -04:00
fawce 50de0f5e39 support of qexec refactoring 2012-09-12 00:30:37 -04:00
fawce b046518c45 tests passing with new lines.py. Still some zmq references left. 2012-09-08 22:44:22 -04:00
Eddie Hebert 06742e27a1 Removes unused import. 2012-08-24 23:36:04 -04:00
Jonathan Kamens a2376cb87a test_finance.py no longer needs drain_zipline 2012-08-21 16:16:35 -04:00
scottsanderson a68a48b62e removed deprecated test and refactored tradesimulation time compression logic 2012-08-18 17:07:20 -04:00
fawce aeb50da170 fixes for unit tests, back to 50/51 passing. 2012-08-07 14:42:43 -04:00
fawce 80f2acc674 test fixes 2012-07-27 23:33:43 -04:00
fawce 83da8d2310 fixed logging for tests 2012-07-26 18:45:42 -04:00
fawce abf9c8efa5 exception handling code revised. gevent, pypy, and threadsim vestiges removed.
devel flag removed.
2012-07-26 16:22:13 -04:00
fawce c02d15016a added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method. 2012-07-24 23:43:40 -04:00
fawce d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. 2012-07-24 17:43:49 -04:00
fawce ad10f2aa85 fixed up tests to abandon thread simulator. 2012-07-24 16:43:02 -04:00
fawce d0e987a8e8 tests passing using the process simulator. 2012-07-24 14:00:33 -04:00
fawce fc1882daaa enabled logging with a logbook zmq logger from within the algorithm. 2012-07-22 07:33:42 -04:00
Stephen Diehl 9cbcf424b4 Update tests. 2012-07-05 15:14:55 -04:00
Stephen Diehl bcd1ccae4d Restore passing test_performance. 2012-07-03 13:27:01 -04:00
fawce 5f878300a0 switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources. 2012-07-03 12:11:22 -04:00
fawce 31e0e8208c switching to use push/pull for traffic btw merge and client 2012-07-03 11:37:58 -04:00
Stephen Diehl 3b0a591758 Backport logging setup for test_finance 2012-07-03 10:55:32 -04:00
fawce 433170df9b removed old order protocol cruft. 2012-05-28 21:39:54 -04:00
fawce cc188a9d6e bumped timeouts for jenkins, took trace out of log test 2012-05-21 11:35:29 -04:00
fawce ba2783081c switched SID to sid 2012-05-18 21:46:42 -04:00
Stephen Diehl 8d864462ff Fix DataSource id/get_id mixup. 2012-05-16 16:19:08 -04:00
fawce 93cc4bc172 fixed imports in optimize factory and tests. also added skip annotations, because jenkins will never run them successfully. 2012-05-16 12:17:13 -04:00
Stephen Diehl 1b46a0d5d3 Move simulator to core. 2012-05-14 14:05:41 -04:00
Stephen Diehl d399edd419 Fix ndict woes. 2012-05-14 13:49:45 -04:00
Stephen Diehl e04415e63f Remove all namedicts. 2012-05-14 11:35:43 -04:00
Stephen Diehl 73557b907f Rework imports on tests. 2012-05-14 11:17:56 -04:00
Stephen Diehl b13f5a82e0 Removed all references to messaging.py 2012-05-14 11:03:46 -04:00
Stephen Diehl 8b95aebcf2 Refactor lots of things. 2012-05-14 10:57:40 -04:00
Stephen Diehl 133d9c03af One test passing, progress! 2012-05-10 16:38:04 -04:00
Stephen Diehl 62ec591d90 Moved the test folder. 2012-05-09 13:34:13 -04:00