Commit Graph
4 Commits
Author SHA1 Message Date
Jonathan Kamens dca679edcb BUG: Logbook 0.10.0 requires explicit handler
As of logbook 0.10.0, logbook no longer installs a default handler,
which means that if the application doesn't install one, log messages
disappear into the ether.

Therefore, all of our scripts with `__main__` endpoints need to push a
`logbook.StderrHandler` if they're not already pushing some other
handler.
2015-07-28 04:38:41 -04:00
jfkirk b84ac01cbf ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes 2015-06-11 11:35:49 -04:00
twiecki f9fded97ac ENH: Implement CLI.
Add a CLI that reads in an algorithm, loads data,
run the algorithm, and output performance metrics.

The examples are adapted to the new zipline API and
analyses are split into separate files.

Also add config files that run the example
algorithms with preset settings.
2014-05-07 15:34:36 -04:00
Thomas WieckiandEddie Hebert b69590a2f7 ENH: Factor out API methods. Add support for algo scripts.
This is a step towards the goal of uniting Quantopian scripts
and zipline.

To make the syntax of zipline identical to Quantopian
we break out the API methods (like order) and turn them into
functions. To access the algo object we add a thread local reference
to the current algorithm that is accessed in the API functions.

TradingAlgorithm now takes either a string or two functions
(initialize and handle_data) that it executes.

Use api method decorator for methods available in algoscript.

Ported appropriate algorithm tests from internal code.
2014-01-16 12:07:33 -05:00