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7491e1f88e Resolved internal conflict due to stashing. Thomas Wiecki 2012-08-23 14:33:25 -04:00
49cac9ae97 Removes ipython notebook that hasn't been touched in a while. Eddie Hebert 2012-08-23 16:00:53 -04:00
f4f20dd2d1 Removes profiling tools that we currently don't run regularly. Eddie Hebert 2012-08-23 15:51:37 -04:00
2201678375 Adds docstring for parameters of SimulatedTradingLite Eddie Hebert 2012-08-23 15:47:53 -04:00
4337a429ff Applies PEP-8 recommendations, mostly whitespace cleanup. Eddie Hebert 2012-08-23 14:48:05 -04:00
b0252e8e64 Merge pull request #110 from quantopian/remove-dead-code Eddie Hebert 2012-08-23 11:37:39 -07:00
ace0b25d31 Dummy. Thomas Wiecki 2012-08-23 14:32:22 -04:00
a433436d39 Resolved conflicts. Thomas Wiecki 2012-08-23 13:44:16 -04:00
7f1c5100b5 SimulatedTrading is iterable agian. fawce 2012-08-10 11:55:30 -04:00
1059f711de Removes unused custom Exception handler. Eddie Hebert 2012-08-22 16:21:36 -04:00
27e83ba1c6 Removes module for serializing over 0MQ. Eddie Hebert 2012-08-22 15:35:29 -04:00
b96122f355 Removes unused wiring for speedups. Eddie Hebert 2012-08-22 13:57:09 -04:00
c20f4062ce Removes unused module. Eddie Hebert 2012-08-22 13:51:39 -04:00
6a6f874ed0 Removes unused toys directory. Eddie Hebert 2012-08-22 13:42:59 -04:00
125eb36d42 Removes unused zmq_utils now that zipline is less ZeroMQ heavy. Eddie Hebert 2012-08-22 13:42:00 -04:00
c09c786bcd Removes unused profiler for multiprocessor architecture. Eddie Hebert 2012-08-22 13:41:07 -04:00
eb6c83a7c3 Removes vestigial code for zmq based generators. Eddie Hebert 2012-08-22 13:40:19 -04:00
f8fd508dfc Removes custom Exception that isn't found in code base. Eddie Hebert 2012-08-22 13:38:14 -04:00
a3682ec59f Removes unused TestClient class. Eddie Hebert 2012-08-22 13:32:38 -04:00
42f9d28d2c Merge pull request #109 from quantopian/fix_infinite_risk Scott Sanderson 2012-08-23 10:25:08 -07:00
22523b5c12 clean up cruft and fix bugs from timeout rename scottsanderson 2012-08-23 13:09:31 -04:00
567659d058 rename capitalize heartbeat and timeout scottsanderson 2012-08-23 11:48:52 -04:00
7c0329bb76 Resolved conflicts Thomas Wiecki 2012-08-23 10:54:02 -04:00
bc5fe35126 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk scottsanderson 2012-08-23 10:51:18 -04:00
55ffa2b391 fix bug where trading environment enters infinite loop on invalid dates scottsanderson 2012-08-23 10:47:35 -04:00
88c31e7a60 pip freeze reports statsmodels==0.5.0 ... actual version? 0.5.0-tutorial-beta fawce 2012-08-22 19:28:16 -04:00
25c33b70c7 fixed pandas version specifier, reversed order of patsy fawce 2012-08-22 17:21:32 -04:00
e6be7d49f2 updated sci requirements to include statsmodels and latest pandas fawce 2012-08-22 17:03:28 -04:00
38a3a44f4f Merge branch 'epchan_algo' fawce 2012-08-22 17:02:37 -04:00
90cf794952 added statsmodels and moved pandas forward fawce 2012-08-22 16:33:52 -04:00
bf1247e009 Removes unused imports. Eddie Hebert 2012-08-22 12:57:29 -04:00
614ffb7151 Merge pull request #108 from quantopian/remove-dev-folder Eddie Hebert 2012-08-22 07:33:56 -07:00
