Upgrades flake8 from 1.5 -> 1.6

Also, removes flake8 ignores, since the warnings that were
at odds with eachother now work.

.travis.yml

@@ -7,6 +7,6 @@ install:
   - cat etc/requirements_dev.txt  | grep -v "^#" | grep -v "^$" | grep -v ipython | grep -v nose | xargs pip install
   - etc/ordered_pip.sh etc/requirements.txt
 before_script:
-  - "flake8 --ignore=E124,E125,E126 zipline tests"
+  - "flake8 zipline tests"
 script:
   - nosetests

README.md

@@ -117,7 +117,7 @@ The maintainers check the code using the flake8 script,
 requirements_dev.txt.
 
 Before submitting patches or pull requests, please ensure that your
-changes pass ```flake8 --ignore=E124,E125,E126 zipline tests```
+changes pass ```flake8 zipline tests```
 
 Discussion and Help
 ===================

docs/contributing.rst

@@ -18,7 +18,7 @@ changes pass
 
 ::
 
-    flake8 --ignore=E124,E125,E126 zipline tests
+    flake8 zipline tests
 
 Discussion and Help
 ===================

tests/test_finance.py

@@ -31,9 +31,9 @@ from zipline.finance.performance import PerformanceTracker
 from zipline.utils.protocol_utils import ndict
 from zipline.finance.trading import TransactionSimulator
 from zipline.utils.test_utils import(
-        setup_logger,
-        teardown_logger,
-        assert_single_position
+    setup_logger,
+    teardown_logger,
+    assert_single_position
 )
 
 DEFAULT_TIMEOUT = 15  # seconds

tests/test_perf_tracking.py

@@ -126,8 +126,8 @@ check treasury and benchmark data in findb, and re-run the test."""
             trades[-1]['price'],
             "last sale should be same as last trade. \
             expected {exp} actual {act}".format(
-                exp=trades[-1]['price'],
-                act=pp.positions[1].last_sale_price)
+            exp=trades[-1]['price'],
+            act=pp.positions[1].last_sale_price)
         )
 
         self.assertEqual(
@@ -565,7 +565,7 @@ shares in position"
             'price',
             'changed']
         perf_tracker = perf.PerformanceTracker(
-                self.trading_environment
+            self.trading_environment
         )
 
         for event in trade_history:

tests/test_risk.py

@@ -763,12 +763,11 @@ class Risk(unittest.TestCase):
                 "mismatch for total months - \
                 expected:{total_months}/actual:{actual}, \
                 period:{period_length}, start:{start_date}, \
-                calculated end:{end}".format(
-                        total_months=total_months,
-                        period_length=period_length,
-                        start_date=start_date,
-                        end=col[-1].end_date,
-                        actual=len(col))
+                calculated end:{end}".format(total_months=total_months,
+                                             period_length=period_length,
+                                             start_date=start_date,
+                                             end=col[-1].end_date,
+                                             actual=len(col))
             )
             self.assert_month(start_date.month, col[-1].end_date.month)
             self.assert_last_day(col[-1].end_date)

tests/test_transforms.py

@@ -332,18 +332,18 @@ class TestBatchTransform(TestCase):
         for test_history in [algo.history_return_price_class,
                              algo.history_return_price_decorator]:
             np.testing.assert_array_equal(
-                    range(2, 8),
-                    test_history[2].values.flatten()
+                range(2, 8),
+                test_history[2].values.flatten()
             )
 
             np.testing.assert_array_equal(
-                    range(2, 8),
-                    test_history[3].values.flatten()
+                range(2, 8),
+                test_history[3].values.flatten()
             )
 
             np.testing.assert_array_equal(
-                    range(4, 12),
-                    test_history[4].values.flatten()
+                range(4, 12),
+                test_history[4].values.flatten()
             )
 
     def test_passing_of_args(self):

