Commit Graph

571 Commits

Author SHA1 Message Date
Stephen Diehl bcd1ccae4d Restore passing test_performance. 2012-07-03 13:27:01 -04:00
fawce e4730917a2 hanging chad - forgot to remove the source_id references. 2012-07-03 12:19:53 -04:00
fawce d3a28311a5 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 12:14:17 -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
Stephen Diehl 04b5923d8a Backport removal of sync_ack 2012-07-03 11:55:31 -04:00
Stephen Diehl 1ea68eb4f3 Logging compat for test_transforms. 2012-07-03 11:39:00 -04:00
fawce 80157153e3 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor 2012-07-03 11:38:21 -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 6ad6b4dbc7 Reformat logging statements in base component. 2012-07-03 11:19:58 -04:00
Stephen Diehl b19d2d856f Selectively backport portions of new component.py 2012-07-03 11:05:01 -04:00
Stephen Diehl c07a08f9ae Backport updated protocol. 2012-07-03 11:04:50 -04:00
Stephen Diehl 3b0a591758 Backport logging setup for test_finance 2012-07-03 10:55:32 -04:00
Stephen Diehl 0480ea4c39 Backport setup_topology for lines.py 2012-07-03 10:48:06 -04:00
Stephen Diehl a747399bbe Backport ComponentHost logic. 2012-07-03 10:39:25 -04:00
Stephen Diehl 3c5cb2a451 Restore new monitor system and test suite. 2012-07-03 08:35:16 -04:00
Stephen Diehl 6dbbcfaf66 Replay selective fsm2 changes to new branch. 2012-07-03 07:20:58 -04:00
fawce e5de6d382c Merge branch 'master' of github.com:quantopian/zipline
Conflicts:
	zipline/lines.py
2012-06-21 22:10:06 -04:00
fawce 2a8e19b22f name change for positions_value 2012-06-21 22:08:25 -04:00
Stephen Diehl 1e2bcb0ed9 Clean shutdown check is_success check.
Conflicts:

	zipline/lines.py
2012-06-20 09:32:52 -04:00
fawce a82d3852bd added the is_success property to the SimulatedTrading class 2012-06-19 20:43:46 -04:00
fawce 89e52c6758 better filter for nan check 2012-06-19 20:03:37 -04:00
fawce e1db77fb64 fixed comprehension 2012-06-19 17:06:40 -04:00
fawce 539373c766 Merge pull request #68 from quantopian/fawce_alpha1
added a filter for nan values in risk data relay
2012-06-19 13:21:38 -07:00
fawce 5d97469a24 added a filter for nan values in risk data relay 2012-06-19 15:52:47 -04:00
fawce 8a056424ac Merge pull request #67 from quantopian/fawce_alpha1
removed logging of zero volume orders.
2012-06-18 16:15:28 -07:00
fawce ba05335b2c logging every update was spamming the console during unit tests... 2012-06-18 19:11:13 -04:00
fawce 7044040722 removed logging of zero volume orders. 2012-06-18 19:02:14 -04:00
Stephen Diehl 9c9cddb2e8 Tidy up logging statements. 2012-06-13 16:21:43 -04:00
Stephen Diehl 61ee2420eb Removed dummy print statement. 2012-06-12 13:31:48 -04:00
Stephen Diehl 1b2ac74dec Updated test config. 2012-06-12 07:42:35 -04:00
Stephen Diehl 20f7affc76 Added logbook to reqs. 2012-06-12 07:38:18 -04:00
Stephen Diehl 3da255c867 Merge pull request #66 from quantopian/fsm
Fsm
2012-06-12 04:35:39 -07:00
Stephen Diehl 06e6207020 Update logging system 2012-06-12 07:11:52 -04:00
Stephen Diehl 2d85ec4d95 Update performance tracker ot use Logbook 2012-06-11 13:54:00 -04:00
Stephen Diehl de9b15144a Update Thomas's tests to use logbook. 2012-06-11 13:52:02 -04:00
Stephen Diehl aac8e92b06 Logbook for component state tracking. 2012-06-11 13:40:54 -04:00
Stephen Diehl 270e067426 FSM actions for Feed and Merge. 2012-06-11 13:10:05 -04:00
Stephen Diehl fefca77fe2 FSM for Feed 2012-06-11 09:26:48 -04:00
fawce 087de66e4c Merge pull request #65 from quantopian/fawce_alpha1
portfolio object creation from PerformancePeriod
2012-06-07 14:59:48 -07:00
fawce 0dea9c5ecb finished comment 2012-06-07 17:58:30 -04:00
fawce 6a8654342a added an as_portfolio method to the PerformancePeriod. 2012-06-07 17:40:26 -04:00
fawce 6d8a786214 updated performance to be trade by trade. 2012-06-07 13:53:45 -04:00
fawce ba9374e6e9 Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
2012-06-06 16:24:10 -07:00
fawce 036f9e93a7 fixed a type-o in the documentation. 2012-05-31 23:15:53 -04:00
fawce a4ea3e3343 marked a todo for a calculation bug 2012-05-30 23:55:25 -04:00
Stephen Diehl 0791c98d31 Merge pull request #60 from quantopian/optimize_qexec
Optimization fixes and more refactoring
2012-05-30 07:42:51 -07:00
Thomas Wiecki a69938a4b2 Merge branch 'master' of github.com:quantopian/zipline into optimize_qexec 2012-05-30 10:15:48 -04:00
Thomas Wiecki da827c18b4 Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions. 2012-05-30 10:15:35 -04:00
jbredeche 46ca4531f6 Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
2012-05-29 18:26:22 -07:00
fawce ef763f28d0 added a created date to the risk report. 2012-05-29 21:20:16 -04:00