fixed bug with BaseTransform state and name properties.

zipline/components/merge.py

@@ -1,7 +1,5 @@
-from feed import Feed
 
 import zipline.protocol as zp
-from zipline.protocol import COMPONENT_TYPE
 from zipline.components.aggregator import Aggregate
 
 from collections import Counter

zipline/finance/movingaverage.py

@@ -5,10 +5,17 @@ from zipline.transforms.base import BaseTransform
 
 class MovingAverageTransform(BaseTransform):
 
-    def init(self, name, daycount=3):
-        self.daycount = daycount
+
+    def init(self, name, days=3):
+        self.state = {}
+        self.state['name'] = name
+        self.days = days
         self.by_sid = defaultdict(self._create)
 
+    @property
+    def get_id(self):
+        return self.state['name']
+
     def transform(self, event):
         cur = self.by_sid[event.sid]
         cur.update(event)
@@ -16,12 +23,12 @@ class MovingAverageTransform(BaseTransform):
         return self.state
 
     def _create(self):
-        return MovingAverage(self.daycount)
+        return MovingAverage(self.days)
 
 class MovingAverage(object):
 
-    def init(self, daycount):
-        self.window = EventWindow(daycount)
+    def __init__(self, days):
+        self.window = EventWindow(days)
         self.total = 0.0
         self.average = 0.0
 
@@ -43,10 +50,10 @@ class EventWindow(object):
     Tracks a window of the event history. Use an instance to track the events
     inside your window to efficiently calculate rolling statistics.
     """
-    def init(self, daycount):
+    def __init__(self, days):
         self.ticks = []
         self.dropped_ticks = []
-        self.delta = timedelta(days=daycount)
+        self.delta = timedelta(days=days)
 
     def update(self, event):
         # add new event

zipline/finance/returns.py

@@ -4,8 +4,15 @@ from zipline.transforms.base import BaseTransform
 class ReturnsTransform(BaseTransform):
 
     def init(self, name):
+        self.state = {}
+        self.state['name'] = name
         self.by_sid = defaultdict(self._create)
 
+    @property
+    def get_id(self):
+        return self.state['name']
+
+
     def transform(self, event):
         cur = self.by_sid[event.sid]
         cur.update(event)
@@ -27,7 +34,6 @@ class ReturnsFromPriorClose(object):
         self.returns = 0.0
 
     def update(self, event):
-        next_close = None
         if self.last_close:
             change = event.price - self.last_close.price
             self.returns = change / self.last_close.price

zipline/finance/vwap.py

@@ -7,9 +7,15 @@ from zipline.finance.movingaverage import EventWindow
 class VWAPTransform(BaseTransform):
 
     def init(self, name, daycount=3):
+        self.state = {}
+        self.state['name'] = name
         self.daycount = daycount
         self.by_sid = defaultdict(self.create_vwap)
 
+    @property
+    def get_id(self):
+        return self.state['name']
+
     def transform(self, event):
         cur = self.by_sid[event.sid]
         cur.update(event)
@@ -24,12 +30,12 @@ class DailyVWAP(object):
     A class that tracks the volume weighted average price based on tick
     updates.
     """
-    def init(self, name, daycount=3):
-        self.window = EventWindow(daycount)
+    def __init__(self, days=3):
+        self.window = EventWindow(days)
         self.flux = 0.0
         self.volume = 0
         self.vwap = 0.0
-        self.delta = timedelta(days=daycount)
+        self.delta = timedelta(days=days)
 
     def update(self, event):
 

zipline/transforms/base.py

@@ -20,7 +20,6 @@ class BaseTransform(Component):
     Parent class for feed transforms. Subclass and override transform
     method to create a new derived value from the combined feed.
     """
-
     def init(self):
         pass