Merge branch 'new_world_order' of github.com:quantopian/zipline into new_world_order

zipline/gens/examples.py

@@ -42,17 +42,16 @@ if __name__ == "__main__":
     passthrough = TransformBundle(Passthrough, (), {})
     mavg_price = TransformBundle(MovingAverage, (timedelta(minutes = 20), ['price']), {})
     tnfm_bundles = (passthrough, mavg_price)
+    
     merge_out = merged_transforms(sort_out, tnfm_bundles)
-
-# #   for message in merge_out:
-# #       print message
     
-#     algo = TestAlgorithm(2, 100, 100)
-#     environment = create_trading_environment(year = 2012)
-#     style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
+    import nose.tools; nose.tools.set_trace()
+    algo = TestAlgorithm(2, 100, 100, sid_filter = [2,3])
+    environment = create_trading_environment(year = 2012)
+    style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
     
-#     client_out = tsc(merge_out, algo, environment, style)
-#     for message in client_out:
-    #    pp(message)
+    client_out = tsc(merge_out, algo, environment, style)
+    for message in client_out:
+       pp(message)
         
     

zipline/gens/tradesimulation.py

@@ -60,20 +60,19 @@ def trade_simulation_client(stream_in, algo, environment, sim_style):
     # Creates a txn field on the event containing transaction
     # information if we filled any pending orders on the event's sid.
     # TRANSACTION is None if we didn't fill any orders.
-    with_txns = stateful_transform(
+    with_txns = StatefulTransform(
         stream_in,
         TransactionSimulator,
         open_orders,
         style = sim_style
     )
 
-
     # Pipe the events with transactions to perf. This will remove the
     # txn field added by TransactionSimulator and replace it with
     # a portfolio object to be passed to the user's algorithm. Also adds
     # a PERF_MESSAGE field which is usually none, but contains an update
     # message once per day.
-    with_portfolio_and_perf_msg = stateful_transform(
+    with_portfolio_and_perf_msg = StatefulTransform(
         with_txns,
         PerformanceTracker,
         environment,