Merge pull request #3 from quantopian/upgrade-flake8

Updates flake8 to latest.

.travis.yml

@@ -7,6 +7,6 @@ install:
   - cat etc/requirements_dev.txt  | grep -v "^#" | grep -v "^$" | grep -v ipython | grep -v nose | xargs pip install
   - etc/ordered_pip.sh etc/requirements.txt
 before_script:
-  - "flake8 zipline tests" 
+  - "flake8 --ignore=E124,E125,E126 zipline tests"
 script:
   - nosetests

README.md

@@ -58,7 +58,7 @@ To ensure that changes and patches are focused on behavior changes, the zipline
 
 The maintainers check the code using the flake8 script, <https://github.com/jcrocholl/pep8/>, which is included in the requirements_dev.txt.
 
-Before submitting patches or pull requests, please ensure that your changes pass ```flake8 zipline tests```
+Before submitting patches or pull requests, please ensure that your changes pass ```flake8 --ignore=E124,E125,E126 zipline tests```
 
 Discussion and Help
 ===================

etc/requirements_dev.txt

@@ -9,4 +9,4 @@ requests==0.14.1
 
 # Linting
 
-flake8==1.4
+flake8==1.5

tests/finance/test_slippage.py

@@ -55,8 +55,7 @@ class SlippageTestCase(TestCase):
                 {'dt': datetime.datetime(2006, 1, 5, 14, 30, tzinfo=pytz.utc),
                  'amount': 100,
                  'filled': 0, 'sid': 133})
-            ]
-        }
+        ]}
 
         txn = slippage_model.simulate(
             event,
@@ -69,7 +68,7 @@ class SlippageTestCase(TestCase):
                 2006, 1, 5, 14, 31, tzinfo=pytz.utc),
             'amount': int(50),
             'sid': int(133)
-            }
+        }
 
         self.assertIsNotNone(txn)
 

tests/test_exception_handling.py

@@ -83,10 +83,10 @@ class ExceptionTestCase(TestCase):
         # Simulation
         # ----------
         self.zipline_test_config['algorithm'] = \
-                ExceptionAlgorithm(
-                    'handle_data',
-                    self.zipline_test_config['sid']
-                )
+            ExceptionAlgorithm(
+                'handle_data',
+                self.zipline_test_config['sid']
+            )
 
         zipline = simfactory.create_test_zipline(
             **self.zipline_test_config
@@ -103,9 +103,9 @@ class ExceptionTestCase(TestCase):
         # Simulation
         # ----------
         self.zipline_test_config['algorithm'] = \
-                DivByZeroAlgorithm(
-                    self.zipline_test_config['sid']
-                )
+            DivByZeroAlgorithm(
+                self.zipline_test_config['sid']
+            )
 
         zipline = simfactory.create_test_zipline(
             **self.zipline_test_config

tests/test_finance.py

@@ -72,7 +72,7 @@ class FinanceTestCase(TestCase):
     @timed(DEFAULT_TIMEOUT)
     def test_trading_environment(self):
         benchmark_returns, treasury_curves = \
-        factory.load_market_data()
+            factory.load_market_data()
 
         env = TradingEnvironment(
             benchmark_returns,
@@ -270,8 +270,7 @@ class FinanceTestCase(TestCase):
 
         order_date = start_date
         for i in xrange(order_count):
-            order = ndict(
-            {
+            order = ndict({
                 'sid': sid,
                 'amount': order_amount * alternator ** i,
                 'dt': order_date

tests/test_perf_tracking.py

@@ -30,7 +30,7 @@ class PerformanceTestCase(unittest.TestCase):
 
     def setUp(self):
         self.benchmark_returns, self.treasury_curves = \
-        factory.load_market_data()
+            factory.load_market_data()
 
         for n in range(100):
 
