fixed dt to datetime alias logic-O

tests/test_components.py

@@ -292,7 +292,6 @@ class ComponentTestCase(TestCase):
                 BT_UPDATE_UNFRAME,
                 "tsc"
                 )
-        import nose.tools; nose.tools.set_trace()
         mon_proc = launch_monitor(monitor)
         for message in tