Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.

tests/test_algorithm.py

@@ -20,8 +20,8 @@ import numpy as np
 from zipline.utils.test_utils import setup_logger
 import zipline.utils.factory as factory
 from zipline.test_algorithms import TestRegisterTransformAlgorithm
-from zipline.gens.tradegens import SpecificEquityTrades, DataFrameSource
-from zipline.gens.mavg import MovingAverage
+from zipline.sources import SpecificEquityTrades, DataFrameSource
+from zipline.transforms import MovingAverage
 
 
 class TestTransformAlgorithm(TestCase):

tests/test_exception_handling.py

@@ -22,7 +22,7 @@ from zipline.test_algorithms import (
     DivByZeroAlgorithm,
 )
 from zipline.finance.slippage import FixedSlippage
-from zipline.gens.transform import StatefulTransform
+from zipline.transforms.utils import StatefulTransform
 
 
 from zipline.utils.test_utils import (

tests/test_sorting.py

@@ -29,7 +29,7 @@ from zipline.gens.sort import (
     queue_is_done
 )
 from zipline.gens.utils import alternate, done_message
-from zipline.gens.tradegens import SpecificEquityTrades
+from zipline.sources import SpecificEquityTrades
 from zipline.gens.composites import date_sorted_sources
 
 
@@ -116,7 +116,7 @@ class DateSortTestCase(TestCase):
     def test_single_source(self):
 
         # Just using the built-in defaults.  See
-        # zipline/gens/tradegens.py
+        # zipline.sources.py
         source = SpecificEquityTrades()
         expected = list(source)
         source.rewind()

tests/test_sources.py

@@ -16,7 +16,7 @@
 from unittest2 import TestCase
 
 import zipline.utils.factory as factory
-from zipline.gens.tradegens import DataFrameSource
+from zipline.sources import DataFrameSource
 
 
 class TestDataFrameSource(TestCase):

tests/test_transforms.py

@@ -24,15 +24,14 @@ from zipline import ndict
 from zipline.utils.test_utils import setup_logger
 from zipline.utils.date_utils import utcnow
 
-from zipline.gens.tradegens import SpecificEquityTrades
-from zipline.gens.transform import StatefulTransform, EventWindow
-from zipline.gens.vwap import VWAP
-from zipline.gens.mavg import MovingAverage
-from zipline.gens.stddev import MovingStandardDev
-from zipline.gens.returns import Returns
+from zipline.sources import SpecificEquityTrades
+from zipline.transforms.utils import StatefulTransform, EventWindow
+from zipline.transforms import MovingVWAP
+from zipline.transforms import MovingAverage
+from zipline.transforms import MovingStandardDev
+from zipline.transforms import Returns
 import zipline.utils.factory as factory
 
-
 from zipline.test_algorithms import BatchTransformAlgorithm
 
 
@@ -175,7 +174,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def test_vwap(self):
 
-        vwap = VWAP(
+        vwap = MovingVWAP(
             market_aware=False,
             delta=timedelta(days=2)
         )