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whitespace cleanse
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+14
-14
@@ -7,7 +7,7 @@ from itertools import chain, cycle, ifilter, izip
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from datetime import datetime, timedelta
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from zipline.utils.factory import create_trade
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from zipline.gens.utils import hash_args, mock_done
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from zipline.gens.utils import hash_args
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def date_gen(start = datetime(2006, 6, 6, 12),
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delta = timedelta(minutes = 1),
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@@ -54,9 +54,9 @@ class SpecificEquityTrades(object):
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Yields all events in event_list that match the given sid_filter.
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If no event_list is specified, generates an internal stream of events
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to filter. Returns all events if filter is None.
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Configuration options:
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count : integer representing number of trades
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sids : list of values representing simulated internal sids
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start : start date
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@@ -67,22 +67,22 @@ class SpecificEquityTrades(object):
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def __init__(self, *args, **kwargs):
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# We shouldn't get any positional arguments.
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assert len(args) == 0
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# Unpack config dictionary with default values.
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self.count = kwargs.get('count', 500)
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self.sids = kwargs.get('sids', [1, 2])
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self.start = kwargs.get('start', datetime(2012, 6, 6, 0))
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self.delta = kwargs.get('delta', timedelta(minutes = 1))
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# Default to None for event_list and filter.
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self.event_list = kwargs.get('event_list')
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self.filter = kwargs.get('filter')
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# Hash_value for downstream sorting.
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self.arg_string = hash_args(*args, **kwargs)
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self.generator = self.create_fresh_generator()
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def __iter__(self):
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return self.generator
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@@ -94,22 +94,22 @@ class SpecificEquityTrades(object):
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def get_hash(self):
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return self.__class__.__name__ + "-" + self.arg_string
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def create_fresh_generator(self):
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if self.event_list:
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unfiltered = (event for event in self.event_list)
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# Set up iterators for each expected field.
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else:
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dates = date_gen(count=self.count,
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start=self.start,
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dates = date_gen(count=self.count,
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start=self.start,
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delta=self.delta
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)
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prices = mock_prices(self.count)
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volumes = mock_volumes(self.count)
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sids = cycle(self.sids)
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# Combine the iterators into a single iterator of arguments
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arg_gen = izip(sids, prices, volumes, dates)
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@@ -137,7 +137,7 @@ def RandomEquityTrades(object):
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def __init__(self):
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# We shouldn't get any positional args.
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assert args == ()
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self.count = config.get('count', 500)
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self.sids = config.get('sids', [1,2])
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self.filter = config.get('filter')
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