removed old order protocol cruft.

tests/test_finance.py

@@ -438,7 +438,6 @@ class FinanceTestCase(TestCase):
             {
                 'sid'       : sid,
                 'amount'    : order_amount * alternator**i,
-                'type'      : zp.DATASOURCE_TYPE.ORDER,
                 'dt'        : order_date
             })
 

tests/test_protocol.py

@@ -75,46 +75,3 @@ class ProtocolTestCase(TestCase):
             event.delete('helloworld')
 
             self.assertEqual(zp.ndict(trade), event)
-
-    @timed(DEFAULT_TIMEOUT)
-    def test_order_protocol(self):
-        #client places an order
-        now = datetime.utcnow().replace(tzinfo=pytz.utc)
-        order = zp.ndict({
-            'dt':now,
-            'sid':133,
-            'amount':100
-        })
-        order_msg = zp.ORDER_FRAME(order)
-
-        #order datasource receives
-        order = zp.ORDER_UNFRAME(order_msg)
-        self.assertEqual(order.sid, 133)
-        self.assertEqual(order.amount, 100)
-        self.assertEqual(order.dt, now)
-
-        #order datasource datasource frames the order
-        order_event = zp.ndict({
-            "sid"        : order.sid,
-            "amount"     : order.amount,
-            "dt"         : order.dt,
-            "source_id"  : zp.FINANCE_COMPONENT.ORDER_SOURCE,
-            "type"       : zp.DATASOURCE_TYPE.ORDER
-        })
-
-
-        order_ds_msg = zp.DATASOURCE_FRAME(order_event)
-
-        #transaction transform unframes
-        recovered_order = zp.DATASOURCE_UNFRAME(order_ds_msg)
-
-        self.assertEqual(now, recovered_order.dt)
-
-        #create a transaction from the order
-        txn = zp.ndict({
-            'sid'        : recovered_order.sid,
-            'amount'     : recovered_order.amount,
-            'dt'         : recovered_order.dt,
-            'price'      : 10.0,
-            'commission' : 0.50
-        })

zipline/components/tradesimulation.py

@@ -150,9 +150,6 @@ class TradeSimulationClient(Component):
         self.perf.log_order(order)
         self.txn_sim.add_open_order(order)
 
-    def signal_order_done(self):
-        self.order_socket.send(str(zp.ORDER_PROTOCOL.DONE))
-
     def queue_event(self, event):
         if self.event_queue == None:
             self.event_queue = []

zipline/protocol.py

@@ -246,12 +246,6 @@ def DATASOURCE_FRAME(event):
             event.source_id,
             TRADE_FRAME(event)
         ]))
-    elif(event.type == DATASOURCE_TYPE.ORDER):
-        return msgpack.dumps(tuple([
-            event.type,
-            event.source_id,
-            ORDER_SOURCE_FRAME(event)
-        ]))
     else:
         raise INVALID_DATASOURCE_FRAME(str(event))
 
@@ -286,8 +280,6 @@ def DATASOURCE_UNFRAME(msg):
             child_value = ndict({'dt':None})
         elif(ds_type == DATASOURCE_TYPE.TRADE):
             child_value = TRADE_UNFRAME(payload)
-        elif(ds_type == DATASOURCE_TYPE.ORDER):
-            child_value = ORDER_SOURCE_UNFRAME(payload)
         else:
             raise INVALID_DATASOURCE_FRAME(msg)
 
@@ -395,12 +387,6 @@ def MERGE_UNFRAME(msg):
         raise INVALID_MERGE_FRAME(msg)
 
 
-# -----------------------
-# Finance Protocol
-# -----------------------
-INVALID_ORDER_FRAME = FrameExceptionFactory('ORDER')
-INVALID_TRADE_FRAME = FrameExceptionFactory('TRADE')
-
 # -----------------------
 # Trades
 # -----------------------
@@ -454,83 +440,6 @@ def TRADE_UNFRAME(msg):
     except ValueError:
         raise INVALID_TRADE_FRAME(msg)
 
-# -----------------------
-# Orders
-# -----------------------
-# - from client to order source
-
-def ORDER_FRAME(order):
-    assert isinstance(order.sid, int)
-    assert isinstance(order.amount, int) #no partial shares...
-    PACK_DATE(order)
-    return msgpack.dumps(tuple([
-        order.sid,
-        order.amount,
-        order.dt
-    ]))
-
-
-def ORDER_UNFRAME(msg):
-    try:
-        sid, amount, dt = msgpack.loads(msg)
-        assert isinstance(sid, int)
-        assert isinstance(amount, int)
-        rval = ndict({
-            'sid':sid,
-            'amount':amount,
-            'dt':dt
-        })
-        UNPACK_DATE(rval)
-        return rval
-    except TypeError:
-        raise INVALID_ORDER_FRAME(msg)
-    except ValueError:
-        raise INVALID_ORDER_FRAME(msg)
-
-# -----------------------
-# ORDERS
-# -----------------------
-#
-# - from order source to feed
-# - should only be called from inside DATASOURCE_(UN)FRAME
-
-
-def ORDER_SOURCE_FRAME(event):
-    assert isinstance(event.sid, int)
-    assert isinstance(event.amount, int) #no partial shares...
-    assert isinstance(event.source_id, basestring)
-    assert event.type == DATASOURCE_TYPE.ORDER
-    PACK_DATE(event)
-    return msgpack.dumps(tuple([
-        event.sid,
-        event.amount,
-        event.dt,
-        event.source_id,
-        event.type
-    ]))
-
-
-def ORDER_SOURCE_UNFRAME(msg):
-    try:
-        sid, amount, dt, source_id, source_type = msgpack.loads(msg)
-        event = ndict({
-            "sid"       : sid,
-            "amount"    : amount,
-            "dt"        : dt,
-            "source_id" : source_id,
-            "type"      : source_type
-        })
-        assert isinstance(sid, int)
-        assert isinstance(amount, int)
-        assert isinstance(source_id, basestring)
-        assert isinstance(source_type, int)
-        UNPACK_DATE(event)
-        return event
-    except TypeError:
-        raise INVALID_ORDER_FRAME(msg)
-    except ValueError:
-        raise INVALID_ORDER_FRAME(msg)
-
 # -----------------------
 # Performance and Risk
 # -----------------------
@@ -667,16 +576,10 @@ def tuple_to_date(date_tuple):
     return dt
 
 DATASOURCE_TYPE = Enum(
-    'ORDER',
     'TRADE',
     'EMPTY',
 )
 
-ORDER_PROTOCOL = Enum(
-    'DONE',
-    'BREAK',
-)
-
 
 #Transform type needs to be a ndict to facilitate merging.
 TRANSFORM_TYPE = ndict({
@@ -688,7 +591,6 @@ TRANSFORM_TYPE = ndict({
 FINANCE_COMPONENT = namelookup({
     'TRADING_CLIENT'   : 'TRADING_CLIENT',
     'PORTFOLIO_CLIENT' : 'PORTFOLIO_CLIENT',
-    'ORDER_SOURCE'     : 'ORDER_SOURCE',
 })