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• 42f16ccdfb Done & Exception tracking through sockets -> Controller Stephen Diehl 2012-04-04 12:22:12 -04:00
• 3d8e355cfa Integrate controller into do_work. Stephen Diehl 2012-04-04 11:42:58 -04:00
• 701687b812 fixed bug where year report list included months instead. added a period_label to risk metrics corresponding to the end date. e.g. April 2006 fawce 2012-04-04 11:37:19 -04:00
• e18dab58e5 Use proper logging. Stephen Diehl 2012-04-04 10:47:51 -04:00
• 78cceaa649 fixes and tests for result streaming. fawce 2012-04-03 22:42:53 -04:00
• c2bd2872c1 Concurrency agnostic controller. Stephen Diehl 2012-04-03 18:12:16 -04:00
• e8d98084df Exception tracking at the controller level. Stephen Diehl 2012-04-03 14:04:11 -04:00
• 9073d19780 Merge pull request #22 from quantopian/integration fawce 2012-04-02 07:39:18 -07:00
• e1a3a8e799 removed extraneous method fawce 2012-04-02 10:37:27 -04:00
• c7bb22d4d6 added a publish_to method to make the api access simpler for providing a socket into the zipline to publish. fawce 2012-03-31 22:55:43 -04:00
• 7a7833a540 fixed missing fields, added a new random source option to test zipline (still buggy). fawce 2012-03-30 17:48:05 -04:00
• ba9f837320 prepping for PR. fawce 2012-03-30 11:18:33 -04:00
• ce6a91adb6 added a frame to get performance data written to the result stream. not complete, but functional. fawce 2012-03-29 17:13:28 -04:00
• 0f6868c431 Merge pull request #21 from quantopian/no_lock Stephen Diehl 2012-03-28 08:34:13 -07:00
• 757fb9db97 fixed logic for timeouts on order. timeouts are not necessarily fatal. fawce 2012-03-28 11:30:39 -04:00
• 62202168bf Merge pull request #20 from quantopian/awesome fawce 2012-03-26 17:01:36 -07:00
• d6f2f757c8 Tweak zmq utils. Stephen Diehl 2012-03-26 13:37:34 -04:00
• efcda0f585 Gevent driven zmq poller, per sage advice of benoitc. Stephen Diehl 2012-03-24 12:35:06 -04:00
• 7134b4c1b1 Support for different flavors of ZeroMQ. Stephen Diehl 2012-03-24 11:56:18 -04:00
• 3248328f97 Merge pull request #19 from quantopian/api Stephen Diehl 2012-03-22 07:11:43 -07:00
• 0653c244b5 fixed bug in table formatting. fawce 2012-03-22 00:01:27 -04:00
• 3ccfb514fb Extended the algorithm protocol to include portfolio. fawce 2012-03-21 23:52:56 -04:00
• 7deec4a74c logic-o, forgot the self parameter. fawce 2012-03-21 16:29:30 -03:00
• 061404d425 Merge pull request #18 from quantopian/api fawce 2012-03-20 22:05:28 -07:00
• e67322ac04 fixed flow diagram in doco for diamond topo fawce 2012-03-21 01:01:03 -04:00
• 4f87b4e98a documentation fixes and tweaks. fawce 2012-03-21 00:55:35 -04:00
• 839e99f099 document fixes. fawce 2012-03-20 23:17:36 -04:00
• 7a57c27295 this is a hotfix to the accidental commit on master, but I lost my bearings again and added pycco, so this is a bit more than a hotfix now. fawce 2012-03-20 23:10:24 -04:00
• 886f091e64 trying to fix the factory bugs... fawce 2012-03-20 16:45:52 -04:00
• f20db3d01d added tests for filter, refactoring factory a bit to make sure N trades are created when N are requested. fawce 2012-03-20 16:38:32 -04:00
• 26da4316d1 documented algorithm protocol, split example algorithms into their own module. added filter methods to algo and to datasources. The top level zipline is responsible for piping algo's filter to the datasource. fawce 2012-03-20 15:51:10 -04:00
• 4d59846352 upping the timeout for finance tests to 15s. fawce 2012-03-20 11:16:58 -04:00
• 45af7183c9 Merge pull request #17 from quantopian/api Stephen Diehl 2012-03-20 07:54:21 -07:00
• 7fb86be1ae more test refactoring, this time a factory method to get the trading environment. fawce 2012-03-20 10:52:40 -04:00
