From 4337a429ff0a14b2ecd2f1541c8467fadaefb388 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Thu, 23 Aug 2012 14:48:05 -0400 Subject: [PATCH] Applies PEP-8 recommendations, mostly whitespace cleanup. Also, changes has_key to use `in` --- zipline/lines.py | 42 +++++++++++++++++++++++------------------- 1 file changed, 23 insertions(+), 19 deletions(-) diff --git a/zipline/lines.py b/zipline/lines.py index d340df5a..ba973943 100644 --- a/zipline/lines.py +++ b/zipline/lines.py @@ -87,6 +87,7 @@ class CancelSignal(Exception): def __init__(self): pass + class SimulatedTrading(object): def __init__(self, @@ -102,7 +103,8 @@ class SimulatedTrading(object): self.date_sorted = date_sorted_sources(*sources) self.transforms = transforms # Formerly merged_transforms. - self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms) + self.with_tnfms = sequential_transforms(self.date_sorted, + *self.transforms) self.trading_client = tsc(algorithm, environment, style) self.gen = self.trading_client.simulate(self.with_tnfms) self.results_uri = results_socket_uri @@ -149,7 +151,7 @@ class SimulatedTrading(object): "Results socket must exist to stream results" try: for event in self.gen: - if event.has_key('daily_perf'): + if 'daily_perf' in event: msg = zp.PERF_FRAME(event) else: msg = zp.RISK_FRAME(event) @@ -180,7 +182,7 @@ class SimulatedTrading(object): else: log.warning("Sending SIGINT") os.kill(ppid, SIGINT) - + def handle_exception(self, exc): if isinstance(exc, CancelSignal): # signal from monitor of an orderly shutdown, @@ -207,7 +209,7 @@ class SimulatedTrading(object): exc_type.__name__, exc_value.message ) - + self.results_socket.send(msg) except: log.exception("Exception while reporting simulation exception.") @@ -228,8 +230,8 @@ class SimulatedTrading(object): # bubbled. Since we do not want user logs in our system # logs, we set bubble to False. self.zmq_out = ZeroMQLogHandler( - socket = self.results_socket, - filter = lambda r, h: r.channel in ['Print', 'AlgoLog'], + socket=self.results_socket, + filter=lambda r, h: r.channel in ['Print', 'AlgoLog'], bubble=False ) @@ -263,7 +265,8 @@ class SimulatedTrading(object): 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` + a SIMULATION_STYLE as defined in + :py:mod:`zipline.finance.trading` - transforms: optional parameter that provides a list of StatefulTransform objects. """ @@ -278,22 +281,22 @@ class SimulatedTrading(object): #-------------------- # Trading Environment #-------------------- - if config.has_key('environment'): + if 'environment' in config: trading_environment = config['environment'] else: trading_environment = factory.create_trading_environment() - if config.has_key('order_count'): + if 'order_count' in config: order_count = config['order_count'] else: order_count = 100 - if config.has_key('order_amount'): + if 'order_amount' in config: order_amount = config['order_amount'] else: order_amount = 100 - if config.has_key('trade_count'): + if 'trade_count' in config: trade_count = config['trade_count'] else: # to ensure all orders are filled, we provide one more @@ -304,14 +307,14 @@ class SimulatedTrading(object): if not simulation_style: simulation_style = SIMULATION_STYLE.FIXED_SLIPPAGE - zmq_context = config.get('zmq_context', None) - simulation_id = config.get('simulation_id', 'test_simulation') - results_socket_uri = config.get('results_socket_uri', None) + zmq_context = config.get('zmq_context', None) + simulation_id = config.get('simulation_id', 'test_simulation') + results_socket_uri = config.get('results_socket_uri', None) #------------------- # Trade Source #------------------- - if config.has_key('trade_source'): + if 'trade_source' in config: trade_source = config['trade_source'] else: trade_source = factory.create_daily_trade_source( @@ -321,7 +324,6 @@ class SimulatedTrading(object): concurrent=concurrent_trades ) - #------------------- # Transforms #------------------- @@ -330,7 +332,7 @@ class SimulatedTrading(object): #------------------- # Create the Algo #------------------- - if config.has_key('algorithm'): + if 'algorithm' in config: test_algo = config['algorithm'] else: test_algo = TestAlgorithm( @@ -356,6 +358,7 @@ class SimulatedTrading(object): return sim + class SimulatedTradingLite(object): """ SimulatedTrading without multiprocess and without zmq. @@ -372,9 +375,10 @@ class SimulatedTradingLite(object): self.date_sorted = date_sorted_sources(*sources) self.transforms = transforms # Formerly merged_transforms. - self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms) + self.with_tnfms = sequential_transforms(self.date_sorted, + *self.transforms) self.trading_client = tsc(algorithm, environment, style) self.gen = self.trading_client.simulate(self.with_tnfms) - + def get_results(self): return self.gen