removed lines sending messages to the control channel, simplified logic for handling max loss case, DONE'ing trading client on max loss. Zipline continues to run until all components are finished.

zipline/finance/performance.py

@@ -224,6 +224,10 @@ class PerformanceTracker():
         self.order_log.append(order)
             
     def process_event(self, event):
+        
+        if self.exceeded_max_loss:
+            return
+            
         assert isinstance(event, zp.namedict)
         self.event_count += 1
 
@@ -265,7 +269,13 @@ class PerformanceTracker():
         self.day_count += 1.0
         # calculate progress of test
         self.progress = self.day_count / self.total_days
-
+                
+        # Output results
+        if self.result_stream:
+            msg = zp.PERF_FRAME(self.to_dict())
+            self.result_stream.send(msg)
+        
+        #
         if self.trading_environment.max_drawdown:
             returns = self.todays_performance.returns
             max_dd = -1 * self.trading_environment.max_drawdown
@@ -276,16 +286,8 @@ class PerformanceTracker():
                 # so it shows up in the update, but don't end the test
                 # here. Let the update go out before stopping
                 self.exceeded_max_loss = True
-                
-        # Output results
-        if self.result_stream:
-            msg = zp.PERF_FRAME(self.to_dict())
-            self.result_stream.send(msg)
+                return
             
-        if self.exceeded_max_loss:
-            # now that we've sent the day's update, kill this test
-            self.handle_simulation_end(skip_close=True)
-            return
             
         #move the market day markers forward
         self.market_open = self.market_open + self.calendar_day
@@ -307,7 +309,7 @@ class PerformanceTracker():
             keep_transactions = True
         )
 
-    def handle_simulation_end(self, skip_close=False):
+    def handle_simulation_end(self):
         """
         When the simulation is complete, run the full period risk report
         and send it out on the result_stream.
@@ -319,8 +321,8 @@ class PerformanceTracker():
         
         # the stream will end on the last trading day, but will not trigger
         # an end of day, so we trigger the final market close here.
-        # In the case of errors, we needn't close again.
-        if not skip_close:
+        # In the case of max drawdown, we needn't close again.
+        if not self.exceeded_max_loss:
             self.handle_market_close()
         
         self.risk_report = risk.RiskReport(

zipline/finance/trading.py

@@ -80,14 +80,7 @@ class TradeSimulationClient(qmsg.Component):
             
             # if the feed is done, shut 'er down
             if msg == str(zp.CONTROL_PROTOCOL.DONE):
-                qutil.LOGGER.info("Client is DONE!")
-                # signal the performance tracker that the simulation has
-                # ended. Perf will internally calculate the full risk report.
-                self.perf.handle_simulation_end()
-
-                # signal Simulator, our ComponentHost, that this component is
-                # done and Simulator needn't block exit on this component.
-                self.signal_done()
+                self.finish_simulation()
                 return
             
             # result_feed is a merge component, so unframe accordingly
@@ -95,14 +88,22 @@ class TradeSimulationClient(qmsg.Component):
             self.received_count += 1
             # update performance and relay the event to the algorithm
             self.process_event(event)
+            if self.perf.exceeded_max_loss:
+                self.finish_simulation()
             
+    def finish_simulation(self):
+        qutil.LOGGER.info("Client is DONE!")
+        # signal the performance tracker that the simulation has
+        # ended. Perf will internally calculate the full risk report.
+        self.perf.handle_simulation_end()
+
+        # signal Simulator, our ComponentHost, that this component is
+        # done and Simulator needn't block exit on this component.
+        self.signal_done()
 
     def process_event(self, event):
         
-        if self.perf.exceeded_max_loss:
-            self.control_out.send(str(zp.CONTROL_PROTOCOL.SHUTDOWN))
-            return
-            
+        
         # generate transactions, if applicable
         txn = self.txn_sim.apply_trade_to_open_orders(event)
         if txn: