fawce 309f78a030 modification of the transport protocol -- keeping it close to the export of data from the performance tracker.

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

..

__init__.py

renamed to zipline

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

algorithms.py

modification of the transport protocol -- keeping it close to the export of data from the performance tracker.

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

client.py

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.

2012-03-20 15:51:10 -04:00

factory.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

test_devsimulator.py

Wiped out tests.

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

test_finance.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

test_monitor.py

Exception tracking at the controller level.

2012-04-03 14:04:11 -04:00

test_ndict.py

Clean up test case.

2012-04-18 12:29:40 -04:00

test_perf_tracking.py

fixes to the calculation of transactions and associated tests for long and short orders.

2012-04-12 10:46:10 -04:00

test_protocol.py

fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.

2012-04-06 20:49:56 -04:00

test_risk.py

fixed dates front to back to be proper market open/close, and to use start/end first_open/last_close from the TradingEnvironment.

2012-04-06 20:49:56 -04:00

test_sanity.py

Add stupid test to make Jenkins happy.

2012-02-20 17:36:14 -05:00

transform.py

Better tracking of failure modes.

2012-02-27 23:23:31 -05:00