@@ -127,8 +127,7 @@ check treasury and benchmark data in findb, and re-run the test."""
             "last sale should be same as last trade. \
             expected {exp} actual {act}".format(
                 exp=trades[-1]['price'],
-                act=pp.positions[1].last_sale_price
-            )
+                act=pp.positions[1].last_sale_price)
         )
 
         self.assertEqual(
@@ -446,8 +445,7 @@ shares in position"
             pp.positions[1].last_sale_price,
             trades[-1].price,
             "should have a last sale of 12, got {val}".format(
-                val=pp.positions[1].last_sale_price
-                )
+                val=pp.positions[1].last_sale_price)
         )
 
         self.assertEqual(

tests/test_risk.py

@@ -38,7 +38,7 @@ class Risk(unittest.TestCase):
             year=2006, month=12, day=31, tzinfo=pytz.utc)
 
         self.benchmark_returns, self.treasury_curves = \
-        factory.load_market_data()
+            factory.load_market_data()
 
         self.trading_env = TradingEnvironment(
             self.benchmark_returns,
@@ -768,46 +768,260 @@ class Risk(unittest.TestCase):
                         period_length=period_length,
                         start_date=start_date,
                         end=col[-1].end_date,
-                        actual=len(col)
-                    ))
+                        actual=len(col))
+            )
             self.assert_month(start_date.month, col[-1].end_date.month)
             self.assert_last_day(col[-1].end_date)
 
