From 0848ef9f9b3c48665b744cb28cf3a2f417020019 Mon Sep 17 00:00:00 2001 From: fawce Date: Tue, 7 Aug 2012 20:17:41 -0400 Subject: [PATCH] tweaks to patch leaky abstractions --- zipline/gens/merge.py | 4 ++++ zipline/gens/returns.py | 2 +- 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/zipline/gens/merge.py b/zipline/gens/merge.py index c4afb1b4..0689d507 100644 --- a/zipline/gens/merge.py +++ b/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 diff --git a/zipline/gens/returns.py b/zipline/gens/returns.py index 055b9735..ccfc7b00 100644 --- a/zipline/gens/returns.py +++ b/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):