• 8a6005140b fleshed out ZiplineException a bit. fawce 2012-03-20 09:57:19 -04:00
• 6b76bbd5f2 set get_id property for the simulator, per @sdiehl's request fawce 2012-03-19 23:23:57 -04:00
• 2d6c4688f9 added a new component property is_blocking. Non-blocking datasources and transforms will not prevent merge or feed from exiting, even if they have not reported DONE. refactored lines.py to provide a test zipline method and to take keyword arguments in the constructor and factory method. fawce 2012-03-19 23:19:57 -04:00
• 87c9d913d6 working on elminating the need for signaling order done. fawce 2012-03-19 16:08:53 -04:00
• e7f44884cf added documentation/todo for callbacks, hopefully simplifying the algorithm classes. fawce 2012-03-19 14:28:21 -04:00
• 2324c054e9 added more documentation to the lines.py. refactoring relationship between zipline and algorithm. fawce 2012-03-19 11:40:48 -04:00
• dcc471cc93 refactoring tests to combine common code into factory for creation of test data sources. also created new zipline/lines module, which will hold classes that instantiate entire zipline topologies. fawce 2012-03-17 23:15:38 -04:00
• f7aa5c7c06 Merge pull request #16 from quantopian/dataflow Stephen Diehl 2012-03-16 15:20:36 -07:00
• 3b8b13b14c Merge branch 'master' into dataflow Stephen Diehl 2012-03-16 18:20:18 -04:00
• ce16122be3 Remove dropout on dataframe. Stephen Diehl 2012-03-16 18:18:42 -04:00
• f581be3723 Axe test_messaging. Stephen Diehl 2012-03-16 18:14:23 -04:00
• 3af850948c fixed documentation on event callback method. fawce 2012-03-16 17:56:53 -04:00
• a2c4babd93 hooking perf to the on_done callback. fawce 2012-03-16 17:54:34 -04:00
• 89485c6ae3 Hack to ignore dataframes in process_event, code seems to be written against namedicts. Stephen Diehl 2012-03-16 16:42:39 -04:00
• b61b69a8dd Merge branch 'master' into dataflow Stephen Diehl 2012-03-16 15:04:23 -04:00
• 2a948cbfa2 Merge pull request #14 from quantopian/portfolio fawce 2012-03-16 08:48:39 -07:00
• 65253737cd taking code recommendations from @sdiehl PR notes... as always :) fawce 2012-03-16 11:47:06 -04:00
• 77993ee6ca trivial mod to force push to happen. fawce 2012-03-16 09:52:08 -04:00
• 1ab84ae2ca extended namedict and performance tracker to allow portfolio calculations to be accessed during a live test as a namedict. fawce 2012-03-15 22:52:49 -04:00
• 5ec72350d3 Merge pull request #13 from quantopian/reframing fawce 2012-03-15 16:32:53 -07:00
• c42ffb5e1a splitting out coverage config for jenkins, as per @sdiehl comments on PR fawce 2012-03-15 19:21:03 -04:00
• 931f10fe32 Misc fixes, disabled Risk reporting until PR. Stephen Diehl 2012-03-15 18:33:34 -04:00
• 62d0422eb4 a notebook to help explore the dataframe produced for the algo client. fawce 2012-03-15 17:38:22 -04:00
• a35c702528 fixed tests net of merge of dataflow. fawce 2012-03-15 17:37:26 -04:00
• 930ec57269 fixed bug with date handling in risk report fawce 2012-03-15 16:52:44 -04:00
• e7cf34d3c9 Interstitical risk.py Stephen Diehl 2012-03-15 16:44:15 -04:00
• 460e72ac7f Merge branch 'dataflow' into reframing fawce 2012-03-15 16:33:22 -04:00
• 6630917da8 working on frame argument sent to algorithm. Stephen Diehl 2012-03-15 16:08:01 -04:00
• f980e7d22f Interstitial commit for fawce. Stephen Diehl 2012-03-15 16:08:01 -04:00
• f4bdf1fc11 Rearrange docs & and fix some name conflicts. Stephen Diehl 2012-03-15 11:47:28 -04:00
• 674f445cda Fix spelling mishaps. Stephen Diehl 2012-03-14 23:48:59 -04:00
• 61adcf44c2 Merge remote-tracking branch 'origin/algohost' into dataflow Stephen Diehl 2012-03-14 18:35:07 -04:00
• d77a9fe296 Merge pull request #12 from quantopian/algohost fawce 2012-03-14 12:53:21 -07:00
• 98c1312f16 updated per sdiehl's advice in the PR. fawce 2012-03-14 15:51:44 -04:00
