Commit Graph

  • 56177a7c4f end to end zipline with pure generators scottsanderson 2012-08-02 00:49:48 -04:00
  • dd1056bf30 generator backed component, and a starter test for a source. fawce 2012-08-01 23:41:44 -04:00
  • 0b0f062e1b Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order fawce 2012-08-01 21:43:43 -04:00
  • 318065125f refactored component to use a generator fawce 2012-08-01 21:43:15 -04:00
  • 14067d8323 commit for fawce scottsanderson 2012-08-01 21:42:55 -04:00
  • 9e1a5c11cb fix syntax in transform scottsanderson 2012-08-01 18:56:29 -04:00
  • 4768bea646 more progress on tsc scottsanderson 2012-08-01 18:53:09 -04:00
  • 5910e0f789 tsc work scottsanderson 2012-08-01 17:45:52 -04:00
  • 9f7293e2d2 pipeline through merge scottsanderson 2012-08-01 17:19:08 -04:00
  • 6de01a1c6e added support for any component to relay exceptions through monitor. fawce 2012-08-01 14:56:17 -04:00
  • fe8a443051 intersticial for merge with @ssanderson's latest fawce 2012-08-01 11:19:59 -04:00
  • 6cb3516b6b save for attempted merge scottsanderson 2012-08-01 11:12:09 -04:00
  • e4a21e7c61 resolved conflicts fawce 2012-08-01 11:03:23 -04:00
  • 211cd0271f new world order scottsanderson 2012-08-01 10:42:55 -04:00
  • 4deabcdfda new world order scottsanderson 2012-08-01 10:42:55 -04:00
  • 904733afc6 bumping the heartbeat timeout fawce 2012-07-31 22:42:01 -04:00
  • 73c26f5a8b Merge branch 'master' of github.com:quantopian/zipline fawce 2012-07-31 16:02:52 -04:00
  • 08cce15ef9 added name and message to exception message fawce 2012-07-31 16:02:28 -04:00
  • 90f99fd4c4 added methods to convert epochs to/from days since the UNIX_EPOCH. fawce 2012-07-03 17:34:15 -04:00
  • 5c76ed236f monitor now sigint's the calling application in the case of exceptions and other triggers for hard shutdown (kill). fawce 2012-07-31 01:17:21 -04:00
  • 953b805bd8 added psutil to the requirements fawce 2012-07-30 23:19:03 -04:00
  • 22ba5499c3 added log line to track use of devel fawce 2012-07-30 23:11:44 -04:00
  • 5c62cce627 changed logic to take a boolean flag for sighup signaling. fawce 2012-07-30 19:58:09 -04:00
  • 3e577c56c5 really really really think this should build on jenkins fawce 2012-07-30 18:43:10 -04:00
  • f1f2fadf81 patched regex to work on jenkins fawce 2012-07-30 18:23:17 -04:00
  • 7d4bfb023e keying the shorted stack trace path on zipline, rather than zipline_repo fawce 2012-07-30 18:02:12 -04:00
  • ef1ca0388d moved mongods out fawce 2012-07-30 17:53:58 -04:00
  • 3cff533ff9 hot patch to requirements fawce 2012-07-30 17:42:53 -04:00
  • 1798b3b416 Merge pull request #81 from quantopian/byebye_threadsim Scott Sanderson 2012-07-30 14:34:46 -07:00
  • 2653353bc7 file moves and style changes in sorted/merged layers scottsanderson 2012-07-30 17:28:08 -04:00
  • 61e3cdb25e moved feed to sort fawce 2012-07-30 16:34:03 -04:00
  • c31417cd53 per @ehebert comment on PR fawce 2012-07-30 16:32:10 -04:00
  • 29760dde3a renaming and such for the PR. fawce 2012-07-30 16:13:47 -04:00
  • 146dc822c4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim fawce 2012-07-30 13:53:09 -04:00
  • 9deaefe6e6 fixes for tests fawce 2012-07-30 13:52:38 -04:00
