df729e01ed
Strip comments from ends of lines before passing to pip
2012-10-11 16:16:20 -04:00
23076ae7f1
Allows for collapsed orders by changing the current order filter.
...
Changes our filter so that instead of just checking for the current
day, we ensure that orders are before or on the current event time.
This adds a delay, (defaulting to one minute), to the order so that we
avoid filling an order exactly when it is placed.
2012-10-11 13:42:53 -04:00
5e87e174f0
Changes name of filled order variable.
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So that we don't replace the orders variable with the list comp.
No functional change, but easier to compare the original and the
results of the list comp when debugging.
2012-10-10 16:19:07 -04:00
9fef466323
Uses min function in place of taking the minimum with an if statement.
2012-10-10 16:19:06 -04:00
69a4e542ea
Filters out orders in the future.
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Enforcing filling open orders that exist on or before the current event.
2012-10-10 16:19:06 -04:00
c510cab915
Removes unit test exercising expiring orders.
...
We have removed expiring orders, so this tests behavior that currently
doesn't exist.
2012-10-10 16:19:06 -04:00
a220bc4e8f
Removes expiration from orders.
...
Expiration is something that way may want to have in the future,
but this current is implementation is dropping orders that
aren't meant to be expired. So removing expiration, so that all
expected orders are executed.
2012-10-10 16:18:46 -04:00
a3c3a5c6f9
Removes extra assert.
2012-10-10 16:17:06 -04:00
a83f9f9106
First pass at writing unit tests to exercise slippage models.
2012-10-10 16:17:05 -04:00
29a87ef7a2
Normalizes indentation before editing.
2012-10-10 16:11:27 -04:00
98f063464e
Adds extra constraint of year to check for day inequality.
...
The .day member of datetime only gives the number of the day of the
year, which is insufficient when checking for < than.
However in this use, we may just want to check for an 'not equals'
2012-10-10 16:11:16 -04:00
0f819474e0
Normalizes indentation to 4 spaces.
2012-10-10 16:11:03 -04:00
ca78b1b9e1
Makes ordering of transaction parameters consistent.
...
The order of open_orders and event were inconsistent across
invocations. Standardizing on one order.
2012-10-10 16:10:52 -04:00
e11b35f149
added messages file...
2012-10-10 16:10:30 -04:00
96fed05fc0
support for test fixes in qexec
2012-10-10 16:09:40 -04:00
815c9f2cf6
providing default behavior for positions dictionary. non-existent positions are
...
returned as zero size/value positions.
2012-10-10 16:08:14 -04:00
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -04:00
e3f750014e
__missing__ needs to put the value into the dictionary
2012-10-10 16:06:55 -04:00
5650a99fe1
Removes now unused lines.py
2012-10-10 16:06:35 -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
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
58bde75bfa
Removes commented out reference to old project logging.
2012-10-08 17:32:41 -04:00
bbf2317c57
Saving point for adding license files.
2012-10-08 17:32:40 -04:00
7c3674c62b
Adds Apache License, Version 2.0
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From, http://www.apache.org/licenses/
2012-10-08 17:32:40 -04:00
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
e6c2709151
Adds installation of flake8 linter to development installs.
2012-10-05 15:06:32 -04:00
75dba396c8
Merge pull request #128 from quantopian/vanilla-setup-py
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Strips out use of pavement in generating our setup.py
2012-10-05 12:04:26 -07:00
df9fb66736
Updates development status to Beta.
2012-10-05 15:03:06 -04:00
013ab86321
Adds ordered_pip script back in.
...
The pandas dependency on numpy was causing pandas installation to fail.
Reviving the ordered_pip script in since it helps explicitly install
numpy before pandas.
2012-10-05 14:58:38 -04:00
fd2d66f53e
Removes unused library of messagepack.
2012-10-05 14:58:11 -04:00
b6af686392
Updates version to initial release version in setup.py
2012-10-05 14:44:46 -04:00
f8c3f10589
Strips out use of pavement in generating our setup.py
...
Working towards making the project distributable on PyPI.
Looked at a lot of the projects that we want to emulate, and none
use pavement.
2012-10-05 14:33:58 -04:00
a46645d1e6
Merge pull request #129 from quantopian/flake8
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Applies PEP-8 and pyflakes style across codebase
2012-10-05 10:49:20 -07:00
15604134c7
Removes unused random source method.
...
Method was unused and used an unimported module.
2012-10-05 12:14:39 -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
0cd8931a5b
Whitespace wrangling. According to PEP8 recommendations.
2012-10-03 13:20:26 -04:00
3f2f16dba2
Removes unused import.
2012-10-03 12:02:46 -04:00
2c380e5abc
Removes unused imports.
2012-10-03 12:01:25 -04:00
891a283c39
Whitespace tweaking. PEP-8 conventions.
2012-10-03 11:53:36 -04:00
64363fae31
Applies pep8 and pyflakes recommendations.
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White space tweaking.
2012-10-03 11:40:14 -04:00
d56c976455
Merge branch 'master' of github.com:quantopian/zipline
2012-10-03 11:25:46 -04:00
f8a9cc6cc0
Removes reference to host_settings.py from .gitignore
2012-10-03 11:25:12 -04:00
6dda60f6cc
Merge pull request #127 from quantopian/remove-core
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Removes 'core' submodule.
2012-10-03 08:06:20 -07:00
259498dad2
Removes unused modules.
2012-10-03 10:59:04 -04:00
aa24701c30
Removes 'core' submodule.
...
The last use of AddressAllocator has been removed.
(since zipline no longer uses zmq)
Also removes unused command line harness.
2012-10-03 10:50:53 -04:00
cd9274780f
Merge pull request #125 from quantopian/minimal-requirements
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Minimal requirements
2012-10-02 08:43:45 -07:00
a46273ed0f
Removes documentation generation from jenkins.sh
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The current documentation is not currently used actively.
Also, we are working towards not using Jenkins, in favor of
something like travis-ci when zipline is open sourced, so we will
have to be rethinking the documentation maintenance then.
2012-10-02 00:13:08 -04:00
9f8fd52b7d
fixed bug where commission ignored order direction
2012-10-01 21:46:48 -04:00
Jonathan Kamens