15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
96fed05fc0
support for test fixes in qexec
2012-10-10 16:09:40 -04:00
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
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
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
188a9502b0
Added passing of arguments to algorithm initialize and batch transform.
2012-09-25 11:48:37 -04:00
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
4526cde4c5
Fixed weird regression in TestAlgorithm.
2012-09-19 19:37:21 -04:00
280f122353
WIP: Lot of refactoring and bugfixing.
2012-09-17 18:35:21 -04:00
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
0bb0df525a
pluggable slippage.
2012-09-14 12:33:10 -04:00
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
51f01c0f1f
ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code.
2012-08-10 17:23:08 -04:00
e4a21e7c61
resolved conflicts
2012-08-01 11:04:35 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
80f2acc674
test fixes
2012-07-27 23:33:43 -04:00
abf9c8efa5
exception handling code revised. gevent, pypy, and threadsim vestiges removed.
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devel flag removed.
2012-07-26 16:22:13 -04:00
d0e987a8e8
tests passing using the process simulator.
2012-07-24 14:00:33 -04:00
fc1882daaa
enabled logging with a logbook zmq logger from within the algorithm.
2012-07-22 07:33:42 -04:00
f364cde3d2
added a class to throw exceptions from the algorithm
2012-07-21 09:52:06 -04:00
5a7fa6d893
bugfixes to logging setup
2012-07-02 05:36:48 -04:00
e4003cdc4c
new algorithm for testing logging
2012-07-01 20:28:49 -04:00
4c40a3d55c
all manner of changes to support logging
2012-06-28 16:28:10 -04:00
ec93bdaecd
alias for dt as datetime.
2012-05-18 23:40:38 -04:00
ba2783081c
switched SID to sid
2012-05-18 21:46:42 -04:00
d503ce465a
Merge branch 'refactor'
...
Conflicts:
zipline/finance/trading.py
zipline/lines.py
2012-05-15 14:04:05 -04:00
133d9c03af
One test passing, progress!
2012-05-10 16:38:04 -04:00
Thomas Wiecki