fawce 28c380c245 removed heartbeat on every iteration, resulted in a 50% reduction in processing time per day. ...

However, the big lesson from this experiment is that the major bottleneck is in the feedback loop. By eliminating the feedback loop and instead putting the transaction simulation into the client end of the zipline, I think we could accelerate by 10x.

2012-04-20 12:21:03 -04:00

..

finance

removed heartbeat on every iteration, resulted in a 50% reduction in processing time per day.

2012-04-20 12:21:03 -04:00

test

some efficiency changes - no longer transferring the list of daily returns, no longer holding transactions in the daily and the cumulative performance periods.

2012-04-18 12:36:46 -04:00

transforms

Wiped out tests.

2012-02-29 16:48:55 -05:00

__init__.py

renamed to zipline

2012-02-14 12:23:48 -05:00

component.py

removed heartbeat on every iteration, resulted in a 50% reduction in processing time per day.

2012-04-20 12:21:03 -04:00

date_utils.py

moved epoch_now to date_utils

2012-04-18 23:14:21 -04:00

gpoll.py

Gevent driven zmq poller, per sage advice of benoitc.

2012-03-24 12:35:06 -04:00

lines.py

major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.

2012-04-13 15:08:17 -04:00

messaging.py

removed heartbeat on every iteration, resulted in a 50% reduction in processing time per day.

2012-04-20 12:21:03 -04:00

monitor.py

Replayable error log.

2012-04-06 12:39:27 -04:00

protocol_utils.py

Don't replace right now.

2012-04-18 11:19:10 -04:00

protocol.py

re-arranged fields so that history includes daily snapshots for cumulative measures.

2012-04-19 23:27:35 -04:00

serial.py

Remove old pandas-zmq protocol.

2012-04-09 23:43:53 -04:00

simulator.py

"Fix" for hanging tests in simulator.

2012-04-05 14:52:43 -04:00

sources.py

heavy work on the feedback loop from trade client to order source. tests are passing using a busy wait inside the trade client. hopefully we can find a more elegant approach.

2012-04-14 15:09:52 -04:00

topology.py

fixed flow diagram in doco for diamond topo

2012-03-21 01:01:03 -04:00

util.py

Wiped out tests.

2012-02-29 16:48:55 -05:00

zmq_utils.py

NumpyChannel

2012-04-09 07:55:11 -04:00