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
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
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
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
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
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
259498dad2
Removes unused modules.
2012-10-03 10:59:04 -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
32c7dfbef9
Added test_algorithm.py.
2012-09-21 12:00:09 -04:00
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
2dbf905d43
Added unittest for dataframe source.
2012-09-19 20:01:10 -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
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
1267f66dbe
removed old refs
2012-09-14 19:42:55 -04:00
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
c45c44b5c8
fixes per code review
2012-09-12 13:29:05 -04:00
50de0f5e39
support of qexec refactoring
2012-09-12 00:30:37 -04:00
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
81ea337ae6
Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator.
2012-09-07 10:28:36 -04:00
a4b19f66cb
Removes unused, deprecated logger module.
2012-09-05 16:36:27 -04:00
d90c531679
Removes core.monitor module.
...
The Monitor class that it provided was an artifact of a version
that depended on ZeroMQ as a communication layer instead of the
current generator bassed model.
Also, removes tests that were exercising the Monitor.
2012-09-05 15:24:30 -04:00
d505fba148
Removes unused component module from core.
...
This had provided a Component class that was used in a ZeroMQ based
strategy for moving around data that his since been replaced by
the generator model.
2012-09-05 12:54:34 -04:00
48476cb7a7
Removes noop test.
2012-09-05 08:08:05 -04:00
71839522cf
switch current transforms over to the new metaclass
2012-09-04 17:16:36 -04:00
11b67970a6
Removes import of unused module.
2012-08-25 04:10:22 -04:00
1f5cb86940
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-25 04:10:12 -04:00
6f195233f5
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-25 04:10:06 -04:00
06742e27a1
Removes unused import.
2012-08-24 23:36:04 -04:00
d36cdec350
Applies PEP-8 recommendations.
...
Whitespace wrangling.
2012-08-24 14:04:03 -04:00
9b664e54d8
Removes unused imports in tests.
2012-08-24 13:29:00 -04:00
61ef8f4341
Removes unused imports.
2012-08-23 23:48:24 -04:00
3f801ef387
Debugging.
2012-08-23 17:38:48 -04:00
0b589ee39c
Fixes to the updown algorithm. First unittest passes.
2012-08-23 16:06:56 -04:00
7491e1f88e
Resolved internal conflict due to stashing.
2012-08-23 16:06:50 -04:00
ace0b25d31
Dummy.
2012-08-23 14:32:22 -04:00
a433436d39
Resolved conflicts.
2012-08-23 13:44:16 -04:00
a3682ec59f
Removes unused TestClient class.
2012-08-23 13:26:43 -04:00
22523b5c12
clean up cruft and fix bugs from timeout rename
2012-08-23 13:09:31 -04:00
7c0329bb76
Resolved conflicts
2012-08-23 10:54:02 -04:00
0f86fe4a93
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-22 02:50:49 -04:00
24fddfbde0
tradingcalender, attempt #2
2012-08-22 02:50:16 -04:00
Eddie Hebert