Thomas Wiecki and Eddie Hebert
15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
fawce and Eddie Hebert
16b0d71506
refactoring of algorithm to make it work for both batch style run method, and generator style consumption. removed the portfolio property from the data parameter. added set_slippage and set_commission methods to algorithm. removed timeout tracking.
2012-10-10 16:06:32 -04:00
Eddie Hebert
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
Eddie Hebert
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
fawce
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
fawce
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
fawce
c45c44b5c8
fixes per code review
2012-09-12 13:29:05 -04:00
fawce
50de0f5e39
support of qexec refactoring
2012-09-12 00:30:37 -04:00
fawce
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
fawce
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
Eddie Hebert
61ef8f4341
Removes unused imports.
2012-08-23 23:48:24 -04:00
scottsanderson
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
scottsanderson
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
scottsanderson
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
fawce
e5b7c69a68
simplified to be more flexible
2012-08-08 21:48:16 -04:00
scottsanderson
c64175e2e5
added tests for exception messages in datasources and transforms
2012-08-08 18:44:45 -04:00
fawce
0267bc5073
removed traces
2012-08-08 15:32:54 -04:00
scottsanderson
0d34de3b46
fix tracebacks
2012-08-08 15:23:20 -04:00
scottsanderson
d2809946bf
updated exception test tracebacks
2012-08-08 09:20:35 -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
3f4d772e4c
first draft of lines returning new SimulatedTrading object.
2012-08-07 11:15:14 -04:00
fawce
6de01a1c6e
added support for any component to relay exceptions through monitor.
2012-08-01 14:56:17 -04:00
fawce
08cce15ef9
added name and message to exception message
2012-07-31 16:02:28 -04:00
fawce
9deaefe6e6
fixes for tests
2012-07-30 13:52:38 -04:00
fawce
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
fawce
80f2acc674
test fixes
2012-07-27 23:33:43 -04:00
fawce
83da8d2310
fixed logging for tests
2012-07-26 18:45:42 -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
52b597f089
intersticial commit for scott to pick
2012-07-25 12:28:21 -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
ad10f2aa85
fixed up tests to abandon thread simulator.
2012-07-24 16:43:02 -04:00
