Commit Graph

  • e5fdc542d5 Update test_optimize with devel flag. Stephen Diehl 2012-07-06 12:06:58 -04:00
  • 5fcb2de59b ndicts are now deepcopyable. Thomas Wiecki 2012-07-06 11:54:40 -04:00
  • f6c65983bb Merge branch 'master' of github.com:quantopian/zipline Thomas Wiecki 2012-07-06 11:39:09 -04:00
  • 4f338ab44a Merge pull request #72 from quantopian/scott1 Scott Sanderson 2012-07-06 07:58:33 -07:00
  • 7ffdff64a1 Remove other refs to stdlib logging. Stephen Diehl 2012-07-06 10:47:11 -04:00
  • c182add0a3 minimal scottsanderson 2012-07-05 17:50:51 -04:00
  • b9e0be6bf0 Blessed commit. Stephen Diehl 2012-07-05 17:29:16 -04:00
  • 3d5e084b8d fixed logic bug in creation of sample date range. added assert. fawce 2012-07-05 16:17:51 -04:00
  • 9cbcf424b4 Update tests. Stephen Diehl 2012-07-05 15:14:55 -04:00
  • c39267eff4 Reenable nose magic. Stephen Diehl 2012-07-05 14:39:15 -04:00
  • 44cdf60feb Minor fix, lots of win. Stephen Diehl 2012-07-05 13:47:43 -04:00
  • 33a3a104eb Remove pdb. Stephen Diehl 2012-07-05 11:39:16 -04:00
  • 81fd7d71b7 Temporary commit. Stephen Diehl 2012-07-05 11:38:45 -04:00
  • 6aa7bf893d trying to fix some odd behavior scottsanderson 2012-07-04 15:31:16 -04:00
  • a789db1789 make git happy scottsanderson 2012-07-04 03:48:28 -04:00
  • 1d0c4ffa14 :result --->results scottsanderson 2012-07-04 03:47:58 -04:00
  • 14018b9ab7 grammar police on comment scottsanderson 2012-07-04 03:47:41 -04:00
  • b447333fae remove logging from initialize for now scottsanderson 2012-07-04 03:46:42 -04:00
  • bbcfaec710 Smaller generational period -> faster test running Stephen Diehl 2012-07-03 17:17:43 -04:00
  • 4a3d9b1d83 devel flag on noop monitored system. Stephen Diehl 2012-07-03 15:40:30 -04:00
  • bcd1ccae4d Restore passing test_performance. Stephen Diehl 2012-07-03 13:27:01 -04:00
  • e4730917a2 hanging chad - forgot to remove the source_id references. fawce 2012-07-03 12:19:53 -04:00
  • d3a28311a5 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor fawce 2012-07-03 12:14:17 -04:00
  • 5f878300a0 switched from pub/sub to push/pull for merge -> client socket. also purged source_id from the constructors of all datasources. fawce 2012-07-03 12:11:22 -04:00
  • 04b5923d8a Backport removal of sync_ack Stephen Diehl 2012-07-03 11:55:31 -04:00
  • 1ea68eb4f3 Logging compat for test_transforms. Stephen Diehl 2012-07-03 11:39:00 -04:00
  • 80157153e3 Merge branch 'threaded_monitor' of github.com:quantopian/zipline into threaded_monitor fawce 2012-07-03 11:38:21 -04:00
  • 31e0e8208c switching to use push/pull for traffic btw merge and client fawce 2012-07-03 11:37:58 -04:00
  • 6ad6b4dbc7 Reformat logging statements in base component. Stephen Diehl 2012-07-03 11:19:58 -04:00
  • b19d2d856f Selectively backport portions of new component.py Stephen Diehl 2012-07-03 11:05:01 -04:00
  • c07a08f9ae Backport updated protocol. Stephen Diehl 2012-07-03 11:04:50 -04:00
  • 3b0a591758 Backport logging setup for test_finance Stephen Diehl 2012-07-03 10:55:32 -04:00
  • 0480ea4c39 Backport setup_topology for lines.py Stephen Diehl 2012-07-03 10:48:06 -04:00
  • a747399bbe Backport ComponentHost logic. Stephen Diehl 2012-07-03 10:39:25 -04:00