  • 5d9bfe6b92 full sequencing system (minus done from xforms) scottsanderson 2012-07-30 13:51:10 -04:00
  • 0cb7618b98 exception paths are now relative to zipline_repo. if the path is outside of zipline_repo, it is truncated to just the filename. fawce 2012-07-29 20:30:10 -04:00
  • fe1740a3ce updates for transforms scottsanderson 2012-07-29 19:56:10 -04:00
  • e048e8bc35 added done message to SpecificEquity scottsanderson 2012-07-28 19:04:50 -04:00
  • 3621934a28 better variable names and PreTransformLayer scottsanderson 2012-07-28 18:24:57 -04:00
  • 71cc67e123 generator random equity trades scottsanderson 2012-07-28 01:03:09 -04:00
  • 1f40684566 patch for filter logic scottsanderson 2012-07-28 00:17:28 -04:00
  • 752177f20a fixed header comments. fawce 2012-07-28 00:16:24 -04:00
  • e32adba72d gen-style SpecificEquityTrades done scottsanderson 2012-07-28 00:13:48 -04:00
  • 7c18206930 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim fawce 2012-07-28 00:03:31 -04:00
  • 71963cb4c1 filter for generator SpecificEquityTrades scottsanderson 2012-07-27 23:40:35 -04:00
  • 80f2acc674 test fixes fawce 2012-07-27 23:33:43 -04:00
  • 3995773cd4 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim scottsanderson 2012-07-27 19:43:10 -04:00
  • cef36c172d commit for fawce scottsanderson 2012-07-27 19:40:42 -04:00
  • c72f18f77f Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim fawce 2012-07-27 17:15:05 -04:00
  • f79a2fadfc cancellation tweaks. fawce 2012-07-27 17:06:45 -04:00
  • f0cb4eaaed movingaverage implemented as transform scottsanderson 2012-07-27 17:06:07 -04:00
  • 4ff943eb34 added generator-style transforms scottsanderson 2012-07-27 15:04:41 -04:00
  • d33cbdb38a feed is airtight scottsanderson 2012-07-27 09:14:12 -04:00
  • aea81e530e minor fix fawce 2012-07-26 19:56:48 -04:00
  • 8674b46892 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim scottsanderson 2012-07-26 18:49:38 -04:00
  • 97e4ba050a generator ds and feed, various generator utils scottsanderson 2012-07-26 18:48:51 -04:00
  • 40980f7de8 added time to exception report fawce 2012-07-26 18:45:54 -04:00
  • 83da8d2310 fixed logging for tests fawce 2012-07-26 18:45:42 -04:00
  • 8a758c1293 Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim fawce 2012-07-26 16:29:25 -04:00
  • ee55a1825c minor fix fawce 2012-07-26 16:27:25 -04:00
  • abf9c8efa5 exception handling code revised. gevent, pypy, and threadsim vestiges removed. devel flag removed. fawce 2012-07-26 16:22:13 -04:00
  • 96d32fbc86 mongo datasource as generator scottsanderson 2012-07-25 20:01:00 -04:00
  • 1f3a2cc3dc Merge branch 'byebye_threadsim' of github.com:quantopian/zipline into byebye_threadsim scottsanderson 2012-07-25 14:45:37 -04:00
  • 139fe97db6 new files for generator components scottsanderson 2012-07-25 14:45:04 -04:00
  • dd8c84b0db added stack trace to exception message, wrapped it in BT UPDATE FRAME fawce 2012-07-25 14:40:14 -04:00
  • 52b597f089 intersticial commit for scott to pick fawce 2012-07-25 12:28:21 -04:00
  • c02d15016a added timeouts for component when waiting to hear from the monitor. proof of concept exception relay for algorithm's initialize method. fawce 2012-07-24 23:43:40 -04:00