• 2742ffcc47 using pandas for the dataframe relayed to the algorithm. all unit tests are passing. fawce 2012-03-14 15:13:32 -04:00
• fafbc7d3c1 Merge branch 'dataflow' of github.com:quantopian/zipline into dataflow Stephen Diehl 2012-03-14 11:51:39 -04:00
• 3568826e26 Merge remote-tracking branch 'origin/algohost' into dataflow Stephen Diehl 2012-03-14 11:47:45 -04:00
• 340fdbc7b6 Added zmq debug console for great good. Stephen Diehl 2012-03-13 11:03:37 -04:00
• 8002303510 Move protocol data structures. Stephen Diehl 2012-03-08 18:07:43 -05:00
• 23a4f0680b Backtest protocol, ala Bredeche. Stephen Diehl 2012-03-08 17:18:29 -05:00
• d5c4526e93 sorted out conversion to dataframe, fixed logic bug with callbacks. still need to allow for dot notation to frame. fawce 2012-03-14 00:23:51 -04:00
• 84bccbc67c fixed a few type-os to repair document generation. fawce 2012-03-13 23:31:22 -04:00
• cb07f2179d Merge branch 'algohost' of github.com:quantopian/zipline into algohost fawce 2012-03-13 12:21:26 -04:00
• 649a8ea2e5 starting in on pandas integration. fawce 2012-03-13 12:20:35 -04:00
• aba06d40e9 Added zmq debug console for great good. Stephen Diehl 2012-03-13 11:03:37 -04:00
• 72f771d86c Merge branch 'algohost', remote-tracking branch 'origin' into dataflow Stephen Diehl 2012-03-13 11:03:08 -04:00
• defa3186ca Time all the tests! Stephen Diehl 2012-03-12 10:36:08 -04:00
• e6296111e8 Woops left pdb in. Stephen Diehl 2012-03-12 10:15:19 -04:00
• 6171cdf582 Fix hanging test cases by backporting some sim code. Stephen Diehl 2012-03-12 10:11:29 -04:00
• ecd98f1aa0 added handling for client timeouts to the ordersource class. fawce 2012-03-11 22:03:56 -04:00
• 99d51f58f5 switched the socket allocator to be a class variable for the test case. fawce 2012-03-11 20:28:05 -04:00
• 366405927d changed date serialization to use a tuple of all properties rather than the epoch time to eliminate any timezone sensitivity. add performance tracker unit tests, made various fixes to perf tracker. still have a hang on exit for zipline/test/test_finance.py:FinanceTestCase.test_orders and zipline/test/test_finance.py:FinanceTestCase.test_performance. pinging realdiehl for help... fawce 2012-03-11 16:21:10 -04:00
• 8f65b71fd4 added and fixed performance tracker tests. still some failures to iron out in performance. fawce 2012-03-10 22:16:08 -05:00
• b44ca63557 refactoring orders to discard placeholder messages. fawce 2012-03-09 01:07:01 -05:00
• b69ea6b790 refactoring performance to be a plain class, not a component. fawce 2012-03-08 19:21:28 -05:00
• 4df88d5a50 Move protocol data structures. Stephen Diehl 2012-03-08 18:07:43 -05:00
• f4bc73b738 updates for algo proxy. fawce 2012-03-08 17:37:15 -05:00
• cdb383d999 Backtest protocol, ala Bredeche. Stephen Diehl 2012-03-08 17:18:29 -05:00
• 3c0abbf946 Merge pull request #11 from quantopian/portfolio fawce 2012-03-07 15:26:05 -08:00
• 2ba7d526a6 changes net of code review with @sdiehl fawce 2012-03-07 18:22:55 -05:00
• fe8a470167 Merge branch 'master' into portfolio fawce 2012-03-07 17:28:45 -05:00
• 89525cfb7b passing basic test for calculating portfolio positions over time. fawce 2012-03-07 17:26:14 -05:00
• 3c7299b769 added a new client component that calculates positions, performance, and risk. fawce 2012-03-07 15:39:53 -05:00
• 31cd993442 Merge pull request #10 from quantopian/threadsafety Stephen Diehl 2012-03-07 10:47:05 -08:00
• fec5e98a8d updated factory to load from msgpack files, added tests for risk, parameterized treasury and benchmark data. fawce 2012-03-07 01:48:03 -05:00
• d648899d5f removed daemon, because it was only used for dataloader, which was removed earlier. fawce 2012-03-07 01:47:26 -05:00