From 9db18846c93060426e95b9d8eabbe5e1048e3558 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Mon, 16 Apr 2012 13:37:54 -0400
Subject: [PATCH] fixed type-os in serialization code

---
 zipline/finance/performance.py |  5 +++--
 zipline/finance/trading.py     | 15 ++++++++-------
 2 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 03c94139..390ae430 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -218,8 +218,8 @@ class PerformanceTracker():
             'period_start'            : self.period_start,
             'period_end'              : self.period_end,
             'progress'                : self.progress,
-            'cumulative_captial_used' : self.cumulative_perf.cumulative_capital_used,
-            'max_capital_used'        : self.cumulative_perf.max_capital_used,
+            'cumulative_capital_used' : self.cumulative_performance.cumulative_capital_used,
+            'max_capital_used'        : self.cumulative_performance.max_capital_used,
             'last_close'              : self.market_close,
             'last_open'               : self.market_open,
             'capital_base'            : self.capital_base,
@@ -271,6 +271,7 @@ class PerformanceTracker():
             trading_environment=self.trading_environment
         )
         
+        
         # increment the day counter before we move markers forward.
         self.day_count += 1.0
         # calculate progress of test
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 97d8cebb..2b088a29 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -2,6 +2,7 @@ import datetime
 import pytz
 import math
 import pandas
+import time
 
 from collections import Counter
 
@@ -37,8 +38,8 @@ class TradeSimulationClient(qmsg.Component):
         self.current_dt             = trading_environment.period_start
         self.last_iteration_dur     = datetime.timedelta(seconds=0)
         self.algorithm              = None
-        self.attempts               = 0
-        self.max_attempts           = 1000
+        self.max_wait               = datetime.timedelta(seconds=10)
+        self.last_msg_dt            = datetime.datetime.utcnow()
         
         assert self.trading_environment.frame_index != None
         self.event_frame = pandas.DataFrame(
@@ -75,7 +76,7 @@ class TradeSimulationClient(qmsg.Component):
         if self.result_feed in socks and \
             socks[self.result_feed] == self.zmq.POLLIN:   
             
-            self.attempts = 0
+            self.last_msg_dt = datetime.datetime.utcnow()
             
             # get the next message from the result feed
             msg = self.result_feed.recv()
@@ -105,10 +106,10 @@ class TradeSimulationClient(qmsg.Component):
             # drained. Signal the order_source that we're done, and
             # the done will cascade through the whole zipline.
             # shutdown the feedback loop to the OrderDataSource
-            if self.attempts > self.max_attempts:
-                self.signal_order_done()
-            else:
-                self.attempts += 1
+            wait_time = self.last_msg_dt - datetime.datetime.utcnow()
+            if wait_time > self.max_wait:
+                self.signal_order_done()    
+                
     def process_event(self, event):
         # track the number of transactions, for testing purposes.
         if(event.TRANSACTION != None):