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converting to handle_data nomenclature.

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This commit is contained in:
fawce
2012-05-14 16:49:05 -04:00
parent de0cfd4072
commit 3bb03e0f8c
2 changed files with 13 additions and 23 deletions
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zipline/test/algorithms.py
+5 -5
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@@ -16,8 +16,8 @@ The algorithm must expose methods:
of valid sids. List must have a length between 1 and 10. If None is returned
the filter will block all events.
- handle_frame: method that accepts a :py:class:`pandas.Dataframe` of the
current state of the simulation universe. An example frame::
- handle_data: method that accepts a :py:class:`zipline.protocol_utils.ndict`
of the current state of the simulation universe. An example data ndict::
+-----------------+--------------+----------------+--------------------+
| | SID(133) | SID(134) | SID(135) |
@@ -74,7 +74,7 @@ class TestAlgorithm():
def set_portfolio(self, portfolio):
self.portfolio = portfolio
def handle_frame(self, frame):
def handle_data(self, data):
self.frame_count += 1
#place an order for 100 shares of sid
if self.incr < self.count:
@@ -110,7 +110,7 @@ class HeavyBuyAlgorithm():
def set_portfolio(self, portfolio):
self.portfolio = portfolio
def handle_frame(self, frame):
def handle_data(self, data):
self.frame_count += 1
#place an order for 100 shares of sid
self.order(self.sid, self.amount)
@@ -133,7 +133,7 @@ class NoopAlgorithm(object):
def set_portfolio(self, portfolio):
pass
def handle_frame(self, frame):
def handle_data(self, data):
pass
def get_sid_filter(self):