diff --git a/tests/risk/test_risk_cumulative.py b/tests/risk/test_risk_cumulative.py index cdfd03ef..6f2d3cd0 100644 --- a/tests/risk/test_risk_cumulative.py +++ b/tests/risk/test_risk_cumulative.py @@ -60,28 +60,28 @@ class TestRisk(unittest.TestCase): def test_algorithm_volatility_06(self): algo_vol_answers = answer_key.RISK_CUMULATIVE.volatility - for dt, value in algo_vol_answers.iterkv(): + for dt, value in algo_vol_answers.iteritems(): np.testing.assert_almost_equal( self.cumulative_metrics_06.metrics.algorithm_volatility[dt], value, err_msg="Mismatch at %s" % (dt,)) def test_sharpe_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.sharpe.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.sharpe.iteritems(): np.testing.assert_almost_equal( self.cumulative_metrics_06.metrics.sharpe[dt], value, err_msg="Mismatch at %s" % (dt,)) def test_downside_risk_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.downside_risk.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.downside_risk.iteritems(): np.testing.assert_almost_equal( value, self.cumulative_metrics_06.metrics.downside_risk[dt], err_msg="Mismatch at %s" % (dt,)) def test_sortino_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.sortino.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.sortino.iteritems(): np.testing.assert_almost_equal( self.cumulative_metrics_06.metrics.sortino[dt], value, @@ -89,28 +89,28 @@ class TestRisk(unittest.TestCase): err_msg="Mismatch at %s" % (dt,)) def test_information_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.information.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.information.iteritems(): np.testing.assert_almost_equal( value, self.cumulative_metrics_06.metrics.information[dt], err_msg="Mismatch at %s" % (dt,)) def test_alpha_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.alpha.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.alpha.iteritems(): np.testing.assert_almost_equal( self.cumulative_metrics_06.metrics.alpha[dt], value, err_msg="Mismatch at %s" % (dt,)) def test_beta_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.beta.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.beta.iteritems(): np.testing.assert_almost_equal( value, self.cumulative_metrics_06.metrics.beta[dt], err_msg="Mismatch at %s" % (dt,)) def test_max_drawdown_06(self): - for dt, value in answer_key.RISK_CUMULATIVE.max_drawdown.iterkv(): + for dt, value in answer_key.RISK_CUMULATIVE.max_drawdown.iteritems(): np.testing.assert_almost_equal( self.cumulative_metrics_06.max_drawdowns[dt], value, diff --git a/tests/test_finance.py b/tests/test_finance.py index a9fa724d..23764a6d 100644 --- a/tests/test_finance.py +++ b/tests/test_finance.py @@ -269,7 +269,7 @@ class FinanceTestCase(TestCase): 'type': zipline.protocol.DATASOURCE_TYPE.BENCHMARK, 'source_id': 'benchmarks'}) - for dt, ret in trading.environment.benchmark_returns.iterkv() + for dt, ret in trading.environment.benchmark_returns.iteritems() if dt.date() >= sim_params.period_start.date() and dt.date() <= sim_params.period_end.date() ] diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py index 70ce32ee..f23e7f5a 100644 --- a/tests/test_perf_tracking.py +++ b/tests/test_perf_tracking.py @@ -70,7 +70,7 @@ def benchmark_events_in_range(sim_params): # We explicitly rely on the behavior that benchmarks sort before # any other events. 'source_id': '1Abenchmarks'}) - for dt, ret in trading.environment.benchmark_returns.iterkv() + for dt, ret in trading.environment.benchmark_returns.iteritems() if dt.date() >= sim_params.period_start.date() and dt.date() <= sim_params.period_end.date() ] diff --git a/zipline/algorithm.py b/zipline/algorithm.py index c013b2a3..5cfc307d 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -321,7 +321,8 @@ class TradingAlgorithm(object): 'returns': ret, 'type': zipline.protocol.DATASOURCE_TYPE.BENCHMARK, 'source_id': 'benchmarks'}) - for dt, ret in trading.environment.benchmark_returns.iterkv() + for dt, ret in + trading.environment.benchmark_returns.iteritems() if dt.date() >= sim_params.period_start.date() and dt.date() <= sim_params.period_end.date() ] diff --git a/zipline/data/loader.py b/zipline/data/loader.py index 01b99463..19a16290 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -227,7 +227,7 @@ Fetching data from {0} treasury_curves = saved_curves.tz_localize('UTC') tr_curves = {} - for tr_dt, curve in treasury_curves.T.iterkv(): + for tr_dt, curve in treasury_curves.T.iteritems(): # tr_dt = tr_dt.replace(hour=0, minute=0, second=0, microsecond=0, # tzinfo=pytz.utc) tr_curves[tr_dt] = curve.to_dict() diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py index b0aa35d4..c686cdae 100644 --- a/zipline/finance/risk/period.py +++ b/zipline/finance/risk/period.py @@ -95,7 +95,7 @@ class RiskMetricsPeriod(object): self.algorithm_returns, self.num_trading_days) self.mean_algorithm_returns = pd.Series( index=self.algorithm_returns.index) - for dt, ret in self.algorithm_returns.iterkv(): + for dt, ret in self.algorithm_returns.iteritems(): self.mean_algorithm_returns[dt] = ( self.algorithm_returns[:dt].sum() / diff --git a/zipline/sources/data_frame_source.py b/zipline/sources/data_frame_source.py index e5dd93a0..c2574071 100644 --- a/zipline/sources/data_frame_source.py +++ b/zipline/sources/data_frame_source.py @@ -67,7 +67,7 @@ class DataFrameSource(DataSource): def raw_data_gen(self): for dt, series in self.data.iterrows(): - for sid, price in series.iterkv(): + for sid, price in series.iteritems(): if sid in self.sids: event = { 'dt': dt, @@ -136,7 +136,7 @@ class DataPanelSource(DataSource): def raw_data_gen(self): for dt in self.data.major_axis: df = self.data.major_xs(dt) - for sid, series in df.iterkv(): + for sid, series in df.iteritems(): if sid in self.sids: event = { 'dt': dt,