 fawce
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dd8c84b0db
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added stack trace to exception message, wrapped it in BT UPDATE FRAME
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2012-07-25 14:40:14 -04:00 |
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fawce
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fb2b0c3be5
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responses to sdiehl code review
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2012-07-18 17:20:31 -04:00 |
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fawce
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6415f59398
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changing protocol remove e/p dictionary
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2012-07-17 17:43:02 -04:00 |
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fawce
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1262dcdef1
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logging converted to share socket with performance
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2012-07-17 11:04:32 -04:00 |
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fawce
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cd998d622c
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fixed logging bugs, added a DONE signal for logging.
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2012-07-17 11:04:32 -04:00 |
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Stephen Diehl
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237ea825ac
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Merge branch 'threaded_monitor' into scott1
Conflicts:
zipline/core/monitor.py
zipline/lines.py
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2012-07-06 14:11:40 -04:00 |
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Stephen Diehl
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c07a08f9ae
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Backport updated protocol.
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2012-07-03 11:04:50 -04:00 |
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scottsanderson
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5a7fa6d893
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bugfixes to logging setup
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2012-07-02 05:36:48 -04:00 |
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scottsanderson
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87a5e442c0
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bug fixes to LOG_FRAME
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2012-07-01 20:29:55 -04:00 |
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scottsanderson
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4c40a3d55c
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all manner of changes to support logging
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2012-06-28 16:28:10 -04:00 |
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fawce
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b8d0a8e4e0
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cleanup
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2012-05-28 22:13:43 -04:00 |
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fawce
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433170df9b
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removed old order protocol cruft.
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2012-05-28 21:39:54 -04:00 |
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fawce
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069dbd1afe
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removed protocol cruft from transaction transform days.
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2012-05-28 21:32:23 -04:00 |
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Stephen Diehl
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3ad1f250e6
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Cleaned up OOP, first round.
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2012-05-16 14:33:16 -04:00 |
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Stephen Diehl
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386977a1b7
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remove pdb
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2012-05-14 12:01:15 -04:00 |
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Stephen Diehl
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72fb11ce0f
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removed namedict for good
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2012-05-14 11:57:23 -04:00 |
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Stephen Diehl
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a88f63053a
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Cleaned whitespace in protocol.py
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2012-05-14 11:38:47 -04:00 |
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Stephen Diehl
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e04415e63f
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Remove all namedicts.
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2012-05-14 11:35:43 -04:00 |
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Stephen Diehl
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00de461da8
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Made more submodules.
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2012-05-10 15:46:19 -04:00 |
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Stephen Diehl
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0bf425a8dc
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initial work on new protocol
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2012-04-25 19:52:14 -04:00 |
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fawce
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54d3579ceb
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added boolean to results for exceeding max losses in a single simulated day.
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2012-04-23 15:10:44 -04:00 |
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fawce
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bab0e2bd19
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made distinction between cumulative behavior and daily behavior a bit more clear.
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2012-04-20 15:08:39 -04:00 |
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fawce
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08a5bd5a0d
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re-arranged fields so that history includes daily snapshots for cumulative measures.
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2012-04-19 23:27:35 -04:00 |
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fawce
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68040bad9a
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consolidated some of the date util methods. added iso8061 support
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2012-04-18 17:11:01 -04:00 |
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fawce
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1b5b92d75f
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dropped unwanted fields.
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2012-04-18 12:36:46 -04:00 |
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fawce
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6561292e4c
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some efficiency changes - no longer transferring the list of daily returns, no longer holding transactions in the daily and the cumulative performance periods.
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2012-04-18 12:36:46 -04:00 |
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fawce
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7eb0ba67ac
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clarifying the results protocol for the backtest.
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2012-04-18 12:36:46 -04:00 |
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fawce
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309f78a030
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modification of the transport protocol -- keeping it close to the export of data from the performance tracker.
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2012-04-18 12:36:46 -04:00 |
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fawce
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5fd30216e5
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revised protocol to maintain original structure.
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2012-04-18 12:36:46 -04:00 |
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fawce
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368341ce61
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moved transaction store to PerformancePeriod. added the position data to the performance message.
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2012-04-10 14:12:03 -04:00 |
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fawce
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2eeb92442e
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added transactions to the daily update objects.
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2012-04-10 00:02:54 -04:00 |
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fawce
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aa2bcdf83e
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ending values for portfolio, equity, and cash in cumulative were removed, because they are redundant to the same values in daily. Also removed starting cash, as it is unchanging and equal to the capital base.
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2012-04-08 21:09:42 -04:00 |
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fawce
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237b42c11e
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switched reporting to provide cash, equity, and total portfolio value
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2012-04-08 13:53:40 -04:00 |
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fawce
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30dfc86ba9
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fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.
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2012-04-06 20:49:56 -04:00 |
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fawce
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130b996a63
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dropped the cursor from the protocol in zipline.
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2012-04-05 23:43:56 -04:00 |
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fawce
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cad62346e7
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updated zipline to fix missing fields in the performance and risk messages. also moved cumulative performance to be a sub component of the daily performance object.
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2012-04-05 23:35:21 -04:00 |
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fawce
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50591c9913
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Merge pull request #24 from quantopian/exception_reporting
Exception reporting
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2012-04-04 15:05:05 -07:00 |
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Stephen Diehl
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3d8e355cfa
|
Integrate controller into do_work.
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2012-04-04 11:42:58 -04:00 |
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fawce
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78cceaa649
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fixes and tests for result streaming.
|
2012-04-03 22:42:53 -04:00 |
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Stephen Diehl
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c2bd2872c1
|
Concurrency agnostic controller.
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2012-04-03 18:12:16 -04:00 |
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Stephen Diehl
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e8d98084df
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Exception tracking at the controller level.
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2012-04-03 14:04:11 -04:00 |
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fawce
|
ba9f837320
|
prepping for PR.
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2012-03-30 11:18:33 -04:00 |
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fawce
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ce6a91adb6
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added a frame to get performance data written to the result stream. not complete, but functional.
|
2012-03-29 17:13:28 -04:00 |
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fawce
|
4f87b4e98a
|
documentation fixes and tweaks.
|
2012-03-21 00:55:35 -04:00 |
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fawce
|
a35c702528
|
fixed tests net of merge of dataflow.
|
2012-03-15 17:37:26 -04:00 |
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Stephen Diehl
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3568826e26
|
Merge remote-tracking branch 'origin/algohost' into dataflow
Conflicts:
zipline/protocol.py
|
2012-03-14 11:47:45 -04:00 |
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Stephen Diehl
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8002303510
|
Move protocol data structures.
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2012-03-14 07:37:52 -04:00 |
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Stephen Diehl
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23a4f0680b
|
Backtest protocol, ala Bredeche.
|
2012-03-14 07:37:52 -04:00 |
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fawce
|
84bccbc67c
|
fixed a few type-os to repair document generation.
|
2012-03-13 23:31:22 -04:00 |
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fawce
|
649a8ea2e5
|
starting in on pandas integration.
|
2012-03-13 12:20:35 -04:00 |
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