 Stephen Diehl
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bcd1ccae4d
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Restore passing test_performance.
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2012-07-03 13:27:01 -04:00 |
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fawce
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e4730917a2
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hanging chad - forgot to remove the source_id references.
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2012-07-03 12:19:53 -04:00 |
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fawce
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d3a28311a5
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Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor
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2012-07-03 12:14:17 -04:00 |
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fawce
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5f878300a0
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switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources.
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2012-07-03 12:11:22 -04:00 |
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Stephen Diehl
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04b5923d8a
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Backport removal of sync_ack
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2012-07-03 11:55:31 -04:00 |
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fawce
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80157153e3
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Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor
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2012-07-03 11:38:21 -04:00 |
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fawce
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31e0e8208c
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switching to use push/pull for traffic btw merge and client
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2012-07-03 11:37:58 -04:00 |
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Stephen Diehl
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6ad6b4dbc7
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Reformat logging statements in base component.
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2012-07-03 11:19:58 -04:00 |
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Stephen Diehl
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b19d2d856f
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Selectively backport portions of new component.py
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2012-07-03 11:05:01 -04:00 |
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Stephen Diehl
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c07a08f9ae
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Backport updated protocol.
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2012-07-03 11:04:50 -04:00 |
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Stephen Diehl
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0480ea4c39
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Backport setup_topology for lines.py
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2012-07-03 10:48:06 -04:00 |
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Stephen Diehl
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a747399bbe
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Backport ComponentHost logic.
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2012-07-03 10:39:25 -04:00 |
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Stephen Diehl
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3c5cb2a451
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Restore new monitor system and test suite.
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2012-07-03 08:35:16 -04:00 |
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Stephen Diehl
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6dbbcfaf66
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Replay selective fsm2 changes to new branch.
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2012-07-03 07:20:58 -04:00 |
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fawce
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e5de6d382c
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Merge branch 'master' of github.com:quantopian/zipline
Conflicts:
zipline/lines.py
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2012-06-21 22:10:06 -04:00 |
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fawce
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2a8e19b22f
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name change for positions_value
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2012-06-21 22:08:25 -04:00 |
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Stephen Diehl
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1e2bcb0ed9
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Clean shutdown check is_success check.
Conflicts:
zipline/lines.py
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2012-06-20 09:32:52 -04:00 |
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fawce
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a82d3852bd
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added the is_success property to the SimulatedTrading class
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2012-06-19 20:43:46 -04:00 |
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fawce
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89e52c6758
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better filter for nan check
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2012-06-19 20:03:37 -04:00 |
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fawce
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e1db77fb64
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fixed comprehension
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2012-06-19 17:06:40 -04:00 |
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fawce
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5d97469a24
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added a filter for nan values in risk data relay
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2012-06-19 15:52:47 -04:00 |
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fawce
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ba05335b2c
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logging every update was spamming the console during unit tests...
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2012-06-18 19:11:13 -04:00 |
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fawce
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7044040722
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removed logging of zero volume orders.
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2012-06-18 19:02:14 -04:00 |
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Stephen Diehl
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9c9cddb2e8
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Tidy up logging statements.
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2012-06-13 16:21:43 -04:00 |
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Stephen Diehl
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61ee2420eb
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Removed dummy print statement.
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2012-06-12 13:31:48 -04:00 |
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Stephen Diehl
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06e6207020
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Update logging system
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2012-06-12 07:11:52 -04:00 |
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Stephen Diehl
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2d85ec4d95
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Update performance tracker ot use Logbook
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2012-06-11 13:54:00 -04:00 |
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Stephen Diehl
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aac8e92b06
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Logbook for component state tracking.
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2012-06-11 13:40:54 -04:00 |
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Stephen Diehl
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270e067426
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FSM actions for Feed and Merge.
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2012-06-11 13:10:05 -04:00 |
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Stephen Diehl
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fefca77fe2
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FSM for Feed
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2012-06-11 09:26:48 -04:00 |
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fawce
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0dea9c5ecb
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finished comment
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2012-06-07 17:58:30 -04:00 |
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fawce
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6a8654342a
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added an as_portfolio method to the PerformancePeriod.
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2012-06-07 17:40:26 -04:00 |
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fawce
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6d8a786214
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updated performance to be trade by trade.
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2012-06-07 13:53:45 -04:00 |
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fawce
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ba9374e6e9
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Merge pull request #64 from quantopian/master
bringing fawce_alpha1 up to speed
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2012-06-06 16:24:10 -07:00 |
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fawce
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036f9e93a7
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fixed a type-o in the documentation.
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2012-05-31 23:15:53 -04:00 |
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fawce
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a4ea3e3343
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marked a todo for a calculation bug
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2012-05-30 23:55:25 -04:00 |
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Thomas Wiecki
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a69938a4b2
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Merge branch 'master' of github.com:quantopian/zipline into optimize_qexec
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2012-05-30 10:15:48 -04:00 |
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Thomas Wiecki
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da827c18b4
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Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions.
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2012-05-30 10:15:35 -04:00 |
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jbredeche
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46ca4531f6
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Merge pull request #59 from quantopian/fawce_alpha1
added a created date to the risk report.
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2012-05-29 18:26:22 -07:00 |
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fawce
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ef763f28d0
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added a created date to the risk report.
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2012-05-29 21:20:16 -04:00 |
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Thomas Wiecki
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45409132b2
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Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest.
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2012-05-29 14:37:43 -04:00 |
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fawce
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edd119ba90
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Merge pull request #53 from quantopian/cheetah
Process simulator
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2012-05-29 07:30:23 -07:00 |
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Stephen Diehl
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736bbe51af
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Misc changes.
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2012-05-29 00:38:23 -04:00 |
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jbredeche
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461f5645f6
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Merge pull request #56 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-28 21:13:00 -07:00 |
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fawce
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b8d0a8e4e0
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cleanup
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2012-05-28 22:13:43 -04:00 |
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fawce
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433170df9b
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removed old order protocol cruft.
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2012-05-28 21:39:54 -04:00 |
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fawce
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069dbd1afe
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removed protocol cruft from transaction transform days.
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2012-05-28 21:32:23 -04:00 |
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Stephen Diehl
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640076ee7b
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Merge pull request #55 from quantopian/fawce_alpha1
Fawce alpha1
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2012-05-28 13:09:10 -07:00 |
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fawce
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13ccf169f1
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encoding epoch as an int, rather than float.
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2012-05-28 16:06:41 -04:00 |
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fawce
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23fb5fa083
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cleanup
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2012-05-28 15:25:44 -04:00 |
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