MAINT: Defines members of the Order object.

Instead of a loosely defined object for Order, explicitly
defines the parameters and corresponding members.

Clearing the way for adding more members to the Order object.

tests/finance/test_slippage.py

@@ -52,10 +52,11 @@ class SlippageTestCase(TestCase):
         slippage_model = VolumeShareSlippage()
 
         open_orders = {133: [
-            Order(
-                {'dt': datetime.datetime(2006, 1, 5, 14, 30, tzinfo=pytz.utc),
-                 'amount': 100,
-                 'filled': 0, 'sid': 133})
+            Order(**{
+                'dt': datetime.datetime(2006, 1, 5, 14, 30, tzinfo=pytz.utc),
+                'amount': 100,
+                'filled': 0,
+                'sid': 133})
         ]}
 
         txn = slippage_model.simulate(

zipline/gens/tradesimulation.py

@@ -28,10 +28,19 @@ log = Logger('Trade Simulation')
 
 
 class Order(object):
-
-    def __init__(self, initial_values=None):
-        if initial_values:
-            self.__dict__ = initial_values
+    def __init__(self, dt, sid, amount, filled=0):
+        """
+        @dt - datetime.datetime that the order was placed
+        @sid - stock sid of the order
+        @amount - the number of shares to buy/sell
+                  a positive sign indicates a buy
+                  a negative sign indicates a sell
+        @filled - how many shares of the order have been filled so far
+        """
+        self.dt = dt
+        self.sid = sid
+        self.amount = amount
+        self.filled = filled
 
 
 class TradeSimulationClient(object):
@@ -177,7 +186,7 @@ class AlgorithmSimulator(object):
         Closure to pass into the user's algo to allow placing orders
         into the transaction simulator's dict of open orders.
         """
-        order = Order({
+        order = Order(**{
             'dt': self.simulation_dt,
             'sid': sid,
             'amount': int(amount),