MAINT: Check attributes instead of contains for event fields.

In support of source that emits a subclass of Event which defines some
fields as properties instead of doubling the value in the
`Event.__dict__`

Use hasattr instead of the overridden __contains__ method of the Event
class, so that when non-algorithm facing code checks for field existence,
properties count.

Intentionally not touching the `__contains__` in Event, to avoid
changing, at the moment, any algo behavior that relies on the
`__contains__` behavior's use of `__dict__`

tests/test_sources.py

@@ -53,8 +53,8 @@ class TestDataFrameSource(TestCase):
         for event in source:
             self.assertTrue('sid' in event)
             self.assertTrue('arbitrary' in event)
-            self.assertTrue('volume' in event)
-            self.assertTrue('price' in event)
+            self.assertTrue(hasattr(event, 'volume'))
+            self.assertTrue(hasattr(event, 'price'))
             self.assertEquals(event['arbitrary'], 1.)
             self.assertEquals(event['sid'], 0)
             self.assertTrue(isinstance(event['volume'], int))

zipline/transforms/returns.py

@@ -96,7 +96,7 @@ class ReturnsFromPriorClose(object):
         We only allow events with a price field to be run through
         the returns transform.
         """
-        if 'price' not in event:
+        if not hasattr(event, 'price'):
             raise WrongDataForTransform(
                 transform="ReturnsEventWindow",
                 fields=['price'])

zipline/transforms/utils.py

@@ -280,7 +280,7 @@ class EventWindow(with_metaclass(ABCMeta)):
         We only allow events with all of our tracked fields.
         """
         # All events require a 'dt' field.
-        if 'dt' not in event:
+        if not hasattr(event, 'dt'):
             raise WrongDataForTransform(
                 transform=self.__class__.__name__,
                 fields=['dt'],