 RETURNS = [
-     0.0093, -0.0193,  0.0351,  0.0396,  0.0338, -0.0211,  0.0389,
-     0.0326, -0.0137, -0.0411, -0.0032,  0.0149,  0.0133,  0.0348,
-     0.042, -0.0455,  0.0262, -0.0461,  0.0021, -0.0273, -0.0429,
-     0.0427, -0.0104,  0.0346, -0.0311,  0.0003,  0.0211,  0.0248,
-    -0.0215, 0.004,  0.0267,  0.0029, -0.0369,  0.0057,  0.0298,
-    -0.0179, -0.0361, -0.0401, -0.0123, -0.005,  0.0203, -0.041,
-     0.0011,  0.0118,  0.0103, -0.0184, -0.0437,  0.0411, -0.0242,
-    -0.0054, -0.0039, -0.0273, -0.0075,  0.0064, -0.0376,  0.0424,
-     0.0399, 0.019,  0.0236, -0.0284, -0.0341,  0.0266,  0.05,
-     0.0069, -0.0442, -0.016,  0.0173,  0.0348, -0.0404, -0.0068,
-    -0.0376,  0.0356,  0.0043, -0.0481, -0.0134,  0.0257,  0.0442,
-     0.0234,  0.0394,  0.0376, -0.0147, -0.0098,  0.0474, -0.0102,
-     0.0138,  0.0286,  0.0347,  0.0279, -0.0067,  0.0462, -0.0432,
-     0.0247,  0.0174, -0.0305, -0.0317, -0.0068,  0.0264, -0.0257,
-    -0.0328,  0.0092,  0.0288, -0.002,  0.0288,  0.028, -0.0093,
-     0.0178, -0.0365, -0.0086, -0.0133, -0.0309,  0.0473, -0.0149,
-     0.0378, -0.0316, -0.0292, -0.0453, -0.0451,  0.0093,  0.0397,
-    -0.0361, -0.0168, -0.0494, -0.0143, -0.0405, -0.0349,  0.0069,
-     0.0378, -0.0233, -0.0492,  0.018, -0.0386,  0.0339,  0.0119,
-     0.0454,  0.0118, -0.011, -0.0254,  0.0266, -0.0366, -0.0211,
-     0.0399,  0.0307,  0.035, -0.0402,  0.0304, -0.0031,  0.0256,
-     0.0134, -0.0019, -0.0235, -0.0058, -0.0117,  0.0051, -0.0451,
-    -0.0466, -0.0124,  0.0283, -0.0499,  0.0318, -0.0028,  0.0203,
-     0.005,  0.0085,  0.0048,  0.0277,  0.0159, -0.0149,  0.035,
-     0.0404, -0.01,  0.0377,  0.0302,  0.0046, -0.0328, -0.0469,
-     0.0071, -0.0382, -0.0214,  0.0429,  0.0145, -0.0279, -0.0172,
-     0.0423,  0.041, -0.0183,  0.0137, -0.0412, -0.0348,  0.0302,
-     0.0248,  0.0051, -0.0298, -0.0103, -0.0333, -0.0399,  0.0485,
-    -0.0166,  0.0384,  0.0259, -0.0163,  0.0357,  0.0308, -0.0386,
-     0.0481, -0.0446, -0.0282, -0.0037,  0.0202,  0.0216,  0.0113,
-     0.0194,  0.0392,  0.0016,  0.0268, -0.0155, -0.027,  0.02,
-     0.0216, -0.0009,  0.022,  0.,  0.041,  0.0133, -0.0382,
-     0.0495, -0.0221, -0.0329, -0.0033, -0.0089, -0.0129, -0.0252,
-     0.048, -0.0307, -0.0357,  0.0033, -0.0412, -0.0407,  0.0455,
-     0.0159, -0.0051, -0.0274, -0.0213,  0.0361,  0.0051, -0.0378,
-     0.0084,  0.0066, -0.0103, -0.0037,  0.0478, -0.0278
-]
+    0.0093,
+    -0.0193,
+    0.0351,
+    0.0396,
+    0.0338,
+    -0.0211,
+    0.0389,
+    0.0326,
+    -0.0137,
+    -0.0411,
+    -0.0032,
+    0.0149,
+    0.0133,
+    0.0348,
+    0.042,
+    -0.0455,
+    0.0262,
+    -0.0461,
+    0.0021,
+    -0.0273,
+    -0.0429,
+    0.0427,
+    -0.0104,
+    0.0346,
+    -0.0311,
+    0.0003,
+    0.0211,
+    0.0248,
+    -0.0215,
+    0.004,
+    0.0267,
+    0.0029,
+    -0.0369,
+    0.0057,
+    0.0298,
+    -0.0179,
+    -0.0361,
+    -0.0401,
+    -0.0123,
+    -0.005,
+    0.0203,
+    -0.041,
+    0.0011,
+    0.0118,
+    0.0103,
+    -0.0184,
+    -0.0437,
+    0.0411,
+    -0.0242,
+    -0.0054,
+    -0.0039,
+    -0.0273,
+    -0.0075,
+    0.0064,
+    -0.0376,
+    0.0424,
+    0.0399,
+    0.019,
+    0.0236,
+    -0.0284,
+    -0.0341,
+    0.0266,
+    0.05,
+    0.0069,
+    -0.0442,
+    -0.016,
+    0.0173,
+    0.0348,
+    -0.0404,
+    -0.0068,
+    -0.0376,
+    0.0356,
+    0.0043,
+    -0.0481,
+    -0.0134,
+    0.0257,
+    0.0442,
+    0.0234,
+    0.0394,
+    0.0376,
+    -0.0147,
+    -0.0098,
+    0.0474,
+    -0.0102,
+    0.0138,
+    0.0286,
+    0.0347,
+    0.0279,
+    -0.0067,
+    0.0462,
+    -0.0432,
+    0.0247,
+    0.0174,
+    -0.0305,
+    -0.0317,
+    -0.0068,
+    0.0264,
+    -0.0257,
+    -0.0328,
+    0.0092,
+    0.0288,
+    -0.002,
+    0.0288,
+    0.028,
+    -0.0093,
+    0.0178,
+    -0.0365,
+    -0.0086,
+    -0.0133,
+    -0.0309,
+    0.0473,
+    -0.0149,
+    0.0378,
+    -0.0316,
+    -0.0292,
+    -0.0453,
+    -0.0451,
+    0.0093,
+    0.0397,
+    -0.0361,
+    -0.0168,
+    -0.0494,
+    -0.0143,
+    -0.0405,
+    -0.0349,
+    0.0069,
+    0.0378,
+    -0.0233,
+    -0.0492,
+    0.018,
+    -0.0386,
+    0.0339,
+    0.0119,
+    0.0454,
+    0.0118,
+    -0.011,
+    -0.0254,
+    0.0266,
+    -0.0366,
+    -0.0211,
+    0.0399,
+    0.0307,
+    0.035,
+    -0.0402,
+    0.0304,
+    -0.0031,
+    0.0256,
+    0.0134,
+    -0.0019,
+    -0.0235,
+    -0.0058,
+    -0.0117,
+    0.0051,
+    -0.0451,
+    -0.0466,
+    -0.0124,
+    0.0283,
+    -0.0499,
+    0.0318,
+    -0.0028,
+    0.0203,
+    0.005,
+    0.0085,
+    0.0048,
+    0.0277,
+    0.0159,
+    -0.0149,
+    0.035,
+    0.0404,
+    -0.01,
+    0.0377,
+    0.0302,
+    0.0046,
+    -0.0328,
+    -0.0469,
+    0.0071,
+    -0.0382,
+    -0.0214,
+    0.0429,
+    0.0145,
+    -0.0279,
+    -0.0172,
+    0.0423,
+    0.041,
+    -0.0183,
+    0.0137,
+    -0.0412,
+    -0.0348,
+    0.0302,
+    0.0248,
+    0.0051,
+    -0.0298,
+    -0.0103,
+    -0.0333,
+    -0.0399,
+    0.0485,
+    -0.0166,
+    0.0384,
+    0.0259,
+    -0.0163,
+    0.0357,
+    0.0308,
+    -0.0386,
+    0.0481,
+    -0.0446,
+    -0.0282,
+    -0.0037,
+    0.0202,
+    0.0216,
+    0.0113,
+    0.0194,
+    0.0392,
+    0.0016,
+    0.0268,
+    -0.0155,
+    -0.027,
+    0.02,
+    0.0216,
+    -0.0009,
+    0.022,
+    0.0,
+    0.041,
+    0.0133,
+    -0.0382,
+    0.0495,
+    -0.0221,
+    -0.0329,
+    -0.0033,
+    -0.0089,
+    -0.0129,
+    -0.0252,
+    0.048,
+    -0.0307,
+    -0.0357,
+    0.0033,
+    -0.0412,
+    -0.0407,
+    0.0455,
+    0.0159,
+    -0.0051,
+    -0.0274,
+    -0.0213,
+    0.0361,
+    0.0051,
+    -0.0378,
+    0.0084,
+    0.0066,
+    -0.0103,
+    -0.0037,
+    0.0478,
+    -0.0278]

