diff --git a/zipline/gens/returns.py b/zipline/gens/returns.py index a4932485..a407a1e0 100644 --- a/zipline/gens/returns.py +++ b/zipline/gens/returns.py @@ -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