From 81de47774fad60f56640e772a96a887ef0ffe250 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Thu, 10 May 2012 13:51:02 -0400
Subject: [PATCH] fixed allocation issue

---
 zipline/finance/movingaverage.py | 3 +++
 zipline/finance/vwap.py          | 7 +++++--
 zipline/lines.py                 | 2 ++
 zipline/test/test_transforms.py  | 2 ++
 4 files changed, 12 insertions(+), 2 deletions(-)

diff --git a/zipline/finance/movingaverage.py b/zipline/finance/movingaverage.py
index 3041014e..7c87d92a 100644
--- a/zipline/finance/movingaverage.py
+++ b/zipline/finance/movingaverage.py
@@ -15,6 +15,9 @@ class MovingAverageTransform(BaseTransform):
         cur.update(event)
         self.state['value'] = cur.average
         return self.state
+    
+    def create_vwap(self):
+        return DailyVWAP(self.daycount)
 
 class MovingAverage(object):
     
diff --git a/zipline/finance/vwap.py b/zipline/finance/vwap.py
index a3dfc99c..1120e946 100644
--- a/zipline/finance/vwap.py
+++ b/zipline/finance/vwap.py
@@ -9,18 +9,21 @@ class VWAPTransform(BaseTransform):
     
     def init(self, daycount=3):
         self.daycount = daycount
-        self.by_sid = defaultdict(DailyVWAP)
+        self.by_sid = defaultdict(self.create_vwap)
         
     def transform(self, event):
         cur = self.by_sid(event.sid)
         cur.update(event)
         self.state['value'] = cur.vwap
         return self.state
+    
+    def create_vwap(self):
+        return DailyVWAP(self.daycount)
 
 class DailyVWAP:
     """A class that tracks the volume weighted average price
        based on tick updates."""
-    def __init__(self, daycount=3):
+    def __init__(self, daycount):
         self.window = EventWindow(daycount)
         self.flux = 0.0
         self.volume = 0
diff --git a/zipline/lines.py b/zipline/lines.py
index 26d01f67..932d9e2f 100644
--- a/zipline/lines.py
+++ b/zipline/lines.py
@@ -143,6 +143,8 @@ class SimulatedTrading(object):
             sockets[7],
             logging = qutil.LOGGER
         )
+        
+        self.con.cancel_socket = self.allocator.lease(1)[0]
 
         # TODO: Not freeform
         self.con.manage(
diff --git a/zipline/test/test_transforms.py b/zipline/test/test_transforms.py
index 121803ff..e2fb3666 100644
--- a/zipline/test/test_transforms.py
+++ b/zipline/test/test_transforms.py
@@ -17,6 +17,8 @@ class ZiplineWithTransformsTestCase(TestCase):
     leased_sockets = defaultdict(list)
     
     def setUp(self):
+        # skip ahead 100 spots
+        allocator.lease(100)
         qutil.configure_logging()
         self.trading_environment = factory.create_trading_environment()
         self.zipline_test_config = {