REF: Renamed granularity to data_frequency.

tests/test_algorithm.py

@@ -90,16 +90,16 @@ class TestTransformAlgorithm(TestCase):
             {'window_length': 2, 'market_aware': True}
         assert algo.registered_transforms['mavg']['class'] is MovingAverage
 
-    def test_granularity_setting(self):
-        algo = TestRegisterTransformAlgorithm(granularity='daily')
-        self.assertEqual(algo.granularity, 'daily')
+    def test_data_frequency_setting(self):
+        algo = TestRegisterTransformAlgorithm(data_frequency='daily')
+        self.assertEqual(algo.data_frequency, 'daily')
         self.assertEqual(algo.annualizer, 250)
 
-        algo = TestRegisterTransformAlgorithm(granularity='minute')
-        self.assertEqual(algo.granularity, 'minute')
+        algo = TestRegisterTransformAlgorithm(data_frequency='minute')
+        self.assertEqual(algo.data_frequency, 'minute')
         self.assertEqual(algo.annualizer, 250 * 6 * 60)
 
-        algo = TestRegisterTransformAlgorithm(granularity='minute',
+        algo = TestRegisterTransformAlgorithm(data_frequency='minute',
                                               annualizer=10)
-        self.assertEqual(algo.granularity, 'minute')
+        self.assertEqual(algo.data_frequency, 'minute')
         self.assertEqual(algo.annualizer, 10)

zipline/algorithm.py

@@ -72,11 +72,11 @@ class TradingAlgorithm(object):
         """Initialize sids and other state variables.
 
         :Arguments:
-            granularity : str (daily, hourly or minutely)
+            data_frequency : str (daily, hourly or minutely)
                The duration of the bars.
             annualizer : int <optional>
                Which constant to use for annualizing risk metrics.
-               If not provided, will extract from granularity.
+               If not provided, will extract from data_frequency.
             capital_base : float <default: 1.0e5>
                How much capital to start with.
         """
@@ -96,10 +96,10 @@ class TradingAlgorithm(object):
         self.slippage = VolumeShareSlippage()
         self.commission = PerShare()
 
-        if 'granularity' in kwargs:
-            self.set_granularity(kwargs.pop('granularity'))
+        if 'data_frequency' in kwargs:
+            self.set_data_frequency(kwargs.pop('data_frequency'))
         else:
-            self.granularity = None
+            self.data_frequency = None
 
         # Override annualizer if set
         if 'annualizer' in kwargs:
@@ -317,7 +317,7 @@ class TradingAlgorithm(object):
         assert isinstance(transforms, list)
         self.transforms = transforms
 
-    def set_granularity(self, granularity):
-        assert granularity in ('daily', 'minute')
-        self.granularity = granularity
-        self.annualizer = ANNUALIZER[self.granularity]
+    def set_data_frequency(self, data_frequency):
+        assert data_frequency in ('daily', 'minute')
+        self.data_frequency = data_frequency
+        self.annualizer = ANNUALIZER[self.data_frequency]