From 3ff3a6964ece58ad7a8aa7072589d75c1b741d42 Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Tue, 4 Dec 2012 08:07:40 -0500
Subject: [PATCH] Allows the capital base of an algorithm to be more easily
 modified.

By having run() use a capital_base member of the algorithm to
create the trading environment, the capital base should now be
configurable in the instantiation of the algorithm.

e.g.:

```
algo = LowCapitalBaseAlgorithm(capital_base=1000.0):
```
---
 zipline/algorithm.py     | 11 ++++++++++-
 zipline/utils/factory.py |  5 +++--
 2 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index c55fc38d..736b0425 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -41,6 +41,8 @@ from zipline.gens.composites import (
 from zipline.gens.tradesimulation import TradeSimulationClient as tsc
 from zipline import MESSAGES
 
+DEFAULT_CAPITAL_BASE = float("1.0e5")
+
 
 class TradingAlgorithm(object):
     """Base class for trading algorithms. Inherit and overload
@@ -82,6 +84,9 @@ class TradingAlgorithm(object):
         self.slippage = VolumeShareSlippage()
         self.commission = PerShare()
 
+        # set the capital base
+        self.capital_base = kwargs.get('capital_base', DEFAULT_CAPITAL_BASE)
+
         # an algorithm subclass needs to set initialized to True
         # when it is fully initialized.
         self.initialized = False
@@ -175,7 +180,11 @@ class TradingAlgorithm(object):
 
             self.transforms.append(sf)
 
-        environment = create_trading_environment(start=start, end=end)
+        environment = create_trading_environment(
+            start=start,
+            end=end,
+            capital_base=self.capital_base
+        )
 
         # create transforms and zipline
         self.gen = self._create_generator(environment)
diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py
index ac2e94b2..6d4ade15 100644
--- a/zipline/utils/factory.py
+++ b/zipline/utils/factory.py
@@ -92,7 +92,8 @@ Fetching data from data.treasury.gov
     return bm_returns, tr_curves
 
 
-def create_trading_environment(year=2006, start=None, end=None):
+def create_trading_environment(year=2006, start=None, end=None,
+                               capital_base=float("1.0e5")):
     """Construct a complete environment with reasonable defaults"""
     benchmark_returns, treasury_curves = load_market_data()
 
@@ -106,7 +107,7 @@ def create_trading_environment(year=2006, start=None, end=None):
         treasury_curves,
         period_start=start,
         period_end=end,
-        capital_base=100000.0
+        capital_base=capital_base
     )
 
     return trading_environment