renamed to zipline

README.md

@@ -8,8 +8,8 @@ Running
 
 Initial `virtualenv` setup::
 
-    $ mkvirtualenv qsim
-    $ workon qsim
+    $ mkvirtualenv zipline
+    $ workon zipline
 	#go get coffee, this will compile a heap of C/C++ code
     $ ./etc/ordered_pip.sh requirements_sci.txt 
 	$ ./etc/ordered_pip.sh requirements.txt

docs/conf.py

@@ -213,7 +213,7 @@
 # One entry per manual page. List of tuples
 # (source start file, name, description, authors, manual section).
 man_pages = [
-    ('index', 'qsim', u'QSim Documentation',
+    ('index', 'zipline', u'QSim Documentation',
      [u'Quantopian: jean, fawce, sdiehl'], 1)
 ]
 

docs/index.rst

@@ -17,7 +17,7 @@ Quantopian Simulator: QSim
 
 Qsim runs backtests using asynchronous components and zeromq messaging for communication and coordination. 
 
-Simulator is the heart of QSim, and the primary access point for creating, launching, and tracking simulations. You can find it in :py:class:`~qsim.core.Simulator`
+Simulator is the heart of QSim, and the primary access point for creating, launching, and tracking simulations. You can find it in :py:class:`~zipline.core.Simulator`
 
 Simulator Sub-Components
 ==========================
@@ -28,17 +28,17 @@ via zeromq.
 DataSources
 --------------------
 
-A DataSource represents a historical event record, which will be played back during simulation. A simulation may have one or more DataSources, which will be combined in DataFeed. Generally, datasources read records from a persistent store (db, csv file, remote service), format the messages for downstream simulation components, and send them to a PUSH socket. See the base class for all datasources :py:class:`~qsim.sources.DataSource`
+A DataSource represents a historical event record, which will be played back during simulation. A simulation may have one or more DataSources, which will be combined in DataFeed. Generally, datasources read records from a persistent store (db, csv file, remote service), format the messages for downstream simulation components, and send them to a PUSH socket. See the base class for all datasources :py:class:`~zipline.sources.DataSource`
 
 DataFeed
 --------------------
 
-All simulations start with a collection of :py:class:`DataSources <qsim.sources.DataSource>`, which need to be fed to an algorithm. Each :py:class:`~qsim.sources.DataSource`can contain events of differing content (trades, quotes, corporate event) and frequency (quarterly, intraday). To simplify the process of managing the data sources, :py:class:`~qsim.core.DataFeed` can receive events from multiple :py:class:`DataSources <qsim.sources.DataSource>` and combine them into a serial chronological stream. 
+All simulations start with a collection of :py:class:`DataSources <zipline.sources.DataSource>`, which need to be fed to an algorithm. Each :py:class:`~zipline.sources.DataSource`can contain events of differing content (trades, quotes, corporate event) and frequency (quarterly, intraday). To simplify the process of managing the data sources, :py:class:`~zipline.core.DataFeed` can receive events from multiple :py:class:`DataSources <zipline.sources.DataSource>` and combine them into a serial chronological stream. 
 
 Transforms
 --------------------
 
-Often, an algorithm will require a running calculation on top of a :py:class:`~qsim.sources.DataSource`, or on the consolidated feed. A simple example is a technical indicator or a moving average. Transforms can be described in :py:class:`~qsim.core.Simulator`'s configuration. Subclass :py:class:`~qsim.transforms.core.Transform` to add your own Transform. Transforms must hold their own state between events, and serialize their current values into messages.
+Often, an algorithm will require a running calculation on top of a :py:class:`~zipline.sources.DataSource`, or on the consolidated feed. A simple example is a technical indicator or a moving average. Transforms can be described in :py:class:`~zipline.core.Simulator`'s configuration. Subclass :py:class:`~zipline.transforms.core.Transform` to add your own Transform. Transforms must hold their own state between events, and serialize their current values into messages.
 
 
 Data Alignment

docs/modules.rst

@@ -1,7 +1,7 @@
-qsim
+zipline
 ====
 
 .. toctree::
    :maxdepth: 4
 
-   qsim
+   zipline

docs/notes.rst

@@ -8,8 +8,8 @@ Running
 
 Initial `virtualenv` setup::
 
-    $ mkvirtualenv qsim
-    $ workon qsim
+    $ mkvirtualenv zipline
+    $ workon zipline
 	#go get coffee, this will compile a heap of C/C++ code
     $ ./etc/ordered_pip.sh requirements_sci.txt 
 	$ ./etc/ordered_pip.sh requirements.txt

docs/qsim.rst

@@ -1,54 +1,54 @@
 ============
-qsim Package
+zipline Package
 ============
 
 QSim API
 ===========================
 
-:mod:`qsim` Package
+:mod:`zipline` Package
 -------------------
 
-.. automodule:: qsim.__init__
+.. automodule:: zipline.__init__
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`config` Module
 --------------------
 
