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  • d176d12d65 Reduces the libraries specified in requirements to the minimal amount needed to run unittests. Eddie Hebert 2012-10-01 13:25:15 -04:00
  • 5e9edc02c4 moved pandas above statsmodels fawce 2012-10-01 08:19:54 -04:00
  • 5bea0c5cd1 moved pandas below everything fawce 2012-10-01 08:19:17 -04:00
  • f3f5883aa5 added mkvirtualenv command fawce 2012-10-01 07:56:29 -04:00
  • 44ba87ef01 cleaned up scientific install fawce 2012-09-30 23:40:13 -04:00
  • 483c223103 updating pandas to git commit for 0.9rc2 fawce 2012-09-30 23:30:24 -04:00
  • f873b3bd26 Merge pull request #124 from quantopian/commissions fawce 2012-09-30 19:47:37 -07:00
  • 7a8697f0e5 updated based on PR feedback. fawce 2012-09-30 22:12:00 -04:00
  • ebde40ab05 patched up tradesim from master. fawce 2012-09-28 23:19:39 -04:00
  • 1caefbff43 tests are passing for independent commission model fawce 2012-09-28 22:58:37 -04:00
  • e6b3e8e7b1 adding independent commission modeling. fawce 2012-09-27 23:09:14 -04:00
  • 4220fbd365 Merge pull request #122 from quantopian/batch_transform Thomas Wiecki 2012-09-28 14:35:39 -07:00
  • c2dd51c24e Cleaned up unittests in response to Eddie's comments. Thomas Wiecki 2012-09-28 09:20:17 -04:00
  • 39c3cf88ce Added profiling shell script. Thomas Wiecki 2012-09-25 16:54:42 -04:00
  • e353900010 Added 2 year data file. Thomas Wiecki 2012-09-25 16:53:57 -04:00
  • e09695819e Cleaned up example.py code. Thomas Wiecki 2012-09-25 16:10:50 -04:00
  • 53de4effd3 stdout_capture was causing problems for ipython notebook. Thomas Wiecki 2012-09-25 14:53:13 -04:00
  • 79ab1d13c0 Fixes circular import problem. Thomas Wiecki 2012-09-25 13:35:47 -04:00
  • 2e9947ab8c Accidentally commented out logging capture. Thomas Wiecki 2012-09-25 12:21:26 -04:00
  • 188a9502b0 Added passing of arguments to algorithm initialize and batch transform. Thomas Wiecki 2012-09-25 11:48:37 -04:00
  • 52e6a69492 Merge pull request #120 from quantopian/batch_window Thomas Wiecki 2012-09-21 10:09:30 -07:00
  • 32c7dfbef9 Added test_algorithm.py. Thomas Wiecki 2012-09-21 12:00:09 -04:00
  • 4324f95f36 Better unittest coverage. DataFrameSource is now filtering sids. Fixed outstanding issues. Thomas Wiecki 2012-09-21 11:59:46 -04:00
  • 2dbf905d43 Added unittest for dataframe source. Thomas Wiecki 2012-09-19 20:01:10 -04:00
  • 4526cde4c5 Fixed weird regression in TestAlgorithm. Thomas Wiecki 2012-09-19 19:37:21 -04:00
  • a185a014db Merge branch 'master' into batch_window Thomas Wiecki 2012-09-19 18:41:17 -04:00
  • 3be2f313cd Shortened test window. Renamed functions in window transform. Thomas Wiecki 2012-09-19 18:39:42 -04:00
  • 2fe37fa34c Fixed pandas depracation. Thomas Wiecki 2012-09-19 18:02:09 -04:00
  • 729a4d9058 Large refactoring and documentation of new algorithm base class and batch transform. Thomas Wiecki 2012-09-19 17:49:39 -04:00
  • 7242a4ee86 BUG: asserting for correct index type. Thomas Wiecki 2012-09-18 13:56:58 -04:00
  • 280f122353 WIP: Lot of refactoring and bugfixing. Thomas Wiecki 2012-09-17 18:35:21 -04:00
  • 35a7da6ee7 Cleaned up depracated merged_transforms. Thomas Wiecki 2012-09-17 17:13:20 -04:00