  • 3c5cb2a451 Restore new monitor system and test suite. Stephen Diehl 2012-07-03 08:35:16 -04:00
  • 6dbbcfaf66 Replay selective fsm2 changes to new branch. Stephen Diehl 2012-07-03 07:20:58 -04:00
  • 59fdd1f292 bugfixes and disable initialization logging scottsanderson 2012-07-02 23:36:15 -04:00
  • 5a7fa6d893 bugfixes to logging setup scottsanderson 2012-07-02 05:36:48 -04:00
  • 33a3e2d63a spellcheck on a comment scottsanderson 2012-07-01 20:30:32 -04:00
  • 87a5e442c0 bug fixes to LOG_FRAME scottsanderson 2012-07-01 20:29:55 -04:00
  • e4003cdc4c new algorithm for testing logging scottsanderson 2012-07-01 20:28:49 -04:00
  • 2dd4bca9e2 Added yappi to requirements_dev.txt. Thomas Wiecki 2012-06-29 09:55:27 -04:00
  • 152e389c71 Moved over files from dt_to_pandas: prof_yappi.py and optimize/factory.py (critical change is to change daily to minute events). Thomas Wiecki 2012-06-29 09:51:17 -04:00
  • cfbb9dde1d Merge branch 'master' into scott1 scottsanderson 2012-06-28 18:05:16 -04:00
  • 4c40a3d55c all manner of changes to support logging scottsanderson 2012-06-28 16:28:10 -04:00
  • 2c79f97122 Merge branch 'master' of github.com:quantopian/zipline Thomas Wiecki 2012-06-28 12:58:55 -04:00
  • a222e1f0d8 save scottsanderson 2012-06-22 18:23:51 -04:00
  • e5de6d382c Merge branch 'master' of github.com:quantopian/zipline fawce 2012-06-21 22:10:06 -04:00
  • 2a8e19b22f name change for positions_value fawce 2012-06-21 22:08:25 -04:00
  • 8052ee6b52 new handler class for log output scottsanderson 2012-06-21 16:40:34 -04:00
  • 9c66f3ea7c capturing stdout from user's algo and piping it to a zmq socket scottsanderson 2012-06-20 11:58:17 -04:00
  • f4f164dd9f update to pass along the new log socket address scottsanderson 2012-06-20 11:57:19 -04:00
  • 1e2bcb0ed9 Clean shutdown check is_success check. Stephen Diehl 2012-06-20 09:30:50 -04:00
  • a82d3852bd added the is_success property to the SimulatedTrading class fawce 2012-06-19 20:43:46 -04:00
  • 89e52c6758 better filter for nan check fawce 2012-06-19 20:03:37 -04:00
  • e1db77fb64 fixed comprehension fawce 2012-06-19 17:06:40 -04:00
  • 539373c766 Merge pull request #68 from quantopian/fawce_alpha1 fawce 2012-06-19 13:21:38 -07:00
  • 5d97469a24 added a filter for nan values in risk data relay fawce 2012-06-19 15:52:47 -04:00
  • 8a056424ac Merge pull request #67 from quantopian/fawce_alpha1 fawce 2012-06-18 16:15:28 -07:00
  • ba05335b2c logging every update was spamming the console during unit tests... fawce 2012-06-18 19:11:13 -04:00
  • 7044040722 removed logging of zero volume orders. fawce 2012-06-18 19:02:14 -04:00
  • c7905647fa Merge branch 'master' of github.com:quantopian/zipline Thomas Wiecki 2012-06-18 11:55:28 -04:00
  • 9c9cddb2e8 Tidy up logging statements. Stephen Diehl 2012-06-13 16:21:43 -04:00
  • 61ee2420eb Removed dummy print statement. Stephen Diehl 2012-06-12 13:31:48 -04:00
  • 1b2ac74dec Updated test config. Stephen Diehl 2012-06-12 07:42:35 -04:00
  • 20f7affc76 Added logbook to reqs. Stephen Diehl 2012-06-12 07:38:18 -04:00
  • 3da255c867 Merge pull request #66 from quantopian/fsm Stephen Diehl 2012-06-12 04:35:39 -07:00
  • 06e6207020 Update logging system Stephen Diehl 2012-06-12 07:11:52 -04:00