  • 6520046aea removing the old simulatorref fawce 2012-07-24 17:53:43 -04:00
  • d950973f0d added a proc join to ensure we block on the simulation fully exiting all processes. fawce 2012-07-24 17:43:49 -04:00
  • ad10f2aa85 fixed up tests to abandon thread simulator. fawce 2012-07-24 16:43:02 -04:00
  • d0e987a8e8 tests passing using the process simulator. fawce 2012-07-24 14:00:33 -04:00
  • 582e7abd13 Merge pull request #80 from quantopian/fawce_aug10 fawce 2012-07-23 15:18:17 -07:00
  • dfce16278b handoff to @ssanderson fawce 2012-07-23 16:43:08 -04:00
  • fc1882daaa enabled logging with a logbook zmq logger from within the algorithm. fawce 2012-07-22 07:33:42 -04:00
  • f364cde3d2 added a class to throw exceptions from the algorithm fawce 2012-07-21 09:52:06 -04:00
  • 6f7090ebf3 Merge pull request #69 from quantopian/prof_yappi Thomas Wiecki 2012-07-20 05:49:23 -07:00
  • 5dd35a4709 added default positions for portfolio object. fawce 2012-07-19 23:31:14 -04:00
  • 03b17bbfb5 added a condition to break out of the heartbeat on the initial loop, once all components report themselves once. fawce 2012-07-19 20:17:44 -04:00
  • 95a987db39 Merge pull request #78 from quantopian/hanging_chad fawce 2012-07-18 14:21:54 -07:00
  • fb2b0c3be5 responses to sdiehl code review fawce 2012-07-18 17:20:31 -04:00
  • 6415f59398 changing protocol remove e/p dictionary fawce 2012-07-17 17:43:02 -04:00
  • b416f7f418 tweak fawce 2012-07-17 14:09:38 -04:00
  • 1262dcdef1 logging converted to share socket with performance fawce 2012-07-17 01:28:17 -04:00
  • cd998d622c fixed logging bugs, added a DONE signal for logging. fawce 2012-07-14 15:06:34 -04:00
  • 276725ba4d three letter difference between sequential and parallel. fawce 2012-07-13 16:11:15 -04:00
  • ceb9013363 heartbeats working, however the zipline is now fully sequential. fawce 2012-07-13 14:54:35 -04:00
  • 18cd9a02df added more frequent heartbeating between requests from monitor. seems to work. fawce 2012-07-13 12:01:21 -04:00
  • 165d94f784 tweaks fawce 2012-07-12 16:22:57 -04:00
  • 09b6b564bb longer period for heartbeat. fawce 2012-07-12 11:47:48 -04:00
  • d21abe06ea updated heartbeat tracking to treat missing several heartbeats as a full failure. fawce 2012-07-12 00:22:30 -04:00
  • 1cc56b52e7 re-enabled the monitor communication in all components. fawce 2012-07-11 21:51:02 -04:00
  • 4981b600f0 Minor changes to Zipline for signals. Stephen Diehl 2012-07-12 16:56:39 -04:00
  • 0342ee7f62 Fix typos. Stephen Diehl 2012-07-10 14:31:01 -04:00
  • 56da9d53f8 Fixed other stray logging statement. Stephen Diehl 2012-07-10 07:27:24 -04:00
  • 2465282a56 Don't show stray logging statement. Stephen Diehl 2012-07-10 07:26:48 -04:00
  • 9040bacd0b Temp fix for jenkins script. Stephen Diehl 2012-07-07 06:47:48 -04:00
  • 8fdd2db045 Merge pull request #74 from quantopian/deepcopy_ndict Stephen Diehl 2012-07-06 13:41:38 -07:00
  • 80c8a14848 Merge pull request #76 from quantopian/union Stephen Diehl 2012-07-06 13:35:41 -07:00
  • 237ea825ac Merge branch 'threaded_monitor' into scott1 Stephen Diehl 2012-07-06 14:11:40 -04:00