  • 518d471a93 fixed slippage was ignoring order direction. fawce 2012-09-17 15:31:59 -04:00
  • 5b58318919 Merge branch 'optimize3' into batch_window Thomas Wiecki 2012-09-17 12:49:56 -04:00
  • a729435964 Merge branch 'master' into batch_window Thomas Wiecki 2012-09-17 12:49:02 -04:00
  • 5d00099243 example code now retrieves data from yahoo finance. Thomas Wiecki 2012-09-17 12:15:36 -04:00
  • ea5cbaba56 Commented out handle_data(). Thomas Wiecki 2012-09-17 10:30:22 -04:00
  • 71c1f755b3 Merge pull request #119 from quantopian/ditch_maxdd fawce 2012-09-14 16:50:36 -07:00
  • 1267f66dbe removed old refs fawce 2012-09-14 19:42:55 -04:00
  • fe8e107c59 dropping max drawdown, adding pytz to whitelist. fawce 2012-09-14 16:00:13 -04:00
  • 9f0a54b493 Merge pull request #118 from quantopian/slippage fawce 2012-09-14 10:44:25 -07:00
  • 0bb0df525a pluggable slippage. fawce 2012-09-14 12:33:10 -04:00
  • 57a1834c5a refactored so that slippage is implemented as pluggable classes. fawce 2012-09-13 21:22:01 -04:00
  • 784fc72569 WIP: Changed Batch event window to inheritance for now. Added example covariance. Thomas Wiecki 2012-09-12 22:06:19 -04:00
  • e6564317f0 reenabling code coverage report fawce 2012-09-12 15:33:35 -04:00
  • cb8deef39a Merge pull request #117 from quantopian/ditch_zmq fawce 2012-09-12 10:30:20 -07:00
  • c45c44b5c8 fixes per code review fawce 2012-09-12 13:29:05 -04:00
  • 50de0f5e39 support of qexec refactoring fawce 2012-09-12 00:30:37 -04:00
  • 1f55e8a033 added exception handling tests back. updates to support integration. fawce 2012-09-10 23:06:13 -04:00
  • 6c57bc3027 removed zmq reference fawce 2012-09-08 23:25:52 -04:00
  • 96e5801cf8 removed zmq from requirements files. fawce 2012-09-08 23:24:53 -04:00
  • 81718011df cut most of protocol, cut most of log_utils. fawce 2012-09-08 23:20:38 -04:00
  • c2d2305a8b removed log_utils, since it exists to create the zmq logbook handler. fawce 2012-09-08 22:46:52 -04:00
  • b046518c45 tests passing with new lines.py. Still some zmq references left. fawce 2012-09-08 22:44:22 -04:00
  • b74721421e WIP: First naive implementation of BatchWindow. Thomas Wiecki 2012-09-07 16:55:01 -04:00
  • 81ea337ae6 Resolve merge conflicts. Fix: use hasattr instead of checking class dict. Turn SimulatedTradingLite into a generator. Thomas Wiecki 2012-09-07 10:28:36 -04:00
  • d6ddc1390d Ensures that EventWindow is a new style object. Eddie Hebert 2012-09-06 02:51:02 -04:00
  • 680f86ceb3 Removes unused imports. Eddie Hebert 2012-09-06 02:50:11 -04:00
  • d1c4902048 Removes unused CancelSignal. Eddie Hebert 2012-09-06 02:35:37 -04:00
  • a4b19f66cb Removes unused, deprecated logger module. Eddie Hebert 2012-09-05 16:36:27 -04:00
  • d90c531679 Removes core.monitor module. Eddie Hebert 2012-09-05 15:24:30 -04:00
  • 98f4e4c768 Applies PEP-8 recommendations. White space tweaking. Eddie Hebert 2012-09-05 12:53:12 -04:00
  • d505fba148 Removes unused component module from core. Eddie Hebert 2012-09-05 12:42:21 -04:00
  • b19a4f79df Removes unused import and cleans whitespace in mavg. Eddie Hebert 2012-09-05 08:28:01 -04:00
