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Mono Color

• d88b175672 SimulatedTrading is now a generator. fawce 2012-08-10 11:55:30 -04:00
• 1576447c76 Refactored optimize factory. Enabled optimize unittests. Thomas Wiecki 2012-08-10 11:08:11 -04:00
• 4bfbaa8c26 minor protocol change scottsanderson 2012-08-10 01:18:55 -04:00
• c601991d93 Merge pull request #86 from quantopian/fawce_alpha150_bugs fawce 2012-08-09 20:49:50 -07:00
• 196c681d4b fixes for max drawdown fawce 2012-08-09 21:43:26 -04:00
• 7bb4e754b0 added logs scottsanderson 2012-08-09 16:21:49 -04:00
• 1ddd52334c Merge pull request #85 from quantopian/new_world_order Scott Sanderson 2012-08-08 20:07:51 -07:00
• 33050157f9 skipping the multiproc tests. fawce 2012-08-08 23:07:12 -04:00
• 5e798f131b Merge pull request #84 from quantopian/new_world_order Scott Sanderson 2012-08-08 20:05:00 -07:00
• cf6bef6ed8 purging fawce 2012-08-08 22:58:54 -04:00
• 853c2ea61e goodbye old components. fawce 2012-08-08 22:51:37 -04:00
• 6c35e60b57 Merge pull request #83 from quantopian/new_world_order jbredeche 2012-08-08 19:44:15 -07:00
• 7e86652a75 removed bson dep fawce 2012-08-08 22:33:32 -04:00
• b0a8697fa2 Merge pull request #82 from quantopian/new_world_order Scott Sanderson 2012-08-08 19:28:34 -07:00
• 36a7c5da30 whitespace scottsanderson 2012-08-08 22:24:43 -04:00
• e5b7c69a68 simplified to be more flexible fawce 2012-08-08 21:48:16 -04:00
• 9f98178a47 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-08 21:40:41 -04:00
• aec76868f9 exception handling fawce 2012-08-08 21:40:33 -04:00
• c64175e2e5 added tests for exception messages in datasources and transforms scottsanderson 2012-08-08 18:44:45 -04:00
• 0267bc5073 removed traces fawce 2012-08-08 15:32:54 -04:00
• 0d34de3b46 fix tracebacks scottsanderson 2012-08-08 15:23:20 -04:00
• a0db79428d fixed dt to datetime alias logic-O fawce 2012-08-08 15:06:24 -04:00
• 9611192326 done message for seq transforms scottsanderson 2012-08-08 14:59:31 -04:00
• 427cfd53ec working on logging fawce 2012-08-08 14:00:36 -04:00
• 82f0c03720 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-08 12:33:10 -04:00
• 981676dfd3 pulled logger to be explicit fawce 2012-08-08 12:32:52 -04:00
• bd2993d23f re-enable logging zipline to file and adding algo_dt scottsanderson 2012-08-08 12:27:15 -04:00
• 0b15c0cfb2 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-08 11:21:42 -04:00
• b70e76d516 commit pre-merge scottsanderson 2012-08-08 11:21:26 -04:00
• 7b340af890 leaky abstractions...patched fawce 2012-08-08 11:19:26 -04:00
• d2809946bf updated exception test tracebacks scottsanderson 2012-08-08 09:20:35 -04:00
• 35e0433a6e added LOG as valid prefix. fawce 2012-08-08 00:46:19 -04:00
• 52365f9c87 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 22:28:41 -04:00
• 1e5191b60c needed to join on monitor process, fixed. fawce 2012-08-07 22:26:16 -04:00
• 6307ce1e02 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-07 21:47:21 -04:00
• 0489bc4216 tests for eventwindow scottsanderson 2012-08-07 21:46:56 -04:00
• 0848ef9f9b tweaks to patch leaky abstractions fawce 2012-08-07 20:17:41 -04:00
• 74859751ff whitespace scottsanderson 2012-08-07 18:25:22 -04:00
• d2d9ef1359 removed a few debug calls fawce 2012-08-07 17:55:27 -04:00
• b4b49b83ac Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 17:51:01 -04:00
• e8f17083f7 merge fawce 2012-08-07 17:49:56 -04:00
• 8ab12cc8f8 tests for returns scottsanderson 2012-08-07 17:48:35 -04:00
• b4e0639d53 pushing returns for fawce scottsanderson 2012-08-07 17:24:53 -04:00
• 23a62a942a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-07 17:08:08 -04:00
• 1d9da39fbb new-style returns scottsanderson 2012-08-07 16:54:55 -04:00
• 172ed2aafe removed the set_trace fawce 2012-08-07 15:49:04 -04:00
• c8e9df452e Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 15:47:25 -04:00
• acc88793ad patching test to match new MovingAverage init. fawce 2012-08-07 15:46:56 -04:00
• dc16d6ec9e Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 15:42:41 -04:00
• 1959a8388c re-commit for fawce scottsanderson 2012-08-07 15:42:33 -04:00
• a8276e15c7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 15:42:33 -04:00
• c45b49a315 fix method name typo in eventwindow scottsanderson 2012-08-07 15:11:22 -04:00