784bb3673b Removes unused dev folder. Eddie Hebert 2012-08-22 09:51:29 -04:00
0f86fe4a93 Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk scottsanderson 2012-08-22 02:50:49 -04:00
24fddfbde0 tradingcalender, attempt #2 scottsanderson 2012-08-22 02:50:16 -04:00
ad980e6485 Close test log handler at end of test to fix file descriptor leak Jonathan Kamens 2012-08-21 22:29:51 -04:00
1f78a07d30 refactor tradesimulation client to not use StatefulTransform unnecessarily scottsanderson 2012-08-21 19:55:40 -04:00
3e23a2043a Merge pull request #107 from quantopian/issue641 jikamens 2012-08-21 13:18:51 -07:00
edb7e9bbf5 Refactor delayed_signals class for readability Jonathan Kamens 2012-08-21 16:02:33 -04:00
e43ded840b Add delayed_signals class. Jonathan Kamens 2012-08-21 13:53:59 -04:00
a7bb4b53d8 Close the results socket to ensure messages are sent Jonathan Kamens 2012-08-21 13:53:03 -04:00
08a55088a6 Merge pull request #99 from quantopian/issue658 jikamens 2012-08-21 13:17:27 -07:00
a2376cb87a test_finance.py no longer needs drain_zipline Jonathan Kamens 2012-08-20 20:56:40 -04:00
88e0afc7a0 Require zipline tests to end with a DONE packet Jonathan Kamens 2012-08-20 16:55:37 -04:00
ccc80525bf Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk scottsanderson 2012-08-21 15:34:23 -04:00
1479adf519 fixed infinite looking loop in risk reporting, thanks to groupby fawce 2012-08-21 19:26:46 +00:00
f751f23c48 Merge branch 'master' of github.com:quantopian/zipline into profiling_zipline scottsanderson 2012-08-21 15:02:19 -04:00
ceb1061d87 properly break out of loop when we hit max drawdown scottsanderson 2012-08-21 14:39:32 -04:00
d24bfbbf43 SimulatedLite scottsanderson 2012-08-21 14:34:18 -04:00
3bcdf0f2af break out of loop properly when we get done scottsanderson 2012-08-21 14:31:15 -04:00
7051d6826d remove unnecessary copying scottsanderson 2012-08-21 12:18:26 -04:00
0bd41c8db2 tweaked fawce 2012-08-20 19:56:27 -04:00
1fbd8c4414 Merge branch 'master' of github.com:quantopian/zipline fawce 2012-08-20 19:16:01 -04:00
bf31d6cc20 Merge pull request #100 from quantopian/bug_524 fawce 2012-08-20 16:10:32 -07:00
57f1c6056c unit test for heartbeating scottsanderson 2012-08-20 18:24:17 -04:00
8fed50130c reset heartbeat count on enter/exit scottsanderson 2012-08-20 18:04:30 -04:00
ece5d45c95 bumping the timeout to 90s fawce 2012-08-19 23:34:52 -04:00
648c75697c Merge pull request #98 from quantopian/bug_524 fawce 2012-08-19 19:32:06 -07:00
8b67d6a45c fix __exit__ for timeout scottsanderson 2012-08-19 15:00:09 -04:00
69ac68af2e heartbeating for handle_data scottsanderson 2012-08-19 02:22:16 -04:00
b5cb08ceed heartbeat and timeout usable as context managers scottsanderson 2012-08-19 02:21:43 -04:00
0ef89ee704 fix algo_dt logging scottsanderson 2012-08-18 22:04:21 -04:00
18a1c88145 fix import signal scottsanderson 2012-08-18 21:10:28 -04:00
58b027798a added timeout and heartbeat decorators scottsanderson 2012-08-18 17:08:41 -04:00
8986871c90 Merge branch 'master' of github.com:quantopian/zipline into bug_524 scottsanderson 2012-08-18 17:07:47 -04:00
a68a48b62e removed deprecated test and refactored tradesimulation time compression logic scottsanderson 2012-08-18 17:07:20 -04:00
