Commit Graph

887 Commits

Author SHA1 Message Date
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