95ce2d90cf
Removes unused constant and redirection of imports.
...
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
25ce71651f
Removes unused namelookup function.
...
Cutting out function whose only use was an unused constant.
2012-10-15 14:02:26 -04:00
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
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
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
b5054293da
change protocol to match new datasources
2012-08-14 12:24:57 -04:00
4bfbaa8c26
minor protocol change
2012-08-10 01:18:55 -04:00
7bb4e754b0
added logs
2012-08-09 16:21:49 -04:00
aec76868f9
exception handling
2012-08-08 21:40:33 -04:00
35e0433a6e
added LOG as valid prefix.
2012-08-08 00:46:19 -04:00
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
3e577c56c5
really really really think this should build on jenkins
2012-07-30 18:43:10 -04:00
f1f2fadf81
patched regex to work on jenkins
2012-07-30 18:23:17 -04:00
7d4bfb023e
keying the shorted stack trace path on zipline, rather than zipline_repo
2012-07-30 18:02:12 -04:00
0cb7618b98
exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename.
2012-07-29 20:30:10 -04:00
c72f18f77f
Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
2012-07-27 17:15:05 -04:00
f79a2fadfc
cancellation tweaks.
2012-07-27 17:06:45 -04:00
f0cb4eaaed
movingaverage implemented as transform
2012-07-27 17:06:07 -04:00
4ff943eb34
added generator-style transforms
2012-07-27 15:04:41 -04:00
aea81e530e
minor fix
2012-07-26 19:56:48 -04:00
8674b46892
Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
2012-07-26 18:49:38 -04:00
97e4ba050a
generator ds and feed, various generator utils
2012-07-26 18:48:51 -04:00
40980f7de8
added time to exception report
2012-07-26 18:45:54 -04:00
96d32fbc86
mongo datasource as generator
2012-07-25 20:01:00 -04:00
dd8c84b0db
added stack trace to exception message, wrapped it in BT UPDATE FRAME
2012-07-25 14:40:14 -04:00
fb2b0c3be5
responses to sdiehl code review
2012-07-18 17:20:31 -04:00
6415f59398
changing protocol remove e/p dictionary
2012-07-17 17:43:02 -04:00
1262dcdef1
logging converted to share socket with performance
2012-07-17 11:04:32 -04:00
cd998d622c
fixed logging bugs, added a DONE signal for logging.
2012-07-17 11:04:32 -04:00
237ea825ac
Merge branch 'threaded_monitor' into scott1
...
Conflicts:
zipline/core/monitor.py
zipline/lines.py
2012-07-06 14:11:40 -04:00
c07a08f9ae
Backport updated protocol.
2012-07-03 11:04:50 -04:00
5a7fa6d893
bugfixes to logging setup
2012-07-02 05:36:48 -04:00
87a5e442c0
bug fixes to LOG_FRAME
2012-07-01 20:29:55 -04:00
4c40a3d55c
all manner of changes to support logging
2012-06-28 16:28:10 -04:00
b8d0a8e4e0
cleanup
2012-05-28 22:13:43 -04:00
433170df9b
removed old order protocol cruft.
2012-05-28 21:39:54 -04:00
069dbd1afe
removed protocol cruft from transaction transform days.
2012-05-28 21:32:23 -04:00
3ad1f250e6
Cleaned up OOP, first round.
2012-05-16 14:33:16 -04:00
386977a1b7
remove pdb
2012-05-14 12:01:15 -04:00
72fb11ce0f
removed namedict for good
2012-05-14 11:57:23 -04:00
a88f63053a
Cleaned whitespace in protocol.py
2012-05-14 11:38:47 -04:00
e04415e63f
Remove all namedicts.
2012-05-14 11:35:43 -04:00
00de461da8
Made more submodules.
2012-05-10 15:46:19 -04:00
0bf425a8dc
initial work on new protocol
2012-04-25 19:52:14 -04:00
54d3579ceb
added boolean to results for exceeding max losses in a single simulated day.
2012-04-23 15:10:44 -04:00
bab0e2bd19
made distinction between cumulative behavior and daily behavior a bit more clear.
2012-04-20 15:08:39 -04:00
08a5bd5a0d
re-arranged fields so that history includes daily snapshots for cumulative measures.
2012-04-19 23:27:35 -04:00
Eddie Hebert