-.. automodule:: qsim.config
+.. automodule:: zipline.config
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`core` Module
 ------------------
 
-.. automodule:: qsim.core
+.. automodule:: zipline.core
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`messaging` Module
 -----------------------
 
-.. automodule:: qsim.messaging
+.. automodule:: zipline.messaging
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`sources` Module
 ---------------------
 
-.. automodule:: qsim.sources
+.. automodule:: zipline.sources
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`util` Module
 ------------------
 
-.. automodule:: qsim.util
+.. automodule:: zipline.util
     :members:
     :undoc-members:
     :show-inheritance:
@@ -58,6 +58,6 @@ Subpackages
 
 .. toctree::
 
-    qsim.test
-    qsim.transforms
+    zipline.test
+    zipline.transforms
 

docs/qsim.test.rst

@@ -4,15 +4,15 @@ test Package
 :mod:`client` Module
 --------------------
 
-.. automodule:: qsim.test.client
+.. automodule:: zipline.test.client
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`test_messaging` Module
 ----------------------------
 
-.. automodule:: qsim.test.test_messaging
+.. automodule:: zipline.test.test_messaging
     :members:
     :undoc-members:
     :show-inheritance:

docs/qsim.transforms.rst

@@ -4,23 +4,23 @@ transforms Package
 :mod:`core` Module
 ------------------
 
-.. automodule:: qsim.transforms.core
+.. automodule:: zipline.transforms.core
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`merge` Module
 -------------------
 
-.. automodule:: qsim.transforms.merge
+.. automodule:: zipline.transforms.merge
     :members:
     :undoc-members:
     :show-inheritance:
 
 :mod:`technical` Module
 -----------------------
 
-.. automodule:: qsim.transforms.technical
+.. automodule:: zipline.transforms.technical
     :members:
     :undoc-members:
     :show-inheritance:

etc/jenkins.sh

@@ -8,16 +8,16 @@ if [ ! -d $WORKON_HOME ]; then
 fi
 source /usr/local/bin/virtualenvwrapper.sh
 
-#create the scientific python virtualenv and copy to provide qsim base
+#create the scientific python virtualenv and copy to provide zipline base
 mkvirtualenv --no-site-packages scientific_base
 workon scientific_base
 ./etc/ordered_pip.sh ./etc/requirements_sci.txt
 deactivate
-#re-base qsim
-#rmvirtualenv qsim
-cpvirtualenv scientific_base qsim  
+#re-base zipline
+#rmvirtualenv zipline
+cpvirtualenv scientific_base zipline  
 
-workon qsim
+workon zipline
 ./etc/ordered_pip.sh ./etc/requirements.txt
 ./etc/ordered_pip.sh ./etc/requirements_dev.txt
 
@@ -32,7 +32,7 @@ nosetests
 
 #run pylint checks
 cp ./pylint.rcfile /mnt/jenkins/.pylintrc #default location for config file...
-pylint -f parseable qsim | tee pylint.out
+pylint -f parseable zipline | tee pylint.out
 
 #run sloccount analysis
 sloccount --wide --details ./  > sloccount.sc

pavement.py

@@ -44,7 +44,7 @@ def parse_requirements(file_name):
         builddir="_build",
         sourcedir=""
     ),
-    setup = Bunch(name='qsim',
+    setup = Bunch(name='zipline',
           version              = version,
           classifiers          = [],
           packages             = find_packages(),
@@ -68,7 +68,7 @@ def parse_requirements(file_name):
 
 # Because I'm lazy
 stuff_i_want_in_my_debug_shell = [
-    ('qutil', 'qsim.util', []),
+    ('qutil', 'zipline.util', []),
     ('zmq', 'zmq', []),
 ]
 
@@ -82,7 +82,7 @@ def coverage():
     Run the devsever under the coverage reporter, generate the
     coverage report.
     """
-    call('nosetests qsim', shell=True)
+    call('nosetests zipline', shell=True)
     call('coverage html', shell=True)
     call('chromium %s/cover/index.html' % (os.path.abspath(".")), shell=True)
 
@@ -94,13 +94,13 @@ def profile():
     statistics about runtimes.
     """
     try:
-        call('python -m cProfile -o qsim.prof qexec/web/devserver.py --hostsettings', shell=True)
+        call('python -m cProfile -o zipline.prof qexec/web/devserver.py --hostsettings', shell=True)
     except KeyboardInterrupt:
         pass
     import pstats
     time.sleep(1) # wait for disk io
 
-    p = pstats.Stats('qsim.prof')
+    p = pstats.Stats('zipline.prof')
     # Print the hundred heaviest function calls
     p.sort_stats('time').print_stats(100)
 
@@ -156,21 +156,21 @@ def findbugs():
     hotspots in your code where bugs are likely to occur based on
     their git history.
     """
-    call('bugspot.py qsim', shell=True)
+    call('bugspot.py zipline', shell=True)
 