zipline/algorithm.py

@@ -24,9 +24,9 @@ from zipline.sources import DataFrameSource
 from zipline.utils.factory import create_trading_environment
 from zipline.transforms.utils import StatefulTransform
 from zipline.finance.slippage import (
-        VolumeShareSlippage,
-        FixedSlippage,
-        transact_partial
+    VolumeShareSlippage,
+    FixedSlippage,
+    transact_partial
 )
 from zipline.finance.commission import PerShare, PerTrade
 

zipline/finance/performance.py

@@ -389,13 +389,13 @@ class Position(object):
 class PerformancePeriod(object):
 
     def __init__(
-        self,
-        initial_positions,
-        starting_value,
-        starting_cash,
-        period_open=None,
-        period_close=None,
-        keep_transactions=False):
+            self,
+            initial_positions,
+            starting_value,
+            starting_cash,
+            period_open=None,
+            period_close=None,
+            keep_transactions=False):
 
         self.period_open = period_open
         self.period_close = period_close

zipline/finance/risk.py

@@ -107,8 +107,8 @@ class RiskMetricsBase(object):
             self.calculate_period_returns(returns)
 
         benchmark_returns = [
-                    x for x in self.trading_environment.benchmark_returns
-                    if x.date >= returns[0].date and x.date <= returns[-1].date
+            x for x in self.trading_environment.benchmark_returns
+            if x.date >= returns[0].date and x.date <= returns[-1].date
         ]
 
         self.benchmark_period_returns, self.benchmark_returns = \
@@ -382,8 +382,8 @@ class RiskMetricsIterative(RiskMetricsBase):
         self.trading_days = 0
 
         self.all_benchmark_returns = [
-                    x for x in self.trading_environment.benchmark_returns
-                    if x.date >= self.start_date
+            x for x in self.trading_environment.benchmark_returns
+            if x.date >= self.start_date
         ]
 
     def update(self, returns_in_period):

zipline/finance/slippage.py

@@ -42,11 +42,12 @@ def transact_partial(slippage, commission):
 
 def create_transaction(sid, amount, price, dt):
 
-    txn = {'sid': sid,
-           'amount': int(amount),
-           'dt': dt,
-           'price': price,
-          }
+    txn = {
+        'sid': sid,
+        'amount': int(amount),
+        'dt': dt,
+        'price': price,
+    }
 
     transaction = ndict(txn)
     return transaction

zipline/gens/utils.py

@@ -37,11 +37,11 @@ def mock_raw_event(sid, dt):
 
 def mock_done(id):
     return ndict({
-            'dt': "DONE",
-            "source_id": id,
-            'tnfm_id': id,
-            'tnfm_value': None,
-            'type': DATASOURCE_TYPE.DONE
+        'dt': "DONE",
+        "source_id": id,
+        'tnfm_id': id,
+        'tnfm_value': None,
+        'type': DATASOURCE_TYPE.DONE
     })
 
 done_message = mock_done

zipline/sources.py

@@ -242,9 +242,10 @@ class DataFrameSource(SpecificEquityTrades):
             for dt, series in df.iterrows():
                 if (dt < self.start) or (dt > self.end):
                     continue
-                event = {'dt': dt,
-                         'source_id': self.get_hash(),
-                         'type': DATASOURCE_TYPE.TRADE
+                event = {
+                    'dt': dt,
+                    'source_id': self.get_hash(),
+                    'type': DATASOURCE_TYPE.TRADE
                 }
 
                 for sid, price in series.iterkv():

zipline/transforms/__init__.py

@@ -19,10 +19,11 @@ from vwap import MovingVWAP
 from returns import Returns
 from utils import BatchTransform, batch_transform
 
-__all__ = ['MovingAverage',
-           'MovingStandardDev',
-           'MovingVWAP',
-           'Returns',
-           'BatchTransform',
-           'batch_transform'
+__all__ = [
+    'MovingAverage',
+    'MovingStandardDev',
+    'MovingVWAP',
+    'Returns',
+    'BatchTransform',
+    'batch_transform'
 ]