Fixed argument threading for transforms.

zipline/components/merge.py

@@ -50,6 +50,17 @@ class Merge(Aggregate):
     # Data Flow
     # ---------
 
+    def append(self, event):
+        """
+        :param event: a ndict with one entry. key is the name of the
+        transform, value is the transformed value.
+        Add an event to the buffer for the source specified by
+        source_id.
+        """
+
+        self.data_buffer[event.keys()[0]].append(event)
+        self.received_count += 1
+
     def next(self):
         """Get the next merged message from the feed buffer."""
         if not (self.is_full() or self.draining):
@@ -67,14 +78,3 @@ class Merge(Aggregate):
                 cur = events.pop(0)
                 result.merge(cur)
         return result
-
-    def append(self, event):
-        """
-        :param event: a ndict with one entry. key is the name of the
-        transform, value is the transformed value.
-        Add an event to the buffer for the source specified by
-        source_id.
-        """
-
-        self.data_buffer[event.keys()[0]].append(event)
-        self.received_count += 1

zipline/finance/movingaverage.py

@@ -5,7 +5,7 @@ from zipline.transforms.base import BaseTransform
 
 class MovingAverageTransform(BaseTransform):
 
-    def init(self, daycount=3):
+    def init(self, name, daycount=3):
         self.daycount = daycount
         self.by_sid = defaultdict(self._create)
 

zipline/finance/returns.py

@@ -3,7 +3,7 @@ from zipline.transforms.base import BaseTransform
 
 class ReturnsTransform(BaseTransform):
 
-    def init(self):
+    def init(self, name):
         self.by_sid = defaultdict(self._create)
 
     def transform(self, event):

zipline/finance/vwap.py

@@ -6,7 +6,7 @@ from zipline.finance.movingaverage import EventWindow
 
 class VWAPTransform(BaseTransform):
 
-    def init(self, daycount=3):
+    def init(self, name, daycount=3):
         self.daycount = daycount
         self.by_sid = defaultdict(self.create_vwap)
 
@@ -19,12 +19,12 @@ class VWAPTransform(BaseTransform):
     def create_vwap(self):
         return DailyVWAP(self.daycount)
 
-class DailyVWAP:
+class DailyVWAP(object):
     """
     A class that tracks the volume weighted average price based on tick
     updates.
     """
-    def __init__(self, daycount):
+    def init(self, name, daycount=3):
         self.window = EventWindow(daycount)
         self.flux = 0.0
         self.volume = 0