 fawce
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7f41a9435e
|
new tests and support for logging primitives (bugfix)
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2012-08-14 22:46:58 -04:00 |
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scottsanderson
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b5054293da
|
change protocol to match new datasources
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2012-08-14 12:24:57 -04:00 |
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scottsanderson
|
4bfbaa8c26
|
minor protocol change
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2012-08-10 01:18:55 -04:00 |
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scottsanderson
|
7bb4e754b0
|
added logs
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2012-08-09 16:21:49 -04:00 |
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|
fawce
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aec76868f9
|
exception handling
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2012-08-08 21:40:33 -04:00 |
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fawce
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35e0433a6e
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added LOG as valid prefix.
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2012-08-08 00:46:19 -04:00 |
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fawce
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aeb50da170
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fixes for unit tests, back to 50/51 passing.
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2012-08-07 14:42:43 -04:00 |
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fawce
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08cce15ef9
|
added name and message to exception message
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2012-07-31 16:02:28 -04:00 |
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|
fawce
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3e577c56c5
|
really really really think this should build on jenkins
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2012-07-30 18:43:10 -04:00 |
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fawce
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f1f2fadf81
|
patched regex to work on jenkins
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2012-07-30 18:23:17 -04:00 |
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fawce
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7d4bfb023e
|
keying the shorted stack trace path on zipline, rather than zipline_repo
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2012-07-30 18:02:12 -04:00 |
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fawce
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0cb7618b98
|
exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename.
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2012-07-29 20:30:10 -04:00 |
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fawce
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c72f18f77f
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Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-27 17:15:05 -04:00 |
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fawce
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f79a2fadfc
|
cancellation tweaks.
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2012-07-27 17:06:45 -04:00 |
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scottsanderson
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f0cb4eaaed
|
movingaverage implemented as transform
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2012-07-27 17:06:07 -04:00 |
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scottsanderson
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4ff943eb34
|
added generator-style transforms
|
2012-07-27 15:04:41 -04:00 |
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|
fawce
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aea81e530e
|
minor fix
|
2012-07-26 19:56:48 -04:00 |
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scottsanderson
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8674b46892
|
Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim
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2012-07-26 18:49:38 -04:00 |
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scottsanderson
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97e4ba050a
|
generator ds and feed, various generator utils
|
2012-07-26 18:48:51 -04:00 |
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fawce
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40980f7de8
|
added time to exception report
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2012-07-26 18:45:54 -04:00 |
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scottsanderson
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96d32fbc86
|
mongo datasource as generator
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2012-07-25 20:01:00 -04:00 |
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fawce
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dd8c84b0db
|
added stack trace to exception message, wrapped it in BT UPDATE FRAME
|
2012-07-25 14:40:14 -04:00 |
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fawce
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fb2b0c3be5
|
responses to sdiehl code review
|
2012-07-18 17:20:31 -04:00 |
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|
fawce
|
6415f59398
|
changing protocol remove e/p dictionary
|
2012-07-17 17:43:02 -04:00 |
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|
fawce
|
1262dcdef1
|
logging converted to share socket with performance
|
2012-07-17 11:04:32 -04:00 |
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fawce
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cd998d622c
|
fixed logging bugs, added a DONE signal for logging.
|
2012-07-17 11:04:32 -04:00 |
|
|
Stephen Diehl
|
237ea825ac
|
Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
|
2012-07-06 14:11:40 -04:00 |
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|
Stephen Diehl
|
c07a08f9ae
|
Backport updated protocol.
|
2012-07-03 11:04:50 -04:00 |
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|
scottsanderson
|
5a7fa6d893
|
bugfixes to logging setup
|
2012-07-02 05:36:48 -04:00 |
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|
scottsanderson
|
87a5e442c0
|
bug fixes to LOG_FRAME
|
2012-07-01 20:29:55 -04:00 |
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|
scottsanderson
|
4c40a3d55c
|
all manner of changes to support logging
|
2012-06-28 16:28:10 -04:00 |
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|
fawce
|
b8d0a8e4e0
|
cleanup
|
2012-05-28 22:13:43 -04:00 |
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|
fawce
|
433170df9b
|
removed old order protocol cruft.
|
2012-05-28 21:39:54 -04:00 |
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|
fawce
|
069dbd1afe
|
removed protocol cruft from transaction transform days.
|
2012-05-28 21:32:23 -04:00 |
|
|
Stephen Diehl
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3ad1f250e6
|
Cleaned up OOP, first round.
|
2012-05-16 14:33:16 -04:00 |
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|
Stephen Diehl
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386977a1b7
|
remove pdb
|
2012-05-14 12:01:15 -04:00 |
|
|
Stephen Diehl
|
72fb11ce0f
|
removed namedict for good
|
2012-05-14 11:57:23 -04:00 |
|
|
Stephen Diehl
|
a88f63053a
|
Cleaned whitespace in protocol.py
|
2012-05-14 11:38:47 -04:00 |
|
|
Stephen Diehl
|
e04415e63f
|
Remove all namedicts.
|
2012-05-14 11:35:43 -04:00 |
|
|
Stephen Diehl
|
00de461da8
|
Made more submodules.
|
2012-05-10 15:46:19 -04:00 |
|
|
Stephen Diehl
|
0bf425a8dc
|
initial work on new protocol
|
2012-04-25 19:52:14 -04:00 |
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|
fawce
|
54d3579ceb
|
added boolean to results for exceeding max losses in a single simulated day.
|
2012-04-23 15:10:44 -04:00 |
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|
fawce
|
bab0e2bd19
|
made distinction between cumulative behavior and daily behavior a bit more clear.
|
2012-04-20 15:08:39 -04:00 |
|
|
fawce
|
08a5bd5a0d
|
re-arranged fields so that history includes daily snapshots for cumulative measures.
|
2012-04-19 23:27:35 -04:00 |
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|
fawce
|
68040bad9a
|
consolidated some of the date util methods. added iso8061 support
|
2012-04-18 17:11:01 -04:00 |
|
|
fawce
|
1b5b92d75f
|
dropped unwanted fields.
|
2012-04-18 12:36:46 -04:00 |
|
|
fawce
|
6561292e4c
|
some efficiency changes - no longer transferring the list of daily returns, no longer holding transactions in the daily and the cumulative performance periods.
|
2012-04-18 12:36:46 -04:00 |
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|
fawce
|
7eb0ba67ac
|
clarifying the results protocol for the backtest.
|
2012-04-18 12:36:46 -04:00 |
|
|
fawce
|
309f78a030
|
modification of the transport protocol -- keeping it close to the export of data from the performance tracker.
|
2012-04-18 12:36:46 -04:00 |
|
|
fawce
|
5fd30216e5
|
revised protocol to maintain original structure.
|
2012-04-18 12:36:46 -04:00 |
|