tests/test_risk_compare_batch_iterative.py

@@ -44,7 +44,7 @@ class RiskCompareIterativeToBatch(unittest.TestCase):
         self.end_date = datetime.datetime(
             year=2006, month=12, day=31, tzinfo=pytz.utc)
         self.benchmark_returns, self.treasury_curves = \
-        factory.load_market_data()
+            factory.load_market_data()
 
         self.trading_env = TradingEnvironment(
             self.benchmark_returns,
@@ -115,8 +115,8 @@ class RiskCompareIterativeToBatch(unittest.TestCase):
             self.assertEqual(set(risk_original_dict.keys()),
                              set(risk_refactor_dict.keys()))
 
-            err_msg_format = \
-"In update step {iter}: {measure} should be {truth} but is {returned}!"
+            err_msg_format = """\
+"In update step {iter}: {measure} should be {truth} but is {returned}!"""
 
             for measure in risk_original_dict.iterkeys():
                 if measure == 'max_drawdown':

tests/test_sources.py

@@ -35,4 +35,4 @@ class TestDataFrameSource(TestCase):
         _, df = factory.create_test_df_source()
         source = DataFrameSource(df, sids=[0])
         assert 1 not in [event.sid for event in source], \
-        "DataFrameSource should only stream selected sid 0, not sid 1."
+            "DataFrameSource should only stream selected sid 0, not sid 1."

tests/test_transforms.py

@@ -294,7 +294,7 @@ class FinanceTransformsTestCase(TestCase):
             np.std([10.0, 15.0], ddof=1),
             np.std([10.0, 15.0, 13.0], ddof=1),
             np.std([15.0, 13.0, 12.0], ddof=1),
-            ]
+        ]
 
