From 7a7833a540e0efb79f4f2b9d5da3d46a558454d9 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Fri, 30 Mar 2012 17:48:05 -0400
Subject: [PATCH] fixed missing fields, added a new random source option to
 test zipline (still buggy).

---
 zipline/finance/risk.py |  2 ++
 zipline/lines.py        | 21 ++++++++++++++++-----
 zipline/test/factory.py | 15 ++++++++++++++-
 3 files changed, 32 insertions(+), 6 deletions(-)

diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 4a335990..06a683b4 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -128,6 +128,8 @@ class RiskMetrics():
             'benchmark_volatility'  : self.benchmark_volatility,
             'algo_volatility'       : self.algorithm_volatility,
             'treasury_period_return': self.treasury_period_return,
+            'algorithm_period_return' : self.algorithm_period_returns,
+            'benchmark_period_return' : self.benchmark_period_returns,
             'sharpe'                : self.sharpe,
             'beta'                  : self.beta,
             'alpha'                 : self.alpha,
diff --git a/zipline/lines.py b/zipline/lines.py
index 50f3b787..824f00eb 100644
--- a/zipline/lines.py
+++ b/zipline/lines.py
@@ -191,6 +191,10 @@ class SimulatedTrading(object):
               :py:class:`zipline.simulator.Simulator`   
             - algorithm - optional parameter providing an algorithm. defaults
               to :py:class:`zipline.test.algorithms.TestAlgorithm`
+            - random - optional parameter to request random trades. if present
+              :py:class:`zipline.sources.RandomEquityTrades` is the source. If
+              not :py:class:`ziplien.sources.SpecificEquityTrades` is the 
+              source
         """
         assert isinstance(config, dict)
         
@@ -225,11 +229,18 @@ class SimulatedTrading(object):
         #-------------------
         sids = [sid]
         #-------------------
-        trade_source = factory.create_daily_trade_source(
-            sids,
-            trade_count,
-            trading_environment
-        )
+        if config.has_key('random'):
+            trade_source = factory.create_random_trade_source(
+                sids,
+                trade_count,
+                trading_environment
+            )
+        else:
+            trade_source = factory.create_daily_trade_source(
+                sids,
+                trade_count,
+                trading_environment
+            )
         #-------------------
         # Create the Algo
         #-------------------
diff --git a/zipline/test/factory.py b/zipline/test/factory.py
index 1bfddc07..406ae74b 100644
--- a/zipline/test/factory.py
+++ b/zipline/test/factory.py
@@ -9,7 +9,7 @@ from datetime import datetime, timedelta
 import zipline.util as qutil
 import zipline.finance.risk as risk
 import zipline.protocol as zp
-from zipline.sources import SpecificEquityTrades
+from zipline.sources import SpecificEquityTrades, RandomEquityTrades
 from zipline.finance.trading import TradingEnvironment
 
 def load_market_data():
@@ -152,6 +152,19 @@ def create_returns_from_list(returns, start, trading_calendar):
         
     return test_range
 
+def create_random_trade_source(sid, trade_count, trading_environment):
+    # create the source
+    source = RandomEquityTrades(sid, "rand-"+str(sid), trade_count)
+    
+    # make the period_end of trading_environment match
+    cur = trading_environment.period_start
+    one_day = timedelta(days = 1)
+    for i in range(trade_count + 2):
+       cur = get_next_trading_dt(cur, one_day, trading_environment)
+    trading_environment.period_end = cur
+    
+    return source
+    
 def create_daily_trade_source(sids, trade_count, trading_environment):
     """
     creates trade_count trades for each sid in sids list.