Thomas Wiecki
ae1644fe35
Added yahoo finance loader.
2012-10-22 09:28:56 -04:00
Thomas Wiecki and Eddie Hebert
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
Eddie Hebert
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
Eddie Hebert
5eb4b171a9
Removes unused module.
2012-10-12 15:15:32 -04:00
Eddie Hebert
35b0bb9b26
Removes unused log_path method.
2012-10-12 15:15:07 -04:00
Eddie Hebert
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
Eddie Hebert
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
Eddie Hebert
15604134c7
Removes unused random source method.
...
Method was unused and used an unimported module.
2012-10-05 12:14:39 -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
fawce
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
Thomas Wiecki
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
Thomas Wiecki
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
Thomas Wiecki
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
Thomas Wiecki
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
Thomas Wiecki
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
fawce
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
Thomas Wiecki
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
Thomas Wiecki
3f801ef387
Debugging.
2012-08-23 17:38:48 -04:00
fawce
f819ed67ec
bugfixes
2012-08-13 17:05:14 -04:00
scottsanderson
b70e76d516
commit pre-merge
2012-08-08 11:21:26 -04:00
fawce
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
fawce
06dc6f7acb
beginning refactor to use single threaded simulator.
2012-08-06 13:11:20 -04:00
scottsanderson
4768bea646
more progress on tsc
2012-08-01 18:53:09 -04:00
scottsanderson
3621934a28
better variable names and PreTransformLayer
2012-07-28 18:24:57 -04:00
scottsanderson
cef36c172d
commit for fawce
2012-07-27 19:40:42 -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
46ef2e136d
path hacking for logging.cfg
2012-05-21 16:21:29 -04:00
Stephen Diehl
c68cd849c5
Update factory location finder.
2012-05-18 11:54:11 -04:00
Stephen Diehl
244f787176
Cleaned up OOP on transforms.
2012-05-16 16:55:26 -04:00
Thomas Wiecki
e26638058c
Reverted path independence code in factory.py. Not sure how to fix with new path structure.
2012-05-15 17:37:27 -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
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
00de461da8
Made more submodules.
2012-05-10 15:46:19 -04:00
Thomas Wiecki