  • d265a64696 Don't list setuptools or distribute in requirements.txt Jonathan Kamens 2012-09-05 10:53:55 -04:00
  • ff526f11c9 Removes unused profile module. Eddie Hebert 2012-09-05 08:16:17 -04:00
  • 48476cb7a7 Removes noop test. Eddie Hebert 2012-09-05 08:08:05 -04:00
  • a6fa1def3a Removes unused imports from tradesimulation module. Eddie Hebert 2012-09-05 08:03:54 -04:00
  • 294236af4d Removes trailing line. Eddie Hebert 2012-09-05 08:00:13 -04:00
  • 380ba0bf2a Removes unused module. Eddie Hebert 2012-09-05 07:59:56 -04:00
  • bc8bb299df Applies PEP-8 recommendations before editing. Eddie Hebert 2012-09-04 23:37:54 -04:00
  • 4d5457a363 Applies PEP-8 recommendations to vwap module. Eddie Hebert 2012-09-04 18:57:01 -04:00
  • 5bd57d148c Removes unused imports from vwap. Eddie Hebert 2012-09-04 18:53:58 -04:00
  • 71839522cf switch current transforms over to the new metaclass scottsanderson 2012-08-28 14:25:17 -04:00
  • c0694827d6 add the TransformMeta metaclass scottsanderson 2012-08-28 14:24:59 -04:00
  • d656c914d5 remove outdated examples file scottsanderson 2012-08-28 14:26:42 -04:00
  • 771e7da531 Fixes spelling of burrito. Eddie Hebert 2012-09-01 23:01:44 -04:00
  • dc4c9082e9 Removes cvxopt from pip installs. Eddie Hebert 2012-08-29 14:36:10 -04:00
  • dea6fc1103 Merge pull request #112 from quantopian/sklearn_cvxopt fawce 2012-08-29 08:30:57 -07:00
  • 3a054786f8 Added cvxopt and scikit-learn to requirements. Thomas Wiecki 2012-08-29 09:05:25 -04:00
  • 5fcaed3644 Added logging statements. Thomas Wiecki 2012-08-29 09:02:48 -04:00
  • 72e64776b9 Applies PEP-8 recommendations to test_utils. Eddie Hebert 2012-08-25 01:21:02 -04:00
  • 11b67970a6 Removes import of unused module. Eddie Hebert 2012-08-25 01:33:13 -04:00
  • 1f5cb86940 Applies PEP-8 recommendations. Eddie Hebert 2012-08-25 01:34:19 -04:00
  • 6f195233f5 Applies PEP-8 recommendations. Eddie Hebert 2012-08-25 01:38:33 -04:00
  • 06742e27a1 Removes unused import. Eddie Hebert 2012-08-24 23:36:04 -04:00
  • 8edbc581c1 Applies PEP-8 recommendations. Eddie Hebert 2012-08-24 14:10:11 -04:00
  • d36cdec350 Applies PEP-8 recommendations. Eddie Hebert 2012-08-24 14:04:03 -04:00
  • 9b664e54d8 Removes unused imports in tests. Eddie Hebert 2012-08-24 13:29:00 -04:00
  • 59362fb78b Applies PEP-8 fixes. Eddie Hebert 2012-08-24 13:22:25 -04:00
  • 33f42a9374 Removes unused imports. Eddie Hebert 2012-08-24 13:18:59 -04:00
  • 16aadc79ff Removes unused module. Eddie Hebert 2012-08-24 09:33:56 -04:00
  • 20db5dedb5 Removes unused package from requirements. Eddie Hebert 2012-08-24 00:07:13 -04:00
  • 2800c472b8 Removes unused package of psutil. Eddie Hebert 2012-08-24 00:05:58 -04:00
  • 61ef8f4341 Removes unused imports. Eddie Hebert 2012-08-23 23:48:05 -04:00
  • 215a64ed6a Removes unused import of zmq. Eddie Hebert 2012-08-23 20:58:53 -04:00
  • 3f801ef387 Debugging. Thomas Wiecki 2012-08-23 17:38:48 -04:00
  • f14c6c7077 Fix statsmodels version dependencies to make pip happy Jonathan Kamens 2012-08-23 17:27:00 -04:00
  • 0a0f35a14e Make ordered_pip.sh more robust Jonathan Kamens 2012-08-23 17:25:58 -04:00
  • 0b589ee39c Fixes to the updown algorithm. First unittest passes. Thomas Wiecki 2012-08-23 16:03:02 -04:00