major fix is with the non-blocking behavior of order source. also fixed time-compression in the trading client.

zipline/lines.py

@@ -125,6 +125,9 @@ class SimulatedTrading(object):
         :py:class:`zipline.simulator.AddressAllocator`
         - simulator_class: a :py:class:`zipline.messaging.ComponentHost` 
         subclass (not an instance)
+        - simulation_style: optional parameter that configures the 
+        :py:class:`zipline.finance.trading.TransactionSimulator`. Expects
+        a SIMULATION_STYLE as defined in :py:mod:`zipline.finance.trading`
         """
         assert isinstance(config, dict)
         self.algorithm = config['algorithm']
@@ -203,6 +206,9 @@ class SimulatedTrading(object):
             - trade_source - optional parameter to specify trades, if present.
               If not present :py:class:`ziplien.sources.SpecificEquityTrades` 
               is the source, with daily frequency in trades.
+            - simulation_style: optional parameter that configures the 
+              :py:class:`zipline.finance.trading.TransactionSimulator`. Expects
+              a SIMULATION_STYLE as defined in :py:mod:`zipline.finance.trading`
         """
         assert isinstance(config, dict)
         
@@ -230,12 +236,18 @@ class SimulatedTrading(object):
         if config.has_key('trade_count'):
             trade_count = config['trade_count']
         else:
+            # to ensure all orders are filled, we provide one more
+            # trade than order
             trade_count = 101
             
         if config.has_key('simulator_class'):
             simulator_class = config['simulator_class']
         else:
             simulator_class = Simulator
+            
+        simulation_style = config.get('simulation_style')
+        if not simulation_style:
+            simulation_style = SIMULATION_STYLE.FIXED_SLIPPAGE
               
         #-------------------
         # Trade Source
@@ -269,7 +281,7 @@ class SimulatedTrading(object):
             'trading_environment':trading_environment,
             'allocator':allocator,
             'simulator_class':simulator_class,
-            'simulation_style':SIMULATION_STYLE.FIXED_SLIPPAGE
+            'simulation_style':simulation_style
         })
         #-------------------