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
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
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -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
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
c2dd51c24e
Cleaned up unittests in response to Eddie's comments.
2012-09-28 09:20:17 -04:00
188a9502b0
Added passing of arguments to algorithm initialize and batch transform.
2012-09-25 11:48:37 -04:00
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
9b664e54d8
Removes unused imports in tests.
2012-08-24 13:29:00 -04:00
24fddfbde0
tradingcalender, attempt #2
2012-08-22 02:50:16 -04:00
1659cfff45
fixed bessel correction in stddev
2012-08-15 16:16:36 -04:00
c4cb7d41f2
added tests for stddev
2012-08-15 12:15:41 -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
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
ed206de84a
abstract eventwindow and trading calendar utility
2012-08-07 10:32:10 -04:00
83da8d2310
fixed logging for tests
2012-07-26 18:45:42 -04:00
b9e0be6bf0
Blessed commit.
2012-07-05 17:29:16 -04:00
9cbcf424b4
Update tests.
2012-07-05 15:14:55 -04:00
1ea68eb4f3
Logging compat for test_transforms.
2012-07-03 11:39:00 -04:00
700cf64324
tests for transforms
2012-05-18 23:47:41 -04:00
Thomas Wiecki