• 1f0e760856 finish eventwindow ABS, and speedups for tradingcalendar scottsanderson 2012-08-07 14:50:09 -04:00
• aeb50da170 fixes for unit tests, back to 50/51 passing. fawce 2012-08-07 14:42:43 -04:00
• 804bcb4e0c exceptions tests passing fawce 2012-08-07 13:16:42 -04:00
• 5aba8bfc28 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-07 11:15:37 -04:00
• 3f4d772e4c first draft of lines returning new SimulatedTrading object. fawce 2012-08-07 11:15:14 -04:00
• ed206de84a abstract eventwindow and trading calendar utility scottsanderson 2012-08-07 10:32:10 -04:00
• e061cb3a07 new-style vwap scottsanderson 2012-08-06 15:35:56 -04:00
• 4bb9bedb0c Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-06 14:03:32 -04:00
• 10ff5effbf moved MovingAverage state class to its own file scottsanderson 2012-08-06 13:54:07 -04:00
• 7ab993012d Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-06 13:47:16 -04:00
• 7b34a01bb6 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-06 13:46:21 -04:00
• 45bfb3e8cd moving average using eventwindow abc scottsanderson 2012-08-06 13:38:45 -04:00
• 06dc6f7acb beginning refactor to use single threaded simulator. fawce 2012-08-06 13:11:20 -04:00
• 1073696965 moving toward abstract base for event window tnfms scottsanderson 2012-08-06 13:11:16 -04:00
• 4655e643a4 api changes and refactor of sorting tests scottsanderson 2012-08-06 11:05:25 -04:00
• b67cbb2aab updated tests to compare with/without processes fawce 2012-08-04 15:26:48 -04:00
• 4a582e8952 modified zmq_gen method to yield None when there is no waiting message. This prevents blocking in the next() method of a component. But it requires generators wrapping the component to handle None. fawce 2012-08-04 12:58:07 -04:00
• 4a3773848a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-03 23:01:11 -04:00
• f3c81d6731 dropped an extraneous sleep in the test fawce 2012-08-03 23:00:45 -04:00
• 8437a28c14 generator-style perf now sends a risk report on receipt of DONE scottsanderson 2012-08-03 21:09:05 -04:00
• 6a181ab4e7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-03 14:07:43 -04:00
• ace5d05fab tradesim as generator v. 2.0 scottsanderson 2012-08-03 14:07:05 -04:00
• 479ad502f6 addressing race condition between loop_send exit and DONE message delivery. fawce 2012-08-03 01:05:53 -04:00
• a1d20fa392 Fixed monitor to execute as soon as all components report Done. Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 22:56:24 -04:00
• f166626ea8 multiple sources, each as component, feeding sort. fawce 2012-08-02 22:51:17 -04:00
• d74bc1bbc5 save scottsanderson 2012-08-02 21:49:39 -04:00
• 193dc20a7a checking in latest from scotty fawce 2012-08-02 18:23:47 -04:00
• f4a405adc4 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 18:16:34 -04:00
• b6f7dc543a trivial for fawce scottsanderson 2012-08-02 18:16:04 -04:00
• 566d110271 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 18:14:52 -04:00
• 598b342655 minor scottsanderson 2012-08-02 18:13:03 -04:00
• 111681aacf Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 18:11:35 -04:00
• c2b4689668 intersticial to merge with scott fawce 2012-08-02 18:02:43 -04:00
• 18d327069a stateful transform as class scottsanderson 2012-08-02 18:01:16 -04:00
• 1bd02455a7 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 16:23:52 -04:00
• cfc49d3ccc using classes instead of pure generators in component fawce 2012-08-02 16:20:15 -04:00
• c49806187d sources as classes scottsanderson 2012-08-02 16:13:23 -04:00
• bc3394bc36 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-02 15:41:39 -04:00
• 12c7cd3b41 removed extraneous imports to remove circularity fawce 2012-08-02 15:40:26 -04:00
• 79ca24871a Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-02 15:22:15 -04:00
• 26ad7c4818 intersticial scottsanderson 2012-08-02 15:16:17 -04:00
• 7d148e0f36 whitespace cleanse fawce 2012-08-02 15:09:54 -04:00
• ac9d4b5ac0 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 15:05:29 -04:00
• e9641ec9ca Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-02 15:05:20 -04:00
• 07284017fd rewinds scottsanderson 2012-08-02 15:04:28 -04:00
• d141422ada component is self-contained! fawce 2012-08-02 14:45:13 -04:00
• 8bcaed9044 moving to class-style generators scottsanderson 2012-08-02 14:44:11 -04:00
• bf3d9cef02 Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order scottsanderson 2012-08-02 09:26:19 -04:00