ae1644fe35
Added yahoo finance loader.
2012-10-22 09:28:56 -04:00
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
0ab136f1c8
Adds a loader for market data when it doesn't exist locally.
...
Hopefully, this helps ease ramp up time for developing against
market data, without us distributing the data.
We do a check for the data when attempting to read the msgpack
files, if they don't exist the loader makes a web request and
retrieves and serializes the data for the user.
Provides a loader for:
- curves from data.treasury.gov
- benchmarks from Yahoo! Finance
Adds dependency of requests library in dev requirements.
2012-10-19 11:19:14 -04:00
ae41a94c8f
flake8 cleanup to protocol_utils
2012-10-16 16:35:23 -04:00
9545c2672f
Removes unused trading day rules in date_utils.
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This logic is now captured in trading calendar.
2012-10-16 16:31:13 -04:00
3395d3ad3b
Removes unused date_to_datetime in zipline.
2012-10-16 15:20:22 -04:00
1843447552
Removes unused utcdatetime class from date_utils.
2012-10-16 15:18:01 -04:00
077fc38806
Removes unused d_tuple from date_utils.
2012-10-16 15:16:36 -04:00
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
3456a583d0
Adds missing license header to protocol_utils module.
2012-10-15 16:53:44 -04:00
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
56b23c46ef
Removes unused timeout module.
2012-10-15 15:29:00 -04:00
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
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
557f93f1e6
Removes unused FrameExceptionFactory.
2012-10-15 13:43:25 -04:00
5eb4b171a9
Removes unused module.
2012-10-12 15:15:32 -04:00
35b0bb9b26
Removes unused log_path method.
2012-10-12 15:15:07 -04:00
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
815c9f2cf6
providing default behavior for positions dictionary. non-existent positions are
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returned as zero size/value positions.
2012-10-10 16:08:14 -04:00
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -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
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
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
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
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
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -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
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
c45c44b5c8
fixes per code review
2012-09-12 13:29:05 -04:00
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
96e5801cf8
removed zmq from requirements files.
2012-09-08 23:24:53 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
c2d2305a8b
removed log_utils, since it exists to create the zmq logbook handler.
2012-09-08 22:46:52 -04:00
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
81ea337ae6
Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
2012-09-07 10:28:36 -04:00
a4b19f66cb
Removes unused, deprecated logger module.
2012-09-05 16:36:27 -04:00
d90c531679
Removes core.monitor module.
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The Monitor class that it provided was an artifact of a version
that depended on ZeroMQ as a communication layer instead of the
current generator bassed model.
Also, removes tests that were exercising the Monitor.
2012-09-05 15:24:30 -04:00
72e64776b9
Applies PEP-8 recommendations to test_utils.
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Whitespace wrangling.
2012-08-25 04:10:38 -04:00
16aadc79ff
Removes unused module.
2012-08-24 09:33:56 -04:00
3f801ef387
Debugging.
2012-08-23 17:38:48 -04:00
1059f711de
Removes unused custom Exception handler.
2012-08-23 13:26:43 -04:00
27e83ba1c6
Removes module for serializing over 0MQ.
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zipline no longer serializes internally over 0ZM, so this is unneeded.
2012-08-23 13:26:43 -04:00
Thomas Wiecki