From 14b57dad07e8b4eff4515c5fa518db809e6df22d Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Wed, 4 Apr 2012 18:44:19 -0400
Subject: [PATCH] patching the filter test because we are now trying to
 calculate end of test risk

---
 zipline/finance/risk.py      | 13 +++++++++++--
 zipline/finance/trading.py   |  1 -
 zipline/sources.py           |  8 ++++++--
 zipline/test/test_finance.py |  1 -
 4 files changed, 17 insertions(+), 6 deletions(-)

diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 413383b0..009ec884 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -320,8 +320,12 @@ class RiskReport():
         self.algorithm_returns = algorithm_returns
         self.trading_environment = trading_environment
 
-        start_date = self.algorithm_returns[0].date
-        end_date = self.algorithm_returns[-1].date
+        if len(self.algorithm_returns) == 0:
+            start_date = self.trading_environment.period_start
+            end_date = self.trading_environment.period_end
+        else:
+            start_date = self.algorithm_returns[0].date
+            end_date = self.algorithm_returns[-1].date
 
         self.month_periods = self.periodsInRange(1, start_date, end_date)
         self.three_month_periods = self.periodsInRange(3, start_date, end_date)
@@ -355,6 +359,11 @@ class RiskReport():
         ends = []
         cur_start = start.replace(day=1)
 
+        # in edge cases (all sids filtered out, start/end are adjacent) 
+        # a test will not generate any returns data
+        if len(self.algorithm_returns) == 0:
+            return ends
+
         #ensure that we have an end at the end of a calendar month, in case
         #the return series ends mid-month...
         the_end = advance_by_months(end.replace(day=1),1) - one_day
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index edae9782..21848086 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -243,7 +243,6 @@ class OrderDataSource(qmsg.DataSource):
         if(count == 0):
             self.send(zp.namedict({}))
     
-    
 
 class TransactionSimulator(qmsg.BaseTransform):
     
diff --git a/zipline/sources.py b/zipline/sources.py
index 42ec2367..b1385754 100644
--- a/zipline/sources.py
+++ b/zipline/sources.py
@@ -23,10 +23,14 @@ class TradeDataSource(zm.DataSource):
         if event.sid in self.filter['SID']:            
             message = zp.DATASOURCE_FRAME(event)
         else:
-            message = zp.DATASOURCE_FRAME(None)
+            blank = zp.namedict({
+                "type"      : zp.DATASOURCE_TYPE.TRADE,
+                "source_id" : self.get_id
+            })
+            message = zp.DATASOURCE_FRAME(blank)
             
         self.data_socket.send(message)
-
+        
 
 class RandomEquityTrades(TradeDataSource):
     """
diff --git a/zipline/test/test_finance.py b/zipline/test/test_finance.py
index b4538bfd..a4d31ecc 100644
--- a/zipline/test/test_finance.py
+++ b/zipline/test/test_finance.py
@@ -155,7 +155,6 @@ class FinanceTestCase(TestCase):
         zipline = SimulatedTrading.create_test_zipline(**self.zipline_test_config)
        
         zipline.simulate(blocking=True)
-        
         #check that the algorithm received no events
         self.assertEqual(
             0,