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Author SHA1 Message Date
Stephen Diehl d6f2f757c8 Tweak zmq utils. 2012-03-26 13:37:34 -04:00
Stephen Diehl efcda0f585 Gevent driven zmq poller, per sage advice of benoitc. 2012-03-24 12:35:06 -04:00
Stephen Diehl 7134b4c1b1 Support for different flavors of ZeroMQ. 2012-03-24 11:56:18 -04:00
Stephen Diehl 3248328f97 Merge pull request #19 from quantopian/api 
Extended the algorithm protocol to include portfolio.
 2012-03-22 07:11:43 -07:00
fawce 0653c244b5 fixed bug in table formatting. 2012-03-22 00:01:27 -04:00
fawce 3ccfb514fb Extended the algorithm protocol to include portfolio. 2012-03-21 23:52:56 -04:00
fawce 7deec4a74c logic-o, forgot the self parameter. 2012-03-21 16:29:30 -03:00
fawce 061404d425 Merge pull request #18 from quantopian/api 
Api
 2012-03-20 22:05:28 -07:00
fawce e67322ac04 fixed flow diagram in doco for diamond topo 2012-03-21 01:01:03 -04:00
fawce 4f87b4e98a documentation fixes and tweaks. 2012-03-21 00:55:35 -04:00
fawce 839e99f099 document fixes. 2012-03-20 23:17:36 -04:00
fawce 7a57c27295 this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now. 2012-03-20 23:10:24 -04:00
fawce 886f091e64 trying to fix the factory bugs... 2012-03-20 16:45:52 -04:00
fawce f20db3d01d added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested. 2012-03-20 16:38:32 -04:00
fawce 26da4316d1 documented algorithm protocol, split example algorithms into their own module. added filter methods to algo and to datasources. The top level zipline is responsible for piping algo's filter to the datasource. 2012-03-20 15:51:10 -04:00
fawce 4d59846352 upping the timeout for finance tests to 15s. 2012-03-20 11:16:58 -04:00
Stephen Diehl 45af7183c9 Merge pull request #17 from quantopian/api 
Api
 2012-03-20 07:54:21 -07:00
fawce 7fb86be1ae more test refactoring, this time a factory method to get the trading environment. 2012-03-20 10:52:40 -04:00
fawce 8a6005140b fleshed out ZiplineException a bit. 2012-03-20 09:57:19 -04:00
fawce 6b76bbd5f2 set get_id property for the simulator, per @sdiehl's request 2012-03-19 23:23:57 -04:00
fawce 2d6c4688f9 added a new component property is_blocking. Non-blocking datasources and transforms will not prevent merge or feed from exiting, even if they have not reported DONE. refactored lines.py to provide a test zipline method and to take keyword arguments in the constructor and factory method. 2012-03-19 23:19:57 -04:00
fawce 87c9d913d6 working on elminating the need for signaling order done. 2012-03-19 16:08:53 -04:00
fawce e7f44884cf added documentation/todo for callbacks, hopefully simplifying the algorithm classes. 2012-03-19 14:28:21 -04:00
fawce 2324c054e9 added more documentation to the lines.py. refactoring relationship between zipline and algorithm. 2012-03-19 11:40:48 -04:00
fawce dcc471cc93 refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will 
hold classes that instantiate entire zipline topologies.
 2012-03-17 23:15:38 -04:00
Stephen Diehl f7aa5c7c06 Merge pull request #16 from quantopian/dataflow 
Dataflow
 2012-03-16 15:20:36 -07:00
Stephen Diehl 3b8b13b14c Merge branch 'master' into dataflow 
Conflicts:
	zipline/test/test_messaging.py
 2012-03-16 18:20:18 -04:00
Stephen Diehl ce16122be3 Remove dropout on dataframe. 2012-03-16 18:18:42 -04:00
Stephen Diehl f581be3723 Axe test_messaging. 2012-03-16 18:14:23 -04:00
fawce 3af850948c fixed documentation on event callback method. 2012-03-16 17:56:53 -04:00
fawce a2c4babd93 hooking perf to the on_done callback. 2012-03-16 17:54:34 -04:00
Stephen Diehl 89485c6ae3 Hack to ignore dataframes in process_event, code seems to be written against namedicts. 2012-03-16 16:42:39 -04:00
Stephen Diehl b61b69a8dd Merge branch 'master' into dataflow 
Conflicts:
	zipline/finance/risk.py
	zipline/protocol_utils.py
 2012-03-16 15:04:23 -04:00
fawce 2a948cbfa2 Merge pull request #14 from quantopian/portfolio 
Portfolio
 2012-03-16 08:48:39 -07:00
fawce 65253737cd taking code recommendations from @sdiehl PR notes... as always :) 2012-03-16 11:47:06 -04:00
fawce 77993ee6ca trivial mod to force push to happen. 2012-03-16 09:52:08 -04:00
fawce 1ab84ae2ca extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict. 2012-03-15 22:52:49 -04:00
fawce 5ec72350d3 Merge pull request #13 from quantopian/reframing 
Reframing
 2012-03-15 16:32:53 -07:00
fawce c42ffb5e1a splitting out coverage config for jenkins, as per @sdiehl comments on PR 2012-03-15 19:21:03 -04:00
Stephen Diehl 931f10fe32 Misc fixes, disabled Risk reporting until PR. 2012-03-15 18:33:34 -04:00
fawce 62d0422eb4 a notebook to help explore the dataframe produced for the algo client. 2012-03-15 17:38:22 -04:00
fawce a35c702528 fixed tests net of merge of dataflow. 2012-03-15 17:37:26 -04:00
fawce 930ec57269 fixed bug with date handling in risk report 2012-03-15 16:52:44 -04:00
Stephen Diehl e7cf34d3c9 Interstitical risk.py 2012-03-15 16:44:15 -04:00
fawce 460e72ac7f Merge branch 'dataflow' into reframing 
Conflicts:
	zipline/finance/performance.py
 2012-03-15 16:33:22 -04:00
Stephen Diehl 6630917da8 working on frame argument sent to algorithm. 2012-03-15 16:14:12 -04:00
Stephen Diehl f980e7d22f Interstitial commit for fawce. 2012-03-15 16:08:01 -04:00
Stephen Diehl f4bdf1fc11 Rearrange docs & and fix some name conflicts. 2012-03-15 11:47:28 -04:00
Stephen Diehl 674f445cda Fix spelling mishaps. 2012-03-14 23:48:59 -04:00
Stephen Diehl 61adcf44c2 Merge remote-tracking branch 'origin/algohost' into dataflow 
Conflicts:
	zipline/protocol.py
 2012-03-14 18:35:07 -04:00