 Jonathan Kamens
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edb7e9bbf5
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Refactor delayed_signals class for readability
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2012-08-21 16:18:13 -04:00 |
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Jonathan Kamens
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e43ded840b
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Add delayed_signals class.
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2012-08-21 16:18:13 -04:00 |
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Jonathan Kamens
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a7bb4b53d8
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Close the results socket to ensure messages are sent
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2012-08-21 16:18:13 -04:00 |
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jikamens
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08a55088a6
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Merge pull request #99 from quantopian/issue658
Require zipline tests to end with a DONE packet
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2012-08-21 13:17:27 -07:00 |
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Jonathan Kamens
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a2376cb87a
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test_finance.py no longer needs drain_zipline
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2012-08-21 16:16:35 -04:00 |
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Jonathan Kamens
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88e0afc7a0
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Require zipline tests to end with a DONE packet
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2012-08-21 16:16:34 -04:00 |
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fawce
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1479adf519
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fixed infinite looking loop in risk reporting, thanks to groupby
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2012-08-21 19:26:46 +00:00 |
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scottsanderson
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ceb1061d87
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properly break out of loop when we hit max drawdown
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2012-08-21 14:39:32 -04:00 |
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fawce
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0bd41c8db2
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tweaked
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2012-08-20 19:56:27 -04:00 |
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fawce
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1fbd8c4414
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Merge branch 'master' of github.com:quantopian/zipline
Conflicts:
zipline/gens/tradesimulation.py
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2012-08-20 19:16:01 -04:00 |
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fawce
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bf31d6cc20
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Merge pull request #100 from quantopian/bug_524
Bug 524
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2012-08-20 16:10:32 -07:00 |
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scottsanderson
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57f1c6056c
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unit test for heartbeating
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2012-08-20 18:24:17 -04:00 |
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scottsanderson
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8fed50130c
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reset heartbeat count on enter/exit
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2012-08-20 18:04:30 -04:00 |
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fawce
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ece5d45c95
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bumping the timeout to 90s
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2012-08-19 23:34:52 -04:00 |
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fawce
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648c75697c
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Merge pull request #98 from quantopian/bug_524
Bug 524
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2012-08-19 19:32:06 -07:00 |
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scottsanderson
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8b67d6a45c
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fix __exit__ for timeout
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2012-08-19 15:00:09 -04:00 |
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scottsanderson
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69ac68af2e
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heartbeating for handle_data
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2012-08-19 02:22:16 -04:00 |
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scottsanderson
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b5cb08ceed
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heartbeat and timeout usable as context managers
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2012-08-19 02:21:43 -04:00 |
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scottsanderson
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0ef89ee704
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fix algo_dt logging
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2012-08-18 22:04:21 -04:00 |
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scottsanderson
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18a1c88145
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fix import signal
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2012-08-18 21:10:28 -04:00 |
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scottsanderson
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58b027798a
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added timeout and heartbeat decorators
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2012-08-18 17:08:41 -04:00 |
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scottsanderson
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8986871c90
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Merge branch 'master' of github.com:quantopian/zipline into bug_524
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2012-08-18 17:07:47 -04:00 |
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scottsanderson
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a68a48b62e
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removed deprecated test and refactored tradesimulation time compression logic
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2012-08-18 17:07:20 -04:00 |
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fawce
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5e6b094588
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Merge pull request #97 from quantopian/fawce_alpha750_bugs
Fawce alpha750 bugs
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2012-08-17 21:21:28 -07:00 |
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fawce
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7696393179
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removed spammy log lines.
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2012-08-17 18:36:05 -04:00 |
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scottsanderson
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5a70c7464a
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update the comments in tradesim
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2012-08-17 11:07:12 -04:00 |
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fawce
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c911dca4d2
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added a kwarg to run in blocking
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2012-08-16 13:01:22 -04:00 |
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fawce
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04ff89df07
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Merge branch 'master' into fawce_alpha750_bugs
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2012-08-15 23:39:59 -04:00 |
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Scott Sanderson
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85bac68fae
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Merge pull request #95 from quantopian/stddev_transform
fixed bessel correction in stddev
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2012-08-15 13:18:48 -07:00 |
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scottsanderson
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1659cfff45
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fixed bessel correction in stddev
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2012-08-15 16:16:36 -04:00 |
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fawce
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1290762446
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Merge pull request #94 from quantopian/stddev_transform
Stddev transform
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2012-08-15 10:31:39 -07:00 |
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scottsanderson
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9537067138
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fix comment in EventWindow
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2012-08-15 13:31:15 -04:00 |
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scottsanderson
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404e69a4b3
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Merge branch 'master' into stddev_transform
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2012-08-15 12:26:25 -04:00 |
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scottsanderson
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496851ef72
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added stddev transform
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2012-08-15 12:16:38 -04:00 |
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scottsanderson
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c4cb7d41f2
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added tests for stddev
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2012-08-15 12:15:41 -04:00 |
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fawce
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0712b92181
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Merge pull request #93 from quantopian/fawce_alpha750_bugs
new tests and support for logging primitives (bugfix)
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2012-08-15 08:33:04 -07:00 |
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fawce
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86ae2c450d
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Merge branch 'master' into fawce_alpha750_bugs
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2012-08-14 23:02:32 -04:00 |
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fawce
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7f41a9435e
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new tests and support for logging primitives (bugfix)
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2012-08-14 22:46:58 -04:00 |
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Eddie Hebert
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36cd75b215
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Merge pull request #92 from quantopian/bug_600_pr_prep
Bug 600
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2012-08-14 14:59:24 -07:00 |
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Eddie Hebert
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76ff8e93eb
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Adds source id when specifying events.
So that when we add events for testing, we populate source_ids.
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2012-08-14 17:03:49 -04:00 |
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scottsanderson
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473dafcfb6
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fix DONE bug when all events are in the warmup period
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2012-08-14 17:03:49 -04:00 |
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scottsanderson
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7ce3667bc2
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hard coded one-day warmup
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2012-08-14 17:03:49 -04:00 |
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Scott Sanderson
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810dbe736a
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Merge pull request #91 from quantopian/bug585
change protocol to match new datasources
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2012-08-14 09:41:06 -07:00 |
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scottsanderson
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b5054293da
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change protocol to match new datasources
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2012-08-14 12:24:57 -04:00 |
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scottsanderson
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8a131027a6
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whitespace
Conflicts:
zipline/gens/tradegens.py
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2012-08-14 11:01:28 -04:00 |
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fawce
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f76a200535
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Merge pull request #90 from quantopian/fawce_alpha150_bugs
indentation error
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2012-08-13 14:19:04 -07:00 |
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fawce
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b323c6c8f5
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fixed indentation error
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2012-08-13 17:18:00 -04:00 |
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jbredeche
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7dc5c1092e
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Merge pull request #89 from quantopian/fawce_alpha150_bugs
bugfixes
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2012-08-13 14:14:50 -07:00 |
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fawce
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f819ed67ec
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bugfixes
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2012-08-13 17:05:14 -04:00 |
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Scott Sanderson
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042da5642f
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Merge pull request #88 from quantopian/alpha750
fix DONE bug
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2012-08-13 07:22:36 -07:00 |
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