5e6b094588 Merge pull request #97 from quantopian/fawce_alpha750_bugs fawce 2012-08-17 21:21:28 -07:00
7696393179 removed spammy log lines. fawce 2012-08-17 18:36:05 -04:00
5a70c7464a update the comments in tradesim scottsanderson 2012-08-17 11:07:12 -04:00
c911dca4d2 added a kwarg to run in blocking fawce 2012-08-16 13:01:22 -04:00
04ff89df07 Merge branch 'master' into fawce_alpha750_bugs fawce 2012-08-15 23:39:59 -04:00
85bac68fae Merge pull request #95 from quantopian/stddev_transform Scott Sanderson 2012-08-15 13:18:48 -07:00
1659cfff45 fixed bessel correction in stddev scottsanderson 2012-08-15 16:16:36 -04:00
1290762446 Merge pull request #94 from quantopian/stddev_transform fawce 2012-08-15 10:31:39 -07:00
9537067138 fix comment in EventWindow scottsanderson 2012-08-15 13:31:15 -04:00
404e69a4b3 Merge branch 'master' into stddev_transform scottsanderson 2012-08-15 12:26:25 -04:00
496851ef72 added stddev transform scottsanderson 2012-08-15 12:16:38 -04:00
c4cb7d41f2 added tests for stddev scottsanderson 2012-08-15 12:15:41 -04:00
0712b92181 Merge pull request #93 from quantopian/fawce_alpha750_bugs fawce 2012-08-15 08:33:04 -07:00
86ae2c450d Merge branch 'master' into fawce_alpha750_bugs fawce 2012-08-14 23:02:32 -04:00
7f41a9435e new tests and support for logging primitives (bugfix) fawce 2012-08-14 22:46:58 -04:00
36cd75b215 Merge pull request #92 from quantopian/bug_600_pr_prep Eddie Hebert 2012-08-14 14:59:24 -07:00
76ff8e93eb Adds source id when specifying events. Eddie Hebert 2012-08-14 16:50:24 -04:00
473dafcfb6 fix DONE bug when all events are in the warmup period scottsanderson 2012-08-14 16:31:00 -04:00
7ce3667bc2 hard coded one-day warmup scottsanderson 2012-08-14 15:28:02 -04:00
810dbe736a Merge pull request #91 from quantopian/bug585 Scott Sanderson 2012-08-14 09:41:06 -07:00
b5054293da change protocol to match new datasources scottsanderson 2012-08-14 12:24:57 -04:00
8a131027a6 whitespace scottsanderson 2012-08-14 10:58:13 -04:00
f76a200535 Merge pull request #90 from quantopian/fawce_alpha150_bugs fawce 2012-08-13 14:19:04 -07:00
b323c6c8f5 fixed indentation error fawce 2012-08-13 17:18:00 -04:00
7dc5c1092e Merge pull request #89 from quantopian/fawce_alpha150_bugs jbredeche 2012-08-13 14:14:50 -07:00
f819ed67ec bugfixes fawce 2012-08-13 17:05:14 -04:00
042da5642f Merge pull request #88 from quantopian/alpha750 Scott Sanderson 2012-08-13 07:22:36 -07:00
f87025446e fix DONE bug scottsanderson 2012-08-13 10:14:56 -04:00
3884b15eb6 ENH: Changed algorithm class to provide .run() method. Testing of multiple param combos of DMA. Thomas Wiecki 2012-08-12 20:24:34 -04:00
19f00e867b indentation bug fawce 2012-08-12 00:53:23 -04:00
500e6a9f24 fixed #563 fawce 2012-08-12 00:48:00 -04:00
706a4e9e8f Merge pull request #87 from quantopian/new_sources Scott Sanderson 2012-08-10 18:08:15 -07:00
0506baeae5 fixed integration tests fawce 2012-08-10 20:59:53 -04:00
51f01c0f1f ENH: Implemented new Zipline interface. Implemented Algorithm base class. Implemented example algorithm. Implemented example.py code. Thomas Wiecki 2012-08-10 17:23:08 -04:00

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