Cleaned up OOP on transforms.

zipline/components/feed.py

@@ -11,10 +11,10 @@ LOGGER = logging.getLogger('ZiplineLogger')
 
 class Feed(Component):
     """
-    Connects to N PULL sockets, publishing all messages received to a PUB
-    socket.  Published messages are guaranteed to be in chronological order
-    based on message property dt.  Expects to be instantiated in one execution
-    context (thread, process, etc) and run in another.
+    Connects to N PULL sockets, publishing all messages received to a
+    PUB socket. Published messages are guaranteed to be in chronological
+    order based on message property dt. Expects to be instantiated in
+    one execution context (thread, process, etc) and run in another.
     """
 
     def init(self):
@@ -198,7 +198,7 @@ class Feed(Component):
 
     def __len__(self):
         """
-        Buffer's length is same as internal map holding separate
-        sorted arrays of events keyed by source id.
+        Buffer's length is same as internal map holding separate sorted
+        arrays of events keyed by source id.
         """
         return len(self.data_buffer)

zipline/components/passthrough.py

@@ -1,35 +1,18 @@
-import zipline.protocol as zp
-from zipline.transforms import BaseTransform 
-
-from zipline.protocol import CONTROL_PROTOCOL, COMPONENT_TYPE, \
-    COMPONENT_STATE, CONTROL_FRAME, CONTROL_UNFRAME
+from zipline.transforms import BaseTransform
+from zipline.protocol import FEED_FRAME, TRANSFORM_TYPE
 
 class PassthroughTransform(BaseTransform):
     """
-    A bypass transform which is also an identity transform::
-
-            +-------+
-        +---|   f   |--->
-            +-------+
-        +------id------->
-
+    A bypass transform passes data through unchanged.
     """
 
-    def __init__(self, **kwargs):
-        BaseTransform.__init__(self, "PASSTHROUGH")
-        self.init(**kwargs)
-
-    def init(self, **kwargs):
-        pass
-
-    @property
-    def get_type(self):
-        return COMPONENT_TYPE.CONDUIT
+    def init(self):
+        self.state = { 'name': 'PASSTHROUGH' }
 
     #TODO, could save some cycles by skipping the _UNFRAME call
     # and just setting value to original msg string.
     def transform(self, event):
         return {
-            'name'  : zp.TRANSFORM_TYPE.PASSTHROUGH,
-            'value' : zp.FEED_FRAME(event)
+            'name'  : TRANSFORM_TYPE.PASSTHROUGH,
+            'value' : FEED_FRAME(event)
         }

zipline/core/host.py

@@ -24,7 +24,7 @@ class ComponentHost(Component):
         self.addresses     = addresses
         self.running       = False
 
-        # Component Registry, keyed by get_id
+        # Component Registry, keyed by unique string
         # ----------------------
         self.components     = {}
         # ----------------------
@@ -109,8 +109,6 @@ class ComponentHost(Component):
         DEPRECATED, left in for compatability for now.
         """
 
-        cur_time = datetime.datetime.utcnow()
-
         if len(self.components) == 0:
             LOGGER.info("Component register is empty.")
             return False

zipline/finance/sources.py

@@ -1,9 +1,17 @@
 """
 Provides data handlers that can push messages to a zipline.core.DataFeed
+
+::
+                   DataSource
+                       |
+                TradeDataSource
+                  /          \
+    RandomEquityTrades     SpecificEquityTrades
+
 """
-import datetime
-import random
 import pytz
+import random
+import datetime
 from mock import Mock
 
 from zipline.components import DataSource

zipline/transforms/base.py

@@ -21,15 +21,6 @@ class BaseTransform(Component):
     method to create a new derived value from the combined feed.
     """
 
-    def __init__(self, name, **kwargs):
-        Component.__init__(self)
-
-        self.state = {
-            'name': name
-        }
-
-        self.init(**kwargs)
-
     def init(self):
         pass
 
@@ -124,10 +115,10 @@ class BaseTransform(Component):
 
             {name:"name of new transform", value: "value of new field"}
 
-        Transforms run in parallel and results are merged into a single map, so
-        transform names must be unique.  Best practice is to use the self.state
-        object initialized from the transform configuration, and only set the
-        transformed value::
+        Transforms run in parallel and results are merged into a
+        single map, so transform names must be unique. Best practice
+        is to use the self.state object initialized from the transform
+        configuration, and only set the transformed value::
 
             self.state['value'] = transformed_value
         """

zipline/utils/factory.py

@@ -11,9 +11,14 @@ from operator import attrgetter
 from datetime import datetime, timedelta
 import zipline.finance.risk as risk
 import zipline.protocol as zp
+
 from zipline.finance.sources import SpecificEquityTrades, RandomEquityTrades
 from zipline.finance.trading import TradingEnvironment
 
+# TODO
+def data_locator():
+    pass
+
 def load_market_data():
     fp_bm = open("./tests/benchmark.msgpack", "rb")
     bm_list = msgpack.loads(fp_bm.read())