Merge branch 'master' of github.com:quantopian/zipline

zipline/finance/performance.py

@@ -287,8 +287,6 @@ class PerformanceTracker(object):
         if self.results_socket:
             msg = zp.PERF_FRAME(self.to_dict())
             self.results_socket.send(msg)
-        else:
-            log.debug(self.to_dict())
 
         #
         if self.trading_environment.max_drawdown:
@@ -555,7 +553,7 @@ class PerformancePeriod(object):
         # cumulative_capital_used, max_leverage, max_capital_used
         portfolio['cash'] = portfolio['ending_cash']
         portfolio['start_date'] = portfolio['period_open']
-        portfolio['position_value'] = portfolio['ending_value']
+        portfolio['positions_value'] = portfolio['ending_value']
 
         del(portfolio['ending_cash'])
         del(portfolio['period_open'])

zipline/finance/risk.py

@@ -126,7 +126,7 @@ class RiskMetrics():
         Returns a dict object of the form:
         """
         period_label = self.end_date.strftime("%Y-%m")
-        return {
+        rval = {
             'trading_days'          : self.trading_days,
             'benchmark_volatility'  : self.benchmark_volatility,
             'algo_volatility'       : self.algorithm_volatility,
@@ -141,6 +141,16 @@ class RiskMetrics():
             'period_label'          : period_label
         }
 
+        # check if a field in rval is nan, and replace it with
+        # None.
+        def check_entry(key, value):
+            if key != 'period_label':
+                return np.isnan(value)
+            else:
+                return False
+
+        return {k:None if check_entry(k,v) else v for k,v in rval.iteritems()}
+
     def __repr__(self):
         statements = []
         metrics = [

zipline/finance/trading.py

@@ -151,20 +151,6 @@ class TransactionSimulator(object):
                 dt.replace(tzinfo = pytz.utc),
                 direction
             )
-        elif len(orders) > 0:
-            warning = """
-Calculated a zero volume transaction on trade:
-{event}
-for orders:
-{orders}
-            """
-            warning = warning.format(
-                event=str(event),
-                orders=str(orders)
-            )
-            LOGGER.warn(warning)
-            return None
-
 
     def create_transaction(self, sid, amount, price, dt, direction):
         self.txn_count += 1

zipline/lines.py

@@ -325,6 +325,14 @@ class SimulatedTrading(object):
         if blocking:
             self.sim_context.join()
 
+    @property
+    def is_success(self):
+        # TODO: other assertions?
+        if self.sim.did_clean_shutdown():
+            return True
+        else:
+            return False
+
     #--------------------------------
     # Component property accessors
     #--------------------------------