MAINT: Use a distinct object for minute/day data instead of ndict.

Continue removing ndict usage, instead use a BarData object.

zipline/gens/tradesimulation.py

@@ -21,8 +21,7 @@ from itertools import chain
 from logbook import Logger, Processor
 from collections import defaultdict
 
-from zipline import ndict
-from zipline.protocol import SIDData, DATASOURCE_TYPE
+from zipline.protocol import BarData, DATASOURCE_TYPE
 from zipline.finance.performance import PerformanceTracker
 from zipline.gens.utils import hash_args
 
@@ -248,10 +247,10 @@ class AlgorithmSimulator(object):
         # Snapshot Setup
         # ==============
 
-        # The algorithm's universe as of our most recent event.
-        # We want an ndict that will have empty objects as default
+        # The algorithm's data as of our most recent event.
+        # We want an object that will have empty objects as default
         # values on missing keys.
-        self.universe = ndict(internal=defaultdict(SIDData))
+        self.current_data = BarData()
 
         # We don't have a datetime for the current snapshot until we
         # receive a message.
@@ -412,7 +411,7 @@ class AlgorithmSimulator(object):
         Update the universe with new event information.
         """
         # Update our knowledge of this event's sid
-        sid_data = self.universe[event.sid]
+        sid_data = self.current_data[event.sid]
         sid_data.__dict__.update(event.__dict__)
 
     def simulate_snapshot(self, date):
@@ -426,4 +425,4 @@ class AlgorithmSimulator(object):
         self.algo.set_datetime(self.snapshot_dt)
         # Update the simulation time.
         self.simulation_dt = date
-        self.algo.handle_data(self.universe)
+        self.algo.handle_data(self.current_data)

zipline/protocol.py

@@ -12,8 +12,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-
-
+from collections import defaultdict
 import datetime
 
 from utils.protocol_utils import Enum
@@ -121,6 +120,54 @@ class SIDData(object):
         return "SIDData({0})".format(self.__dict__)
 
 
+class BarData(object):
+    """
+    Holds the event data for all sids for a given dt.
+
+    This is what is passed as `data` to the `handle_data` function.
+
+    Note: Many methods are analogues of dictionary because of historical
+    usage of what this replaced as a dictionary subclass.
+    """
+
+    def __init__(self):
+        self._data = defaultdict(SIDData)
+        self._contains_override = None
+
+    def __contains__(self, name):
+        if self._contains_override:
+            return self._contains_override(name)
+        else:
+            return name in self.__dict__
+
+    def __setitem__(self, name, value):
+        self._data[name] = value
+
+    def __getitem__(self, name):
+        return self._data[name]
+
+    def __delitem__(self, name):
+        del self._data[name]
+
+    def __iter__(self):
+        return self._data.iterkeys()
+
+    def keys(self):
+        return self._data.keys()
+
+    def iterkeys(self):
+        return self._data.iterkeys()
+
+    def itervalues(self):
+        return self._data.itervalues()
+
+    def iteritems(self):
+        return self._data.iteritems()
+
+    def items(self):
+        return self._data.items()
+
+
 class DailyReturn(object):
 
     def __init__(self, date, returns):