ssanderson

#Midpoint for zmq node chain test.  Receives a message    
#via SUB socket, then propagates that message out via     
#PUB socket to sink nodes.                                

import zmq

context = zmq.Context()

receiver = context.socket(zmq.SUB)
receiver.connect("tcp://localhost:5555")

ssanderson

Flavors of queues in Qexec system topology:

|| Queue type: ||              Receives new tasks from:             ||              Routes tasks to:        || 
--------------------------------------------------------------------------------------------------------------
||   LQueue    || http PUT requests (via WSGI app)                  || RQueue (via ZMQ socket)              ||
||   RQueue    || polls an LQueue for new tasks (via ZMQ socket)    || Arbiter instances (via gevent queues)||
||   MQueue    || http PUT requests (via WSGI app)                  || Arbiter instances (via gevent queues)||

Flavors of servers:

ssanderson

from zipline.gens import stateful_transform
from zipline.finance.trading import TransactionSimulator
from zipline.finance.performance import PerformanceTracker

def trade_simulation_client(stream_in, algo, environment, sim_style):

    #============                                                                                                                                                                                                                                                                                        
    # Algo Setup                                                                                                                                                                                                                                                                                         
    #============                                                                                                                                                                                   

ssanderson

from zipline.gens import stateful_transform
from zipline.finance.trading import TransactionSimulator
from zipline.finance.performance import PerformanceTracker

def trade_simulation_client(stream_in, algo, environment, sim_style):
    """                                                                                                                                                                           
    Generator that takes the expected output of a merge, a user                                                                                                                   
    algorithm, a trading environment, and a simulator style as                                                                                                                    
    arguments.  Pipes the merge stream through a TransactionSimulator                                                                                                             
    and a PerformanceTracker, which keep track of the current state of       

ssanderson

;; Root directory for Quantopian projects.
(setq quantopian-root
      (let (temp)
        (setq temp (getenv "QUANTO_ROOT"))
        (if temp (file-name-as-directory temp) "~/quantopian")))

;; =============
;; Package Repos
;; =============
(require 'package)

ssanderson

Min Variance
 Staging:
  real    0m24.313s
  user    0m23.650s
  sys     0m0.330s

  real    0m23.974s
  user    0m23.210s
  sys     0m0.420s

ssanderson

ssanderson

### Loading CSV for EIDO Data since 2014
## Branch
2428414 function calls (2416047 primitive calls) in 9.570 seconds
ncalls  tottime  percall  cumtime  percall filename:lineno(function)
1    0.000    0.000    8.094    8.094 qexec/qexec/sources/requests_csv.py:384(__init__)
1    0.254    0.254    8.094    8.094 qexec/qexec/sources/requests_csv.py:269(load_df)

## Master
9529341 function calls (9517154 primitive calls) in 30.053 seconds
ncalls  tottime  percall  cumtime  percall filename:lineno(function)

ssanderson

# Run flake8 against any added/modified python files in the current git repo.
function check8 ()
{
    errors=`git diff --relative --name-only --diff-filter AM --ignore-submodules | grep -e "\.py" | xargs flake8`
    retval=$?

    # xargs returns 127 if flake8 couldn't be found
    if [ "$retval" = "127" ]
    then

ssanderson

import gc
import objgraph

class Foo(object):

    def __init__(self):
        self._gen = None

    def __iter__(self):
        self._gen = self.gen()