From 7196e1e4986fdf02969dcd9b18305f4626cef30c Mon Sep 17 00:00:00 2001
From: Jean Bredeche <jean@quantopian.com>
Date: Mon, 24 Apr 2017 15:33:52 -0400
Subject: [PATCH] MAINT: PR feedback.

---
 tests/test_finance.py                         |  5 ++--
 zipline/finance/order.py                      |  2 ++
 zipline/finance/performance/period.py         | 24 ++++---------------
 .../finance/performance/position_tracker.py   |  7 +++---
 zipline/finance/transaction.py                |  2 ++
 zipline/protocol.py                           |  4 +++-
 6 files changed, 17 insertions(+), 27 deletions(-)

diff --git a/tests/test_finance.py b/tests/test_finance.py
index 914cb090..40667326 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -380,9 +380,8 @@ class FinanceTestCase(WithLogger,
         # asset 133 so it should be ignored.
         blotter.process_splits([(asset133, 0.5), (asset2, 0.3333)])
 
-        for sid in [1, 2]:
-            order_lists = \
-                blotter.open_orders[self.asset_finder.retrieve_asset(sid)]
+        for asset in [asset1, asset2]:
+            order_lists = blotter.open_orders[asset]
             self.assertIsNotNone(order_lists)
             self.assertEqual(1, len(order_lists))
 
diff --git a/zipline/finance/order.py b/zipline/finance/order.py
index 91b3edae..47ee24c3 100644
--- a/zipline/finance/order.py
+++ b/zipline/finance/order.py
@@ -87,8 +87,10 @@ class Order(object):
         if self.broker_order_id is None:
             del dct['broker_order_id']
 
+        # Adding 'sid' for backwards compatibility with downstream consumers.
         dct['sid'] = self.asset
         dct['status'] = self.status
+
         return dct
 
     @property
diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py
index 1d009dd5..89ddbfd8 100644
--- a/zipline/finance/performance/period.py
+++ b/zipline/finance/performance/period.py
@@ -183,10 +183,6 @@ class PerformancePeriod(object):
         self._account_store = zp.Account()
         self.serialize_positions = serialize_positions
 
-        # This dict contains the known cash flow multipliers for assets and is
-        # keyed on asset
-        self._execution_cash_flow_multipliers = {}
-
     _position_tracker = None
 
     def initialize(self, starting_cash, starting_value, starting_exposure):
@@ -383,25 +379,15 @@ class PerformancePeriod(object):
             except KeyError:
                 self.processed_transactions[txn.dt] = [txn]
 
-    def _calculate_execution_cash_flow(self, txn):
+    @staticmethod
+    def _calculate_execution_cash_flow(txn):
         """
         Calculates the cash flow from executing the given transaction
         """
-        # Check if the multiplier is cached. If it is not, look up the asset
-        # and cache the multiplier.
-        try:
-            multiplier = self._execution_cash_flow_multipliers[txn.asset]
-        except KeyError:
-            asset = txn.asset
-            # Futures experience no cash flow on transactions
-            if isinstance(asset, Future):
-                multiplier = 0
-            else:
-                multiplier = 1
-            self._execution_cash_flow_multipliers[txn.asset] = multiplier
+        if txn.asset is Future:
+            return 0.0
 
-        # Calculate and return the cash flow given the multiplier
-        return -1 * txn.price * txn.amount * multiplier
+        return -1 * txn.price * txn.amount
 
     # backwards compat. TODO: remove?
     @property
diff --git a/zipline/finance/performance/position_tracker.py b/zipline/finance/performance/position_tracker.py
index dc4f971b..67e547dc 100644
--- a/zipline/finance/performance/position_tracker.py
+++ b/zipline/finance/performance/position_tracker.py
@@ -54,7 +54,7 @@ def calc_position_values(positions):
     for position in positions:
         if isinstance(position.asset, Future):
             # Futures don't have an inherent position value.
-            values.append(0)
+            values.append(0.0)
         else:
             values.append(position.last_sale_price * position.amount)
 
@@ -186,13 +186,12 @@ class PositionTracker(object):
         """
         total_leftover_cash = 0
 
-        for split in splits:
-            asset = split[0]
+        for asset, ratio in splits:
             if asset in self.positions:
                 # Make the position object handle the split. It returns the
                 # leftover cash from a fractional share, if there is any.
                 position = self.positions[asset]
-                leftover_cash = position.handle_split(asset, split[1])
+                leftover_cash = position.handle_split(asset, ratio)
                 total_leftover_cash += leftover_cash
 
         return total_leftover_cash
diff --git a/zipline/finance/transaction.py b/zipline/finance/transaction.py
index 55814238..94b03300 100644
--- a/zipline/finance/transaction.py
+++ b/zipline/finance/transaction.py
@@ -39,6 +39,8 @@ class Transaction(object):
         py = copy(self.__dict__)
         del py['type']
         del py['asset']
+
+        # Adding 'sid' for backwards compatibility with downstrean consumers.
         py['sid'] = self.asset
 
         return py
diff --git a/zipline/protocol.py b/zipline/protocol.py
index fd78a710..07f814e4 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -235,8 +235,10 @@ class Position(object):
         self.last_sale_price = 0.0
         self.last_sale_date = None
 
+    @property
+    def sid(self):
         # for backwards compatibility
-        self.sid = asset
+        return self.asset
 
     def __repr__(self):
         return "Position({0})".format(self.__dict__)