tweaks to patch leaky abstractions

zipline/gens/merge.py

@@ -66,6 +66,10 @@ def merge_one(sources):
 
         # Merge any remaining fields into the event dict.
         event_fields.merge(message)
+
+    # alias dt with datetime, per algoscript api
+    event_fields['datetime'] = event_fields['dt']
+
     return event_fields
 
 

zipline/gens/returns.py

@@ -34,7 +34,7 @@ class ReturnsFromPriorClose(object):
     def __init__(self, days):
         self.closes = deque()
         self.last_event = None
-        self.returns = None
+        self.returns = 0.0
         self.days = days
 
     def get_returns(self):