Commit Graph
672 Commits
Author SHA1 Message Date
Eddie Hebert 72e64776b9 Applies PEP-8 recommendations to test_utils.
Whitespace wrangling.
2012-08-25 04:10:38 -04:00
Eddie Hebert 8edbc581c1 Applies PEP-8 recommendations.
Whitespace wrangling.
2012-08-24 14:10:11 -04:00
Eddie Hebert 59362fb78b Applies PEP-8 fixes.
Whitespace wrangling.
2012-08-24 13:22:25 -04:00
Eddie Hebert 33f42a9374 Removes unused imports. 2012-08-24 13:18:59 -04:00
Eddie Hebert 16aadc79ff Removes unused module. 2012-08-24 09:33:56 -04:00
Eddie Hebert 215a64ed6a Removes unused import of zmq. 2012-08-23 23:48:24 -04:00
Eddie Hebert 2201678375 Adds docstring for parameters of SimulatedTradingLite 2012-08-23 15:47:53 -04:00
Eddie Hebert 4337a429ff Applies PEP-8 recommendations, mostly whitespace cleanup.
Also, changes has_key to use `in`
2012-08-23 14:48:05 -04:00
Eddie Hebert 1059f711de Removes unused custom Exception handler. 2012-08-23 13:26:43 -04:00
Eddie Hebert 27e83ba1c6 Removes module for serializing over 0MQ.
zipline no longer serializes internally over 0ZM, so this is unneeded.
2012-08-23 13:26:43 -04:00
Eddie Hebert b96122f355 Removes unused wiring for speedups.
Separating this deletion into it's own patch,
so that it can be used as a base to add C extensions back in,
if we end up going that route.
2012-08-23 13:26:43 -04:00
Eddie Hebert c20f4062ce Removes unused module.
Looks like this was used for keeping state in the 0MQ-heavy world.
2012-08-23 13:26:43 -04:00
Eddie Hebert 6a6f874ed0 Removes unused toys directory. 2012-08-23 13:26:43 -04:00
Eddie Hebert 125eb36d42 Removes unused zmq_utils now that zipline is less ZeroMQ heavy. 2012-08-23 13:26:43 -04:00
Eddie Hebert c09c786bcd Removes unused profiler for multiprocessor architecture. 2012-08-23 13:26:43 -04:00
Eddie Hebert eb6c83a7c3 Removes vestigial code for zmq based generators. 2012-08-23 13:26:43 -04:00
Eddie Hebert f8fd508dfc Removes custom Exception that isn't found in code base. 2012-08-23 13:26:43 -04:00
scottsanderson 22523b5c12 clean up cruft and fix bugs from timeout rename 2012-08-23 13:09:31 -04:00
scottsanderson 567659d058 rename capitalize heartbeat and timeout 2012-08-23 11:48:52 -04:00
scottsanderson bc5fe35126 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-23 10:51:18 -04:00
scottsanderson 55ffa2b391 fix bug where trading environment enters infinite loop on invalid dates 2012-08-23 10:47:35 -04:00
Eddie Hebert bf1247e009 Removes unused imports. 2012-08-22 12:57:29 -04:00
scottsanderson 0f86fe4a93 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-22 02:50:49 -04:00
scottsanderson 24fddfbde0 tradingcalender, attempt #2 2012-08-22 02:50:16 -04:00
Jonathan Kamens ad980e6485 Close test log handler at end of test to fix file descriptor leak 2012-08-21 22:29:51 -04:00
scottsanderson 1f78a07d30 refactor tradesimulation client to not use StatefulTransform unnecessarily 2012-08-21 19:55:40 -04:00
Jonathan Kamens edb7e9bbf5 Refactor delayed_signals class for readability 2012-08-21 16:18:13 -04:00
Jonathan Kamens e43ded840b Add delayed_signals class. 2012-08-21 16:18:13 -04:00
Jonathan Kamens a7bb4b53d8 Close the results socket to ensure messages are sent 2012-08-21 16:18:13 -04:00
Jonathan Kamens 88e0afc7a0 Require zipline tests to end with a DONE packet 2012-08-21 16:16:34 -04:00
scottsanderson ccc80525bf Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk 2012-08-21 15:34:23 -04:00
fawce 1479adf519 fixed infinite looking loop in risk reporting, thanks to groupby 2012-08-21 19:26:46 +00:00
scottsanderson f751f23c48 Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline
Conflicts:
	zipline/gens/tradesimulation.py
2012-08-21 15:02:19 -04:00
scottsanderson ceb1061d87 properly break out of loop when we hit max drawdown 2012-08-21 14:39:32 -04:00
scottsanderson d24bfbbf43 SimulatedLite 2012-08-21 14:34:18 -04:00
scottsanderson 3bcdf0f2af break out of loop properly when we get done 2012-08-21 14:31:15 -04:00
scottsanderson 7051d6826d remove unnecessary copying 2012-08-21 12:18:26 -04:00
fawce 0bd41c8db2 tweaked 2012-08-20 19:56:27 -04:00
fawce 1fbd8c4414 Merge branch 'master' of github.com:quantopian/zipline
Conflicts:
	zipline/gens/tradesimulation.py
2012-08-20 19:16:01 -04:00
scottsanderson 57f1c6056c unit test for heartbeating 2012-08-20 18:24:17 -04:00
scottsanderson 8fed50130c reset heartbeat count on enter/exit 2012-08-20 18:04:30 -04:00
fawce ece5d45c95 bumping the timeout to 90s 2012-08-19 23:34:52 -04:00
scottsanderson 8b67d6a45c fix __exit__ for timeout 2012-08-19 15:00:09 -04:00
scottsanderson 69ac68af2e heartbeating for handle_data 2012-08-19 02:22:16 -04:00
scottsanderson b5cb08ceed heartbeat and timeout usable as context managers 2012-08-19 02:21:43 -04:00
scottsanderson 0ef89ee704 fix algo_dt logging 2012-08-18 22:04:21 -04:00
scottsanderson 18a1c88145 fix import signal 2012-08-18 21:10:28 -04:00
scottsanderson 58b027798a added timeout and heartbeat decorators 2012-08-18 17:08:41 -04:00
scottsanderson 8986871c90 Merge branch 'master' of github.com:quantopian/zipline into bug_524 2012-08-18 17:07:47 -04:00
scottsanderson a68a48b62e removed deprecated test and refactored tradesimulation time compression logic 2012-08-18 17:07:20 -04:00