Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order

zipline/gens/composites.py

@@ -11,26 +11,22 @@ from zipline.gens.transform import stateful_transform
 SourceBundle = namedtuple("SourceBundle", ['source', 'args', 'kwargs'])
 TransformBundle = namedtuple("TransformBundle", ['tnfm', 'args', 'kwargs'])
 
-def date_sorted_sources(bundles):
+def date_sorted_sources(*sources):
     """
     Takes an iterable of SortBundles, generating namestrings and initialized datasources
     for each before piping them into a date_sort.
     """
-    assert isinstance(bundles, (list, tuple))
-    for bundle in bundles:
-        assert isinstance(bundle, SourceBundle)
 
-    # Calculate namestring hashes to pass to date_sort.
-    names = [bundle.source.__name__ + hash_args(*bundle.args, **bundle.kwargs)
-             for bundle in bundles]
+    for source in sources:
+        assert iter(source), "Source %s not iterable" % source
+        assert source.__class__.__dict__.has_key('get_hash'), "No get_hash"
+
+    # Get name hashes to pass to date_sort.
+    names = [source.get_hash() for source in sources]
 
-    # Pass each source its arguments.
-    source_gens = [bundle.source(*bundle.args, **bundle.kwargs)
-                   for bundle in bundles]
-    
     # Convert the list of generators into a flat stream by pulling
     # one element at a time from each.
-    stream_in = roundrobin(source_gens, names)
+    stream_in = roundrobin(sources, names)
     
     # Guarantee the flat stream will be sorted by date, using source_id as
     # tie-breaker, which is fully deterministic (given deterministic string 

zipline/gens/examples.py

@@ -13,54 +13,47 @@ from zipline.gens.tradesimulation import trade_simulation_client as tsc
 import zipline.protocol as zp
 
 if __name__ == "__main__":
-
-    filter = [1,2,3,4]
+    
+    filter = [2,3]
     #Set up source a. One minute between events.
     args_a = tuple()
     kwargs_a = {
-        'sids'   : [1],
+        'sids'   : [1,2,3],
         'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
         'delta'  : timedelta(minutes = 1),
         'filter' : filter
     }
-    bundle_a = SourceBundle(SpecificEquityTrades, args_a, kwargs_a)
+    source_a = SpecificEquityTrades(*args_a, **kwargs_a)
 
     #Set up source b. Two minutes between events.
     args_b = tuple()
     kwargs_b = {
-        'sids'   : [2],
-        'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
+        'sids'   : [2,3,4],
+        'start'  : datetime(2012,1,3,14, tzinfo = pytz.utc),
         'delta'  : timedelta(minutes = 1),
         'filter' : filter
     }
-    bundle_b = SourceBundle(SpecificEquityTrades, args_b, kwargs_b)
+    source_b = SpecificEquityTrades(*args_b, **kwargs_b)
 
     #Set up source c. Three minutes between events.
-    args_c = tuple()
-    kwargs_c = {
-        'sids'   : [3],
-        'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
-        'delta'  : timedelta(minutes = 1),
-        'filter' : filter
-    }
-    bundle_c = SourceBundle(SpecificEquityTrades, args_c, kwargs_c)
 
-    source_bundles = (bundle_a, bundle_b, bundle_c)
-    # Pipe our sources into sort.
-    sort_out = date_sorted_sources(source_bundles)
+    sort_out = date_sorted_sources(source_a, source_b)     
+    
+#     passthrough = TransformBundle(Passthrough, (), {})
+#     mavg_price = TransformBundle(MovingAverage, (timedelta(minutes = 20), ['price']), {})
+#     tnfm_bundles = (passthrough, mavg_price)
 
-    passthrough = TransformBundle(Passthrough, (), {})
-    mavg_price = TransformBundle(MovingAverage, (timedelta(minutes = 20), ['price']), {})
-    tnfm_bundles = (passthrough, mavg_price)
+#     merge_out = merged_transforms(sort_out, tnfm_bundles)
 
-    merge_out = merged_transforms(sort_out, tnfm_bundles)
-
-    # for message in merge_out:
-#         print message
-
-    algo = TestAlgorithm(2, 100, 100)
-    environment = create_trading_environment(year = 2012)
-    style = zp.SIMULATION_STYLE.PARTIAL_VOLUME
-
-    client_out = tsc(merge_out, algo, environment, style)
-    client_out.next()
+# #   for message in merge_out:
+# #       print message
+    
+#     algo = TestAlgorithm(2, 100, 100)
+#     environment = create_trading_environment(year = 2012)
+#     style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
+    
+#     client_out = tsc(merge_out, algo, environment, style)
+#     for message in client_out:
+    #    pp(message)
+        
+