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455 Commits 16 Branches 39 Tags
e26638058c2fa3f09eb3ca0a4ea71b9a3a22c4d9
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304 Commits
Author SHA1 Message Date
Thomas Wiecki e26638058c Reverted path independence code in factory.py. Not sure how to fix with new path structure. 2012-05-15 17:37:27 -04:00
Thomas Wiecki 809841d690 Fixed get_id() bug per Stephen's suggestion. Changed handle_data() back to handle_frame(). 2012-05-15 17:28:59 -04:00
Thomas Wiecki 5cf472c5b2 Fixed wrong path for UpDownTradeSource. Added docs. 2012-05-15 17:28:13 -04:00
Stephen Diehl da6f9f53b4 Merge branch 'master', remote-tracking branch 'origin' 2012-05-15 15:13:46 -04:00
Stephen Diehl 9945ab4f67 Changed setattr method. 2012-05-15 15:13:17 -04:00
fawce 750496fa94 fixed all imports 2012-05-15 14:18:19 -04:00
Stephen Diehl d503ce465a Merge branch 'refactor' 
Conflicts:
	zipline/finance/trading.py
	zipline/lines.py
 2012-05-15 14:04:05 -04:00
Stephen Diehl 8db7feb60f Merge branch 'master' of github.com:quantopian/zipline 2012-05-15 13:56:33 -04:00
Thomas Wiecki f1ce833995 Moved over files from optimize and incorporated into new infrastructure. Temporarily fixed control_out bug. get_id() bug remains however. 2012-05-14 18:02:40 -04:00
Stephen Diehl 757e86bbf1 Don't disable existing loggers. 2012-05-14 17:28:21 -04:00
fawce 3bb03e0f8c converting to handle_data nomenclature. 2012-05-14 16:49:05 -04:00
Thomas Wiecki e1cb18745f Merge branch 'master' of github.com:quantopian/zipline 2012-05-14 16:36:02 -04:00
fawce de0cfd4072 fixed bugs in transform calculations. 2012-05-14 15:31:51 -04:00
Stephen Diehl de8a4589e5 Added namelookup. 2012-05-14 14:44:06 -04:00
Stephen Diehl 1b46a0d5d3 Move simulator to core. 2012-05-14 14:05:41 -04:00
Stephen Diehl d399edd419 Fix ndict woes. 2012-05-14 13:49:45 -04:00
Stephen Diehl 386977a1b7 remove pdb 2012-05-14 12:01:15 -04:00
Stephen Diehl 72fb11ce0f removed namedict for good 2012-05-14 11:57:23 -04:00
Stephen Diehl a88f63053a Cleaned whitespace in protocol.py 2012-05-14 11:38:47 -04:00
Stephen Diehl e04415e63f Remove all namedicts. 2012-05-14 11:35:43 -04:00
Stephen Diehl f8401dc88e Refactor lines.py 2012-05-14 11:21:57 -04:00
Stephen Diehl 73557b907f Rework imports on tests. 2012-05-14 11:17:56 -04:00
Stephen Diehl effb683251 Fix whitespace. 2012-05-14 11:07:01 -04:00
Stephen Diehl b13f5a82e0 Removed all references to messaging.py 2012-05-14 11:03:46 -04:00
Stephen Diehl 8b95aebcf2 Refactor lots of things. 2012-05-14 10:57:40 -04:00
Stephen Diehl 6df73110ff Remove old component.py 2012-05-14 10:20:04 -04:00
Stephen Diehl ca60d3f8e0 Refactor component tree. 2012-05-14 09:14:26 -04:00
Stephen Diehl 7d1ddb19f7 Refactored dirs & logging. 2012-05-14 08:27:34 -04:00
Stephen Diehl d7431f189f Updated refs. 2012-05-10 17:42:17 -04:00
Stephen Diehl 81d9214b40 Updated toplevel & logging. 2012-05-10 17:31:16 -04:00
Stephen Diehl 133d9c03af One test passing, progress! 2012-05-10 16:38:04 -04:00
Stephen Diehl 00de461da8 Made more submodules. 2012-05-10 15:46:19 -04:00
fawce add3f10b2e removed expiremental pandas code 2012-05-10 15:13:00 -04:00
fawce 81de47774f fixed allocation issue 2012-05-10 13:51:02 -04:00
Stephen Diehl 62ec591d90 Moved the test folder. 2012-05-09 13:34:13 -04:00
Stephen Diehl 54ee77827e Merge branch 'master', remote-tracking branch 'origin' into refactor 2012-05-09 09:15:07 -04:00
Stephen Diehl f60794067e reworked directory 2012-05-09 09:12:11 -04:00
fawce 602f70d0fe flattened the finance package. draft test for vwap in a complete zipline. 2012-05-08 17:12:41 -04:00
fawce a48db838c1 refactored transforms to be a package. added vwap, moving average, returns. basic tests for calculations, need to add a test to run the calculations in a zipline. 2012-05-08 13:07:55 -04:00
fawce 9b42a1e63f draft of a vwap transform. 2012-05-04 13:32:29 -04:00
fawce 4da50156e7 added a test to mix long/short orders 2012-05-02 21:05:02 -04:00
fawce a60154dd6b intersticial commit for transforms 2012-05-02 21:05:02 -04:00
fawce e4a0c7af7f added initialize method to the algorithm protocol. 2012-05-02 21:05:01 -04:00
Stephen Diehl ceab47b59e Merge pull request #41 from quantopian/cancellation2 
Cancellation2
 2012-05-01 10:32:55 -07:00
Thomas Wiecki 79318e98e1 Merge branch 'master' of github.com:quantopian/zipline 2012-05-01 07:31:10 -04:00
Stephen Diehl 0cf48698b8 Dispatch cancellation in REQ/REP 2012-04-27 15:56:30 -04:00
Stephen Diehl d9294d2ff9 Base class for transitions. 2012-04-26 21:21:57 -04:00
Stephen Diehl cfe71196c5 Fail on timeouts & timeout handlers. 2012-04-26 14:45:28 -04:00
Stephen Diehl 08f7b115ac Cleaner exception/shutdown procedures. 2012-04-26 14:42:38 -04:00
Stephen Diehl e0d3811aed Fail fast in monitor on errors. 2012-04-26 14:26:06 -04:00