intersticial

zipline/gens/composites.py

@@ -11,23 +11,19 @@ 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 source.__dict__.has_key('__init__')
+        assert source.__dict__.has_key('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)

zipline/gens/examples.py

@@ -17,11 +17,11 @@ import zipline.protocol as zp
 
 if __name__ == "__main__":
     
-    filter = [2]
+    filter = [2,3]
     #Set up source a. One minute between events.
     args_a = tuple()
     kwargs_a = {
-        'sids'   : [2],
+        'sids'   : [1,2,3],
         'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
         'delta'  : timedelta(minutes = 1),
         'filter' : filter
@@ -31,7 +31,7 @@ if __name__ == "__main__":
     #Set up source b. Two minutes between events.
     args_b = tuple()
     kwargs_b = {
-        'sids'   : [2],
+        'sids'   : [2,3,4],
         'start'  : datetime(2012,1,3,14, tzinfo = pytz.utc),
         'delta'  : timedelta(minutes = 1),
         'filter' : filter
@@ -39,8 +39,7 @@ if __name__ == "__main__":
     source_b = SpecificEquityTrades(*args_a, **kwargs_a)
     
     #Set up source c. Three minutes between events.
-
-    # sort_out = date_sorted_sources(source_a, source_b)     
+    sort_out = date_sorted_sources(source_a, source_b)     
 
 #     passthrough = TransformBundle(Passthrough, (), {})
 #     mavg_price = TransformBundle(MovingAverage, (timedelta(minutes = 20), ['price']), {})
@@ -60,4 +59,5 @@ if __name__ == "__main__":
     #    pp(message)
         
         
-    
+
+