         # np has odd rounding behavior, cf.
         # http://docs.scipy.org/doc/np/reference/generated/np.std.html

zipline/MESSAGES.py

@@ -10,29 +10,28 @@ ERRORS = ndict({
     # with a slipage object that isn't a VolumeShareSlippage or
     # FixedSlipapge
     'UNSUPPORTED_SLIPPAGE_MODEL':
-"You attempted to override slippage with an unsupported class. \
-Please use VolumeShareSlippage or FixedSlippage.",
+    "You attempted to override slippage with an unsupported class. \
+    Please use VolumeShareSlippage or FixedSlippage.",
 
     # Raised if a users script calls override_slippage magic
     # after the initialize method has returned.
     'OVERRIDE_SLIPPAGE_POST_INIT':
-"You attempted to override slippage after the simulation has \
-started. You may only call override_slippage in your initialize \
-method.",
+    "You attempted to override slippage after the simulation has \
+    started. You may only call override_slippage in your initialize \
+    method.",
 
     # Raised if a user script calls the override_commission magic
     # with a commission object that isn't a PerShare or
     # PerTrade commission
     'UNSUPPORTED_COMMISSION_MODEL':
-"You attempted to override commission with an unsupported class. \
-Please use PerShare or PerTrade.",
+    "You attempted to override commission with an unsupported class. \
+    Please use PerShare or PerTrade.",
 
     # Raised if a users script calls override_commission magic
     # after the initialize method has returned.
     'OVERRIDE_COMMISSION_POST_INIT':
-"You attempted to override commission after the simulation has \
-started. You may only call override_commission in your initialize \
-method.",
-
+    "You attempted to override commission after the simulation has \
+    started. You may only call override_commission in your initialize \
+    method.",
 
 })

zipline/algorithm.py

@@ -134,8 +134,8 @@ class TradingAlgorithm(object):
         """
         if isinstance(source, (list, tuple)):
             assert start is not None and end is not None, \
-            """When providing a list of sources, \
-start and end date have to be specified."""
+                """When providing a list of sources, \
+                start and end date have to be specified."""
         elif isinstance(source, pd.DataFrame):
             assert isinstance(source.index, pd.tseries.index.DatetimeIndex)
             # if DataFrame provided, wrap in DataFrameSource
@@ -234,14 +234,14 @@ start and end date have to be specified."""
 
     def set_slippage(self, slippage):
         assert isinstance(slippage, (VolumeShareSlippage, FixedSlippage)), \
-                MESSAGES.ERRORS.UNSUPPORTED_SLIPPAGE_MODEL
+            MESSAGES.ERRORS.UNSUPPORTED_SLIPPAGE_MODEL
         if self.initialized:
             raise Exception(MESSAGES.ERRORS.OVERRIDE_SLIPPAGE_POST_INIT)
         self.slippage = slippage
 
     def set_commission(self, commission):
         assert isinstance(commission, (PerShare, PerTrade)), \
-                MESSAGES.ERRORS.UNSUPPORTED_COMMISSION_MODEL
+            MESSAGES.ERRORS.UNSUPPORTED_COMMISSION_MODEL
 
         if self.initialized:
             raise Exception(MESSAGES.ERRORS.OVERRIDE_COMMISSION_POST_INIT)

zipline/data/benchmarks.py

@@ -101,7 +101,7 @@ def get_benchmark_returns():
 
     for data_point in get_benchmark_data():
         returns = (data_point['close'] - data_point['open']) / \
-                  data_point['open']
+            data_point['open']
         daily_return = DailyReturn(date=data_point['date'], returns=returns)
         benchmark_returns.append(daily_return)
 

zipline/data/loader.py

@@ -38,7 +38,7 @@ def dump_treasury_curves():
     for curve in get_treasury_data():
         print curve
         date_as_tuple = curve['date'].timetuple()[0:6] + \
-                        (curve['date'].microsecond,)
+            (curve['date'].microsecond,)
         # Not ideal but massaging data into expected format
         del curve['date']
         tr = (date_as_tuple, curve)
@@ -57,13 +57,13 @@ def dump_benchmarks():
     Puts source treasury and data into zipline.
     """
     benchmark_path = os.path.join(os.path.dirname(__file__),
-                           "benchmark.msgpack")
+                                  "benchmark.msgpack")
     benchmark_fp = open(benchmark_path, "wb")
     benchmark_data = []
     for daily_return in get_benchmark_returns():
         print daily_return
         date_as_tuple = daily_return.date.timetuple()[0:6] + \
-                        (daily_return.date.microsecond,)
+            (daily_return.date.microsecond,)
         # Not ideal but massaging data into expected format
         benchmark = (date_as_tuple, daily_return.returns)
         benchmark_data.append(benchmark)

