57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
a68a48b62e
removed deprecated test and refactored tradesimulation time compression logic
2012-08-18 17:07:20 -04:00
1659cfff45
fixed bessel correction in stddev
2012-08-15 16:16:36 -04:00
404e69a4b3
Merge branch 'master' into stddev_transform
2012-08-15 12:26:25 -04:00
c4cb7d41f2
added tests for stddev
2012-08-15 12:15:41 -04:00
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
33050157f9
skipping the multiproc tests.
2012-08-08 23:07:12 -04:00
853c2ea61e
goodbye old components.
2012-08-08 22:51:37 -04:00
e5b7c69a68
simplified to be more flexible
2012-08-08 21:48:16 -04:00
c64175e2e5
added tests for exception messages in datasources and transforms
2012-08-08 18:44:45 -04:00
0267bc5073
removed traces
2012-08-08 15:32:54 -04:00
0d34de3b46
fix tracebacks
2012-08-08 15:23:20 -04:00
a0db79428d
fixed dt to datetime alias logic-O
2012-08-08 15:06:24 -04:00
b70e76d516
commit pre-merge
2012-08-08 11:21:26 -04:00
d2809946bf
updated exception test tracebacks
2012-08-08 09:20:35 -04:00
52365f9c87
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 22:28:41 -04:00
1e5191b60c
needed to join on monitor process, fixed.
2012-08-07 22:26:16 -04:00
0489bc4216
tests for eventwindow
2012-08-07 21:46:56 -04:00
d2d9ef1359
removed a few debug calls
2012-08-07 17:55:27 -04:00
8ab12cc8f8
tests for returns
2012-08-07 17:48:35 -04:00
23a62a942a
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
tests/test_transforms.py
zipline/finance/returns.py
2012-08-07 17:08:08 -04:00
1d9da39fbb
new-style returns
2012-08-07 16:54:55 -04:00
acc88793ad
patching test to match new MovingAverage init.
2012-08-07 15:46:56 -04:00
a8276e15c7
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
tests/test_transforms.py
2012-08-07 15:42:33 -04:00
1f0e760856
finish eventwindow ABS, and speedups for tradingcalendar
2012-08-07 14:50:09 -04:00
aeb50da170
fixes for unit tests, back to 50/51 passing.
2012-08-07 14:42:43 -04:00
804bcb4e0c
exceptions tests passing
2012-08-07 13:16:42 -04:00
5aba8bfc28
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
2012-08-07 11:15:37 -04:00
3f4d772e4c
first draft of lines returning new SimulatedTrading object.
2012-08-07 11:15:14 -04:00
ed206de84a
abstract eventwindow and trading calendar utility
2012-08-07 10:32:10 -04:00
4655e643a4
api changes and refactor of sorting tests
2012-08-06 11:05:25 -04:00
b67cbb2aab
updated tests to compare with/without processes
2012-08-04 15:26:48 -04:00
4a582e8952
modified zmq_gen method to yield None when there is no waiting message. This prevents blocking in the next() method of a component. But it requires generators wrapping the component to handle None.
...
Also modified component's receiver creation to be triggered on the first call to next, rather than iter.
This change means that the zmq context and socket for the component's receiver should always be created in
the same process as the consumer of the generator. Chaining together component wrapped generators will
result in the send process of the last component actually instantiating the receive socket of the prior component.
In this way, the components are actually communicating directly via zmq.
Component's send method now calls the wait_ready(), which waits for the monitor's GO message, inside
the generator loop. This guarantees that the generator's next method is called before the send loop blocks
on the monitor. As a result, components will call __init__ and next() without blocking, mimicking the
behavior of plain generators.
2012-08-04 12:58:07 -04:00
f3c81d6731
dropped an extraneous sleep in the test
2012-08-03 23:00:45 -04:00
479ad502f6
addressing race condition between loop_send exit and DONE message delivery.
2012-08-03 01:05:53 -04:00
f166626ea8
multiple sources, each as component, feeding sort.
2012-08-02 22:51:17 -04:00
111681aacf
Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order
...
Conflicts:
zipline/gens/composites.py
2012-08-02 18:11:35 -04:00
c2b4689668
intersticial to merge with scott
2012-08-02 18:02:43 -04:00
cfc49d3ccc
using classes instead of pure generators in component
2012-08-02 16:20:15 -04:00
12c7cd3b41
removed extraneous imports to remove circularity
2012-08-02 15:40:26 -04:00
d141422ada
component is self-contained!
2012-08-02 14:45:13 -04:00
dd1056bf30
generator backed component, and a starter test for a source.
2012-08-01 23:41:44 -04:00
318065125f
refactored component to use a generator
2012-08-01 21:43:15 -04:00
6de01a1c6e
added support for any component to relay exceptions through monitor.
2012-08-01 14:56:17 -04:00
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
ef1ca0388d
moved mongods out
2012-07-30 17:53:58 -04:00
2653353bc7
file moves and style changes in sorted/merged layers
2012-07-30 17:28:08 -04:00
9deaefe6e6
fixes for tests
2012-07-30 13:52:38 -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
scottsanderson