 @task
 def findtodos():
     """
     Grep for TODO
     """
-    call('grep TODO qsim/*/*.py -C 3 ', shell=True)
+    call('grep TODO zipline/*/*.py -C 3 ', shell=True)
 
 @task
 def findpdb():
     """
     find references to debugger
     """
-    call('grep "import pdb; pdb.set_trace()" qsim/*/*.py -C 3 ', shell=True)
+    call('grep "import pdb; pdb.set_trace()" zipline/*/*.py -C 3 ', shell=True)
 
 @task
 def guppy():
@@ -185,4 +185,4 @@ def apidocs():
     Recursively autogenerate the Sphinx autodoc for the module and
     its submodules.
     """
-    call('sphinx-apidoc -o docs/ qsim', shell=True)
+    call('sphinx-apidoc -o docs/ zipline', shell=True)

setup.cfg

@@ -3,7 +3,7 @@ verbosity=2
 detailed-errors=1
 
 with-xcoverage=1
-cover-package=qsim
+cover-package=zipline
 cover-erase=1
 cover-html=1
 cover-html-dir=docs/_build/html/cover

qsim/core.py → zipline/core.py

@@ -9,8 +9,8 @@
 import datetime
 import atexit
 
-import qsim.util as qutil
-import qsim.messaging as qmsg
+import zipline.util as qutil
+import zipline.messaging as qmsg
 
 class SimulatorBase(object):
     """

qsim/messaging.py → zipline/messaging.py

@@ -5,7 +5,7 @@
 import uuid
 import zmq
 
-import qsim.util as qutil
+import zipline.util as qutil
 
 class ParallelBuffer(object):
     """ holds several queues of events by key, allows retrieval in date order 

qsim/sources.py → zipline/sources.py

@@ -1,12 +1,12 @@
 """
-Provides data handlers that can push messages to a qsim.core.DataFeed
+Provides data handlers that can push messages to a zipline.core.DataFeed
 """
 import datetime
 import zmq
 import json
 import random
 
-import qsim.util as qutil
+import zipline.util as qutil
 
 class DataSource(object):
     """

qsim/test/client.py → zipline/test/client.py

@@ -1,6 +1,6 @@
 import zmq
 import json
-import qsim.util as qutil
+import zipline.util as qutil
 
 class TestClient(object):
 

qsim/test/test_messaging.py → zipline/test/test_messaging.py

@@ -7,13 +7,13 @@
 import multiprocessing
 import time
 
-from qsim.core import ThreadSimulator, ProcessSimulator, DataFeed
-from qsim.transforms.technical import MovingAverage
-from qsim.sources import RandomEquityTrades
-import qsim.util as qutil
-import qsim.messaging as qmsg
+from zipline.core import ThreadSimulator, ProcessSimulator, DataFeed
+from zipline.transforms.technical import MovingAverage
+from zipline.sources import RandomEquityTrades
+import zipline.util as qutil
+import zipline.messaging as qmsg
 
-from qsim.test.client import TestClient
+from zipline.test.client import TestClient
 
 
 class MessagingTestCase(unittest.TestCase):  

qsim/transforms/__init__.py → zipline/transforms/__init__.py

@@ -3,7 +3,7 @@
 ==========
 
 Transforms provide re-useable components for stream processing. All
-Transforms expect to receive data events from qsim.core.DataFeed
+Transforms expect to receive data events from zipline.core.DataFeed
 asynchronously via zeromq. Each transform is designed to run in independent 
 process space, independently of all other transforms, to allow for parallel
 computation. 

qsim/transforms/technical.py → zipline/transforms/technical.py

@@ -5,8 +5,8 @@
 
 """
 import datetime
-from qsim.core import BaseTransform
-import qsim.util as qutil
+from zipline.core import BaseTransform
+import zipline.util as qutil
 
 class MovingAverage(BaseTransform):
     """

qsim/util.py → zipline/util.py

@@ -27,10 +27,10 @@ def format_date(dt):
     return dt_str
 
 def configure_logging(loglevel=logging.DEBUG):
-    """configures qsim.util.LOGGER to write a rotating file (10M per file, 5 files) to /var/log/qsim.log"""
+    """configures zipline.util.LOGGER to write a rotating file (10M per file, 5 files) to /var/log/zipline.log"""
     LOGGER.setLevel(loglevel)
     handler = logging.handlers.RotatingFileHandler(
-                "/var/log/qsim/{lfn}.log".format(lfn="qsim"),
+                "/var/log/zipline/{lfn}.log".format(lfn="zipline"),
                 maxBytes=10*1024*1024, backupCount=5)
     handler.setFormatter(logging.Formatter(
                 "%(asctime)s %(levelname)s %(filename)s %(funcName)s - %(message)s","%Y-%m-%d %H:%M:%S %Z"))