fawce and Eddie Hebert
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
fawce and Eddie Hebert
d9cf193ce0
fixes to unit tests
2012-10-10 16:07:11 -04:00
fawce and Eddie Hebert
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
fawce and Eddie Hebert
d2e639c2da
quarterly conversions
2012-10-10 16:05:02 -04:00
Eddie Hebert
d98190daf7
Removes unused kwarg btrid to create_txn.
2012-10-09 14:16:48 -04:00
Eddie Hebert
9500163ed8
Adds Apache 2.0 license header to source files.
2012-10-08 17:32:41 -04:00
fawce
8bd6b675b2
fixed weird indentation bug
2012-10-08 12:06:22 -04:00
Eddie Hebert
15604134c7
Removes unused random source method.
...
Method was unused and used an unimported module.
2012-10-05 12:14:39 -04:00
Eddie Hebert
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
fawce
7a8697f0e5
updated based on PR feedback.
2012-09-30 22:12:00 -04:00
fawce
1caefbff43
tests are passing for independent commission model
2012-09-28 23:12:41 -04:00
Thomas Wiecki
4324f95f36
Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues.
2012-09-21 11:59:46 -04:00
Thomas Wiecki
3be2f313cd
Shortened test window. Renamed functions in window transform.
2012-09-19 18:39:42 -04:00
Thomas Wiecki
2fe37fa34c
Fixed pandas depracation.
2012-09-19 18:02:09 -04:00
Thomas Wiecki
729a4d9058
Large refactoring and documentation of new algorithm base class and batch transform.
2012-09-19 17:49:39 -04:00
Thomas Wiecki
5d00099243
example code now retrieves data from yahoo finance.
2012-09-17 12:15:36 -04:00
fawce
0bb0df525a
pluggable slippage.
2012-09-14 12:33:10 -04:00
fawce
57a1834c5a
refactored so that slippage is implemented as pluggable classes.
2012-09-13 21:22:01 -04:00
fawce
c45c44b5c8
fixes per code review
2012-09-12 13:29:05 -04:00
fawce
1f55e8a033
added exception handling tests back. updates to support integration.
2012-09-10 23:06:13 -04:00
fawce
96e5801cf8
removed zmq from requirements files.
2012-09-08 23:24:53 -04:00
fawce
81718011df
cut most of protocol, cut most of log_utils.
2012-09-08 23:20:38 -04:00
fawce
c2d2305a8b
removed log_utils, since it exists to create the zmq logbook handler.
2012-09-08 22:46:52 -04:00
fawce
b046518c45
tests passing with new lines.py. Still some zmq references left.
2012-09-08 22:44:22 -04:00
Thomas Wiecki
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
Eddie Hebert
a4b19f66cb
Removes unused, deprecated logger module.
2012-09-05 16:36:27 -04:00
Eddie Hebert
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
Eddie Hebert
72e64776b9
Applies PEP-8 recommendations to test_utils.
...
Whitespace wrangling.
2012-08-25 04:10:38 -04:00
Eddie Hebert
16aadc79ff
Removes unused module.
2012-08-24 09:33:56 -04:00
Thomas Wiecki
3f801ef387
Debugging.
2012-08-23 17:38:48 -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
125eb36d42
Removes unused zmq_utils now that zipline is less ZeroMQ heavy.
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
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
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
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
scottsanderson
d24bfbbf43
SimulatedLite
2012-08-21 14:34:18 -04:00
scottsanderson
8fed50130c
reset heartbeat count on enter/exit
2012-08-20 18:04:30 -04:00
scottsanderson
8b67d6a45c
fix __exit__ for timeout
2012-08-19 15:00:09 -04:00
scottsanderson
b5cb08ceed
heartbeat and timeout usable as context managers
2012-08-19 02:21:43 -04:00
scottsanderson
58b027798a
added timeout and heartbeat decorators
2012-08-18 17:08:41 -04:00
fawce
c911dca4d2
added a kwarg to run in blocking
2012-08-16 13:01:22 -04:00
fawce
7f41a9435e
new tests and support for logging primitives (bugfix)
2012-08-14 22:46:58 -04:00
fawce
f819ed67ec
bugfixes
2012-08-13 17:05:14 -04:00
fawce
7e86652a75
removed bson dep
2012-08-08 22:33:32 -04:00
