Applies PEP-8 recommendations. White space tweaking.

This commit is contained in:
Eddie Hebert
2012-09-05 12:53:12 -04:00
parent d505fba148
commit 98f4e4c768
+4 -3
View File
@@ -1,6 +1,7 @@
from zipline.gens.transform import TransformMeta
from collections import defaultdict, deque
class Returns(object):
"""
Class that maintains a dictionary from sids to the sid's
@@ -16,8 +17,8 @@ class Returns(object):
"""
Update and return the calculated returns for this event's sid.
"""
assert event.has_key('dt')
assert event.has_key('price')
assert 'dt' in event
assert 'price' in event
tracker = self.mapping[event.sid]
tracker.update(event)
@@ -26,6 +27,7 @@ class Returns(object):
def _create(self):
return ReturnsFromPriorClose(self.days)
class ReturnsFromPriorClose(object):
"""
Records the last N closing events for a given security as well as the
@@ -72,6 +74,5 @@ class ReturnsFromPriorClose(object):
change = event.price - last_close
self.returns = change / last_close
# the current event is now the last_event
self.last_event = event