From 3bb03e0f8cae141f2ec13bf24df341be4064dc56 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Mon, 14 May 2012 16:49:05 -0400
Subject: [PATCH] converting to handle_data nomenclature.

---
 zipline/finance/trading.py | 26 ++++++++------------------
 zipline/test/algorithms.py | 10 +++++-----
 2 files changed, 13 insertions(+), 23 deletions(-)

diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 1910aff5..4e512e2a 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -41,8 +41,7 @@ class TradeSimulationClient(qmsg.Component):
         self.last_msg_dt            = datetime.datetime.utcnow()
         self.txn_sim                = TransactionSimulator(sim_style)
         
-        assert self.trading_environment.frame_index != None
-        self.event_frame = ndict()
+        self.event_data = ndict()
         self.perf = perf.PerformanceTracker(self.trading_environment)
     
     @property
@@ -147,13 +146,13 @@ class TradeSimulationClient(qmsg.Component):
         As per the algorithm protocol: 
         
         - Set the current portfolio for the algorithm as per protocol.
-        - Construct frame based on backlog of events, send to algorithm.
+        - Construct data based on backlog of events, send to algorithm.
         """
         current_portfolio = self.perf.get_portfolio()
         self.algorithm.set_portfolio(current_portfolio)
-        frame = self.get_frame()
-        if len(frame) > 0:
-            self.algorithm.handle_frame(frame)
+        data = self.get_data()
+        if len(data) > 0:
+            self.algorithm.handle_data(data)
     
     def connect_order(self):
         return self.connect_push_socket(self.addresses['order_address'])
@@ -176,11 +175,11 @@ class TradeSimulationClient(qmsg.Component):
             self.event_queue = []
         self.event_queue.append(event)
     
-    def get_frame(self):
+    def get_data(self):
         for event in self.event_queue:
-            self.event_frame[event['sid']] = event
+            self.event_data[event['sid']] = event
         self.event_queue = []
-        return self.event_frame
+        return self.event_data
                      
 
 class TransactionSimulator(object):
@@ -370,7 +369,6 @@ class TradingEnvironment(object):
         self.trading_day_map = {}
         self.treasury_curves = treasury_curves
         self.benchmark_returns = benchmark_returns
-        self.frame_index = ['sid', 'volume', 'dt', 'price', 'changed']
         self.period_start = period_start
         self.period_end = period_end
         self.capital_base = capital_base
@@ -471,14 +469,6 @@ class TradingEnvironment(object):
             return self.trading_day_map[date].returns
         else:
             return 0.0
-            
-    def add_to_frame(self, name):
-        """
-        Add an entry to the frame index. 
-        :param name: new index entry name. Used by TradingSimulationClient
-        to 
-        """
-        self.frame_index.append(name)
 
                 
 
diff --git a/zipline/test/algorithms.py b/zipline/test/algorithms.py
index b3743709..1c1e71c3 100644
--- a/zipline/test/algorithms.py
+++ b/zipline/test/algorithms.py
@@ -16,8 +16,8 @@ The algorithm must expose methods:
   of valid sids. List must have a length between 1 and 10. If None is returned
   the filter will block all events.
   
-  - handle_frame: method that accepts a :py:class:`pandas.Dataframe` of the 
-  current state of the simulation universe. An example frame::
+  - handle_data: method that accepts a :py:class:`zipline.protocol_utils.ndict` 
+  of the current state of the simulation universe. An example data ndict::
   
     +-----------------+--------------+----------------+--------------------+
     |                 | SID(133)     |  SID(134)      | SID(135)           |
@@ -74,7 +74,7 @@ class TestAlgorithm():
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
         
-    def handle_frame(self, frame):
+    def handle_data(self, data):
         self.frame_count += 1
         #place an order for 100 shares of sid
         if self.incr < self.count:
@@ -110,7 +110,7 @@ class HeavyBuyAlgorithm():
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
         
-    def handle_frame(self, frame):
+    def handle_data(self, data):
         self.frame_count += 1
         #place an order for 100 shares of sid
         self.order(self.sid, self.amount)
@@ -133,7 +133,7 @@ class NoopAlgorithm(object):
     def set_portfolio(self, portfolio):
         pass
         
-    def handle_frame(self, frame):
+    def handle_data(self, data):
         pass
     
     def get_sid_filter(self):