From 3100d7c308d525671b4178a72e4ff0d3d1e5ae58 Mon Sep 17 00:00:00 2001
From: Stephen Diehl <stephen.m.diehl@gmail.com>
Date: Sat, 3 Mar 2012 22:01:05 -0500
Subject: [PATCH] i++ sweep -> Pythonic iterator / zip

---
 zipline/test/factory.py | 47 ++++++++++++++++++++++-------------------
 1 file changed, 25 insertions(+), 22 deletions(-)

diff --git a/zipline/test/factory.py b/zipline/test/factory.py
index 2a460506..abbcd593 100644
--- a/zipline/test/factory.py
+++ b/zipline/test/factory.py
@@ -4,45 +4,48 @@ import zipline.util as qutil
 import zipline.finance.risk as risk
 import zipline.protocol as zp
 
-                    
+
 def create_trade(sid, price, amount, datetime):
-    row = {}
-    row['source_id'] = "test_factory"
-    row['type'] = zp.DATASOURCE_TYPE.TRADE
-    row['sid'] = sid
-    row['dt'] = datetime
-    row['price'] = price
-    row['volume'] = amount
+    row = {
+        'source_id' : "test_factory",
+        'type'      : zp.DATASOURCE_TYPE.TRADE,
+        'sid'       : sid,
+        'dt'        : datetime,
+        'price'     : price,
+        'volume'    : amount
+    }
     return row
- 
+
 def create_trade_history(sid, prices, amounts, start_time, interval):
     i = 0
     trades = []
     current = start_time.replace(tzinfo = pytz.utc)
     while i < len(prices):
-        if(risk.trading_calendar.is_trading_day(current)):  
+        if(risk.trading_calendar.is_trading_day(current)):
             trades.append(create_trade(sid, prices[i], amounts[i], current))
             current = current + interval
             i += 1
         else:
             current = current + datetime.timedelta(days=1)
-        
-    return trades 
-    
+
+    return trades
+
 def createTxn(sid, price, amount, datetime, btrid=None):
-    txn = Transaction(sid=sid, amount=amount, dt = datetime, 
+    txn = Transaction(sid=sid, amount=amount, dt = datetime,
                       price=price, transaction_cost=-1*price*amount)
     return txn
-    
+
 def createTxnHistory(sid, priceList, amtList, startTime, interval):
-    i = 0
     txns = []
     current = startTime
-    while i < len(priceList):
-        if(risk.trading_calendar.is_trading_day(current)): 
-            txns.append(createTxn(sid,priceList[i],amtList[i], current))
+
+    for price, amount in zip(priceList, amtList):
+
+        if risk.trading_calendar.is_trading_day(current):
+            txns.append(createTxn(sid, price, amount, current))
             current = current + interval
-            i += 1
+
         else:
-            current = current + datetime.timedelta(days=1) 
-    return txns
\ No newline at end of file
+            current = current + datetime.timedelta(days=1)
+
+    return txns