Fixes bug that .run() could not be called twice on an algorithm. Added unittest to check.

tests/test_algorithm.py

@@ -15,6 +15,7 @@
 
 from unittest2 import TestCase
 from datetime import timedelta
+import numpy as np
 
 from zipline.utils.test_utils import setup_logger
 import zipline.utils.factory as factory
@@ -62,6 +63,13 @@ class TestTransformAlgorithm(TestCase):
         algo.run(self.df)
         assert isinstance(algo.sources[0], DataFrameSource)
 
+    def test_run_twice(self):
+        algo = TestRegisterTransformAlgorithm(sids=[0, 1])
+        res1 = algo.run(self.df)
+        res2 = algo.run(self.df)
+
+        np.testing.assert_array_equal(res1, res2)
+
     def test_transform_registered(self):
         algo = TestRegisterTransformAlgorithm(sids=[133])
         algo.run(self.source)

zipline/algorithm.py

@@ -153,6 +153,7 @@ start and end date have to be specified."""
             self.sources = source
 
         # Create transforms by wrapping them into StatefulTransforms
+        self.transforms = []
         for namestring, trans_descr in self.registered_transforms.iteritems():
             sf = StatefulTransform(
                 trans_descr['class'],