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