799a357d98
Changes test factory to use Event instead of ndict.
...
As more sources are moving off of ndict,
changing the factory to use Event, so that when testing we are
exercising use of Event.
2013-01-06 17:13:07 -05:00
d1784b26c3
Adds an init to protocol.Event to enable setting of initial values.
...
So that an Event can use an initial dict to set all values,
instead of needing to set initial values one by one.
i.e. enables:
```
foo = Event({'bar': 1, 'baz': 2})
```
in favor of:
```
foo = Event()
foo.bar = 1
foo.baz = 2
```
2013-01-02 14:58:12 -05:00
8f6ff20e6a
Adds a __repr__ method for Event.
2012-12-21 17:07:56 -05:00
f54881cd08
Changes tests from using an ndict for trades to an Event object.
...
When run over large amounts of data the use of ndict's gets and sets
become a large bottleneck, around 1/5th of the CPU time is spent
in ndict's __setattr__, __getattr__, etc.
By switching to an object for an event,
we reduce the penalty significantly.
Removes asserts that check for event being an ndict, as well as those
that assume a certain behavior of the __contains__ method for events.
2012-12-21 14:31:40 -05:00
95ce2d90cf
Removes unused constant and redirection of imports.
...
Removes TRANSFORM_TYPE from protocol, since it is unused.
Also, removes use of ndict as a member of protocol, since it's
import there was for the TRANSFORM_TYPE. Changed to
utils.protocol_utils instead.
2012-10-15 22:57:06 -04:00
25ce71651f
Removes unused namelookup function.
...
Cutting out function whose only use was an unused constant.
2012-10-15 14:02:26 -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
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
b5054293da
change protocol to match new datasources
2012-08-14 12:24:57 -04:00
4bfbaa8c26
minor protocol change
2012-08-10 01:18:55 -04:00
7bb4e754b0
added logs
2012-08-09 16:21:49 -04:00
aec76868f9
exception handling
2012-08-08 21:40:33 -04:00
35e0433a6e
added LOG as valid prefix.
2012-08-08 00:46:19 -04:00
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
3e577c56c5
really really really think this should build on jenkins
2012-07-30 18:43:10 -04:00
f1f2fadf81
patched regex to work on jenkins
2012-07-30 18:23:17 -04:00
7d4bfb023e
keying the shorted stack trace path on zipline, rather than zipline_repo
2012-07-30 18:02:12 -04:00
0cb7618b98
exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename.
2012-07-29 20:30:10 -04:00
c72f18f77f
Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
2012-07-27 17:15:05 -04:00
f79a2fadfc
cancellation tweaks.
2012-07-27 17:06:45 -04:00
f0cb4eaaed
movingaverage implemented as transform
2012-07-27 17:06:07 -04:00
4ff943eb34
added generator-style transforms
2012-07-27 15:04:41 -04:00
aea81e530e
minor fix
2012-07-26 19:56:48 -04:00
8674b46892
Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
2012-07-26 18:49:38 -04:00
97e4ba050a
generator ds and feed, various generator utils
2012-07-26 18:48:51 -04:00
40980f7de8
added time to exception report
2012-07-26 18:45:54 -04:00
96d32fbc86
mongo datasource as generator
2012-07-25 20:01:00 -04:00
dd8c84b0db
added stack trace to exception message, wrapped it in BT UPDATE FRAME
2012-07-25 14:40:14 -04:00
fb2b0c3be5
responses to sdiehl code review
2012-07-18 17:20:31 -04:00
6415f59398
changing protocol remove e/p dictionary
2012-07-17 17:43:02 -04:00
1262dcdef1
logging converted to share socket with performance
2012-07-17 11:04:32 -04:00
cd998d622c
fixed logging bugs, added a DONE signal for logging.
2012-07-17 11:04:32 -04:00
237ea825ac
Merge branch 'threaded_monitor' into scott1
...
Conflicts:
zipline/core/monitor.py
zipline/lines.py
2012-07-06 14:11:40 -04:00
c07a08f9ae
Backport updated protocol.
2012-07-03 11:04:50 -04:00
5a7fa6d893
bugfixes to logging setup
2012-07-02 05:36:48 -04:00
87a5e442c0
bug fixes to LOG_FRAME
2012-07-01 20:29:55 -04:00
4c40a3d55c
all manner of changes to support logging
2012-06-28 16:28:10 -04:00
b8d0a8e4e0
cleanup
2012-05-28 22:13:43 -04:00
433170df9b
removed old order protocol cruft.
2012-05-28 21:39:54 -04:00
069dbd1afe
removed protocol cruft from transaction transform days.
2012-05-28 21:32:23 -04:00
3ad1f250e6
Cleaned up OOP, first round.
2012-05-16 14:33:16 -04:00
386977a1b7
remove pdb
2012-05-14 12:01:15 -04:00
72fb11ce0f
removed namedict for good
2012-05-14 11:57:23 -04:00
a88f63053a
Cleaned whitespace in protocol.py
2012-05-14 11:38:47 -04:00
e04415e63f
Remove all namedicts.
2012-05-14 11:35:43 -04:00
00de461da8
Made more submodules.
2012-05-10 15:46:19 -04:00
Eddie Hebert