Eddie Hebert
f8fd508dfc
Removes custom Exception that isn't found in code base.
2012-08-23 13:26:43 -04:00
Eddie Hebert
a3682ec59f
Removes unused TestClient class.
2012-08-23 13:26:43 -04:00
Scott Sanderson
42f9d28d2c
Merge pull request #109 from quantopian/fix_infinite_risk
...
eventwindow optimization and fixes for hanging exception tests
2012-08-23 10:25:08 -07:00
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
bc5fe35126
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-23 10:51:18 -04:00
scottsanderson
55ffa2b391
fix bug where trading environment enters infinite loop on invalid dates
2012-08-23 10:47:35 -04:00
fawce
88c31e7a60
pip freeze reports statsmodels==0.5.0 ... actual version? 0.5.0-tutorial-beta
2012-08-22 19:28:16 -04:00
fawce
25c33b70c7
fixed pandas version specifier, reversed order of patsy
2012-08-22 17:21:32 -04:00
fawce
e6be7d49f2
updated sci requirements to include statsmodels and latest pandas
2012-08-22 17:03:28 -04:00
fawce
38a3a44f4f
Merge branch 'epchan_algo'
2012-08-22 17:02:37 -04:00
fawce
90cf794952
added statsmodels and moved pandas forward
2012-08-22 16:33:52 -04:00
Eddie Hebert
bf1247e009
Removes unused imports.
2012-08-22 12:57:29 -04:00
Eddie Hebert
614ffb7151
Merge pull request #108 from quantopian/remove-dev-folder
...
Removes unused dev folder.
2012-08-22 07:33:56 -07:00
Eddie Hebert
784bb3673b
Removes unused dev folder.
...
- cli.py:
Only contains a TODO: statement
- topos.py:
Appears to be a utility for debugging zeromq topologies.
Which is unneeded in the current zeromq-less architecture.
2012-08-22 09:51:29 -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
scottsanderson
1f78a07d30
refactor tradesimulation client to not use StatefulTransform unnecessarily
2012-08-21 19:55:40 -04:00
jikamens
3e23a2043a
Merge pull request #107 from quantopian/issue641
...
Fix race conditions with backtests that exit soon after launching
2012-08-21 13:18:51 -07:00
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
a7bb4b53d8
Close the results socket to ensure messages are sent
2012-08-21 16:18:13 -04:00
jikamens
08a55088a6
Merge pull request #99 from quantopian/issue658
...
Require zipline tests to end with a DONE packet
2012-08-21 13:17:27 -07:00
Jonathan Kamens
a2376cb87a
test_finance.py no longer needs drain_zipline
2012-08-21 16:16:35 -04:00
Jonathan Kamens
88e0afc7a0
Require zipline tests to end with a DONE packet
2012-08-21 16:16:34 -04:00
scottsanderson
ccc80525bf
Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk
2012-08-21 15:34:23 -04:00
fawce
1479adf519
fixed infinite looking loop in risk reporting, thanks to groupby
2012-08-21 19:26:46 +00:00
scottsanderson
f751f23c48
Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline
...
Conflicts:
zipline/gens/tradesimulation.py
2012-08-21 15:02:19 -04:00
scottsanderson
ceb1061d87
properly break out of loop when we hit max drawdown
2012-08-21 14:39:32 -04:00
scottsanderson
d24bfbbf43
SimulatedLite
2012-08-21 14:34:18 -04:00
scottsanderson
3bcdf0f2af
break out of loop properly when we get done
2012-08-21 14:31:15 -04:00
scottsanderson
7051d6826d
remove unnecessary copying
2012-08-21 12:18:26 -04:00
fawce
0bd41c8db2
tweaked
2012-08-20 19:56:27 -04:00
fawce
1fbd8c4414
Merge branch 'master' of github.com:quantopian/zipline
...
Conflicts:
zipline/gens/tradesimulation.py
2012-08-20 19:16:01 -04:00
fawce
bf31d6cc20
Merge pull request #100 from quantopian/bug_524
...
Bug 524
2012-08-20 16:10:32 -07:00
scottsanderson
57f1c6056c
unit test for heartbeating
2012-08-20 18:24:17 -04:00
scottsanderson
8fed50130c
reset heartbeat count on enter/exit
2012-08-20 18:04:30 -04:00
fawce
ece5d45c95
bumping the timeout to 90s
2012-08-19 23:34:52 -04:00
fawce
648c75697c
Merge pull request #98 from quantopian/bug_524
...
Bug 524
2012-08-19 19:32:06 -07:00
scottsanderson
8b67d6a45c
fix __exit__ for timeout
2012-08-19 15:00:09 -04:00
scottsanderson
69ac68af2e
heartbeating for handle_data
2012-08-19 02:22:16 -04:00
scottsanderson
b5cb08ceed
heartbeat and timeout usable as context managers
2012-08-19 02:21:43 -04:00
scottsanderson
0ef89ee704
fix algo_dt logging
2012-08-18 22:04:21 -04:00
scottsanderson
18a1c88145
fix import signal
2012-08-18 21:10:28 -04:00
scottsanderson
58b027798a
added timeout and heartbeat decorators
2012-08-18 17:08:41 -04:00
scottsanderson
8986871c90
Merge branch 'master' of github.com:quantopian/zipline into bug_524
2012-08-18 17:07:47 -04:00
scottsanderson
a68a48b62e
removed deprecated test and refactored tradesimulation time compression logic
2012-08-18 17:07:20 -04:00
fawce
5e6b094588
Merge pull request #97 from quantopian/fawce_alpha750_bugs
...
Fawce alpha750 bugs
2012-08-17 21:21:28 -07:00
fawce
7696393179
removed spammy log lines.
2012-08-17 18:36:05 -04:00