zipline/data/loader_utils.py

@@ -127,7 +127,7 @@ def _row_cb(mapping, row):
         target: apply_mapping(mapping, row)
         for target, mapping
         in mapping.iteritems()
-        }
+    }
 
 
 def make_row_cb(mapping):

zipline/finance/risk.py

@@ -132,10 +132,10 @@ class RiskMetricsBase(object):
         self.treasury_period_return = self.choose_treasury()
         self.sharpe = self.calculate_sharpe()
         self.beta, self.algorithm_covariance, self.benchmark_variance, \
-        self.condition_number, self.eigen_values = self.calculate_beta()
+            self.condition_number, self.eigen_values = self.calculate_beta()
         self.alpha = self.calculate_alpha()
         self.excess_return = self.algorithm_period_returns - \
-                             self.treasury_period_return
+            self.treasury_period_return
         self.max_drawdown = self.calculate_max_drawdown()
 
     def to_dict(self):
@@ -203,8 +203,8 @@ class RiskMetricsBase(object):
         returns = [
             x.returns for x in daily_returns
             if x.date >= self.start_date and
-               x.date <= self.end_date and
-               self.trading_environment.is_trading_day(x.date)
+            x.date <= self.end_date and
+            self.trading_environment.is_trading_day(x.date)
         ]
 
         period_returns = 1.0
@@ -226,7 +226,7 @@ class RiskMetricsBase(object):
             return 0.0
 
         return ((self.algorithm_period_returns - self.treasury_period_return) /
-                 self.algorithm_volatility)
+                self.algorithm_volatility)
 
     def calculate_beta(self):
         """
@@ -564,7 +564,7 @@ class RiskReport(object):
         self,
         algorithm_returns,
         trading_environment,
-        ):
+    ):
         """
         algorithm_returns needs to be a list of daily_return objects
         sorted in date ascending order

zipline/finance/slippage.py

@@ -101,7 +101,7 @@ class VolumeShareSlippage(object):
                                self.volume_limit)
             simulated_amount = int(volume_share * event.volume * direction)
             simulated_impact = (volume_share) ** 2 \
-            * self.price_impact * direction * event.price
+                * self.price_impact * direction * event.price
 
             order.filled += (simulated_amount - total_order)
             total_order = simulated_amount

zipline/sources.py

@@ -168,11 +168,11 @@ class SpecificEquityTrades(object):
                 # in this context the count is the number of
                 # trades per sid, not the total.
                 dates = date_gen(
-                        count=self.count,
-                        start=self.start,
-                        delta=self.delta,
-                        repeats=len(self.sids),
-                    )
+                    count=self.count,
+                    start=self.start,
+                    delta=self.delta,
+                    repeats=len(self.sids),
+                )
             else:
                 dates = date_gen(
                     count=self.count,

zipline/transforms/stddev.py

@@ -110,6 +110,6 @@ class MovingStandardDevWindow(EventWindow):
         else:
             average = self.sum / len(self)
             s_squared = (self.sum_sqr - self.sum * average) \
-                        / (len(self) - 1)
+                / (len(self) - 1)
             stddev = sqrt(s_squared)
         return stddev

zipline/transforms/utils.py

@@ -72,9 +72,9 @@ class StatefulTransform(object):
     """
     def __init__(self, tnfm_class, *args, **kwargs):
         assert isinstance(tnfm_class, (types.ObjectType, types.ClassType)), \
-        "Stateful transform requires a class."
+            "Stateful transform requires a class."
         assert hasattr(tnfm_class, 'update'), \
-        "Stateful transform requires the class to have an update method"
+            "Stateful transform requires the class to have an update method"
 
         # Flag set inside the Passthrough transform class to signify special
         # behavior if we are being fed to merged_transforms.