  • 2d85ec4d95 Update performance tracker ot use Logbook Stephen Diehl 2012-06-11 13:54:00 -04:00
  • de9b15144a Update Thomas's tests to use logbook. Stephen Diehl 2012-06-11 13:52:02 -04:00
  • aac8e92b06 Logbook for component state tracking. Stephen Diehl 2012-06-11 13:40:54 -04:00
  • 270e067426 FSM actions for Feed and Merge. Stephen Diehl 2012-06-11 13:10:05 -04:00
  • fefca77fe2 FSM for Feed Stephen Diehl 2012-06-11 09:26:48 -04:00
  • 087de66e4c Merge pull request #65 from quantopian/fawce_alpha1 fawce 2012-06-07 14:59:48 -07:00
  • 0dea9c5ecb finished comment fawce 2012-06-07 17:58:30 -04:00
  • 6a8654342a added an as_portfolio method to the PerformancePeriod. fawce 2012-06-07 17:40:26 -04:00
  • 6d8a786214 updated performance to be trade by trade. fawce 2012-06-07 13:53:45 -04:00
  • ba9374e6e9 Merge pull request #64 from quantopian/master fawce 2012-06-06 16:24:10 -07:00
  • 2d72e2be38 Merge branch 'master' of github.com:quantopian/zipline Thomas Wiecki 2012-06-04 07:12:47 -04:00
  • 036f9e93a7 fixed a type-o in the documentation. fawce 2012-05-31 23:15:53 -04:00
  • a4ea3e3343 marked a todo for a calculation bug fawce 2012-05-30 23:55:25 -04:00
  • 0791c98d31 Merge pull request #60 from quantopian/optimize_qexec Stephen Diehl 2012-05-30 07:42:51 -07:00
  • a69938a4b2 Merge branch 'master' of github.com:quantopian/zipline into optimize_qexec Thomas Wiecki 2012-05-30 10:15:48 -04:00
  • da827c18b4 Fixed unittest bug (not copying config dict). Further refactoring of optimization tests and factory. Added documentation to optimization factory functions. Thomas Wiecki 2012-05-30 10:15:35 -04:00
  • 8171a5d8f4 Merge branch 'master' of github.com:quantopian/zipline Thomas Wiecki 2012-05-30 08:42:12 -04:00
  • 46ca4531f6 Merge pull request #59 from quantopian/fawce_alpha1 jbredeche 2012-05-29 18:26:22 -07:00
  • ef763f28d0 added a created date to the risk report. fawce 2012-05-29 21:20:16 -04:00
  • 95bc94fbaa Merge pull request #57 from quantopian/optimize_qexec Stephen Diehl 2012-05-29 14:11:44 -07:00
  • 5a88ef98cf Merge pull request #58 from quantopian/cheetah Stephen Diehl 2012-05-29 14:10:51 -07:00
  • 954ad8afb3 Added setproctitle and C extension doc. Stephen Diehl 2012-05-29 17:09:08 -04:00
  • 45409132b2 Refactored unittests. zipline creation is now happening in a function in factory.py instead of each unittest. Thomas Wiecki 2012-05-29 14:37:43 -04:00
  • edd119ba90 Merge pull request #53 from quantopian/cheetah fawce 2012-05-29 07:30:23 -07:00
  • 736bbe51af Misc changes. Stephen Diehl 2012-05-29 00:38:23 -04:00
  • 461f5645f6 Merge pull request #56 from quantopian/fawce_alpha1 jbredeche 2012-05-28 21:13:00 -07:00
  • b8d0a8e4e0 cleanup fawce 2012-05-28 22:13:43 -04:00
  • 433170df9b removed old order protocol cruft. fawce 2012-05-28 21:39:54 -04:00
  • 069dbd1afe removed protocol cruft from transaction transform days. fawce 2012-05-28 21:32:23 -04:00
  • 640076ee7b Merge pull request #55 from quantopian/fawce_alpha1 Stephen Diehl 2012-05-28 13:09:10 -07:00
  • 13ccf169f1 encoding epoch as an int, rather than float. fawce 2012-05-28 16:06:41 -04:00
  • 23fb5fa083 cleanup fawce 2012-05-28 15:25:44 -04:00