Commit Graph

76 Commits

Author SHA1 Message Date
scottsanderson d24bfbbf43 SimulatedLite 2012-08-21 14:34:18 -04:00
scottsanderson 8fed50130c reset heartbeat count on enter/exit 2012-08-20 18:04:30 -04:00
scottsanderson 8b67d6a45c fix __exit__ for timeout 2012-08-19 15:00:09 -04:00
scottsanderson b5cb08ceed heartbeat and timeout usable as context managers 2012-08-19 02:21:43 -04:00
scottsanderson 58b027798a added timeout and heartbeat decorators 2012-08-18 17:08:41 -04:00
fawce c911dca4d2 added a kwarg to run in blocking 2012-08-16 13:01:22 -04:00
fawce 7f41a9435e new tests and support for logging primitives (bugfix) 2012-08-14 22:46:58 -04:00
fawce f819ed67ec bugfixes 2012-08-13 17:05:14 -04:00
fawce 7e86652a75 removed bson dep 2012-08-08 22:33:32 -04:00
fawce 9f98178a47 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-08 21:40:41 -04:00
fawce aec76868f9 exception handling 2012-08-08 21:40:33 -04:00
scottsanderson c64175e2e5 added tests for exception messages in datasources and transforms 2012-08-08 18:44:45 -04:00
fawce 427cfd53ec working on logging 2012-08-08 14:00:36 -04:00
scottsanderson b70e76d516 commit pre-merge 2012-08-08 11:21:26 -04:00
fawce d2d9ef1359 removed a few debug calls 2012-08-07 17:55:27 -04:00
fawce e8f17083f7 merge 2012-08-07 17:49:56 -04:00
scottsanderson 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
scottsanderson 1d9da39fbb new-style returns 2012-08-07 16:54:55 -04:00
fawce 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
scottsanderson 1f0e760856 finish eventwindow ABS, and speedups for tradingcalendar 2012-08-07 14:50:09 -04:00
fawce aeb50da170 fixes for unit tests, back to 50/51 passing. 2012-08-07 14:42:43 -04:00
fawce 804bcb4e0c exceptions tests passing 2012-08-07 13:16:42 -04:00
fawce 5aba8bfc28 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order 2012-08-07 11:15:37 -04:00
scottsanderson ed206de84a abstract eventwindow and trading calendar utility 2012-08-07 10:32:10 -04:00
fawce 06dc6f7acb beginning refactor to use single threaded simulator. 2012-08-06 13:11:20 -04:00
fawce dd1056bf30 generator backed component, and a starter test for a source. 2012-08-01 23:41:44 -04:00
fawce 318065125f refactored component to use a generator 2012-08-01 21:43:15 -04:00
scottsanderson 4768bea646 more progress on tsc 2012-08-01 18:53:09 -04:00
fawce 90f99fd4c4 added methods to convert epochs to/from days since the UNIX_EPOCH. 2012-07-31 15:46:46 -04:00
fawce 146dc822c4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim 2012-07-30 13:53:09 -04:00
fawce 9deaefe6e6 fixes for tests 2012-07-30 13:52:38 -04:00
scottsanderson 3621934a28 better variable names and PreTransformLayer 2012-07-28 18:24:57 -04:00
scottsanderson cef36c172d commit for fawce 2012-07-27 19:40:42 -04:00
fawce abf9c8efa5 exception handling code revised. gevent, pypy, and threadsim vestiges removed.
devel flag removed.
2012-07-26 16:22:13 -04:00
fawce dd8c84b0db added stack trace to exception message, wrapped it in BT UPDATE FRAME 2012-07-25 14:40:14 -04:00
fawce c02d15016a added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method. 2012-07-24 23:43:40 -04:00
fawce d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. 2012-07-24 17:43:49 -04:00
fawce ad10f2aa85 fixed up tests to abandon thread simulator. 2012-07-24 16:43:02 -04:00
fawce 1262dcdef1 logging converted to share socket with performance 2012-07-17 11:04:32 -04:00
fawce cd998d622c fixed logging bugs, added a DONE signal for logging. 2012-07-17 11:04:32 -04:00
Stephen Diehl 8fdd2db045 Merge pull request #74 from quantopian/deepcopy_ndict
Deepcopy ndict
2012-07-06 13:41:38 -07:00
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
Thomas Wiecki 5fcb2de59b ndicts are now deepcopyable. 2012-07-06 11:54:40 -04:00
scottsanderson 6aa7bf893d trying to fix some odd behavior 2012-07-04 15:31:16 -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 aac8e92b06 Logbook for component state tracking. 2012-06-11 13:40:54 -04:00
fawce edd119ba90 Merge pull request #53 from quantopian/cheetah
Process simulator
2012-05-29 07:30:23 -07:00
Stephen Diehl 736bbe51af Misc changes. 2012-05-29 00:38:23 -04:00
fawce 069dbd1afe removed protocol cruft from transaction transform days. 2012-05-28 21:32:23 -04:00
fawce 13ccf169f1 encoding epoch as an int, rather than float. 2012-05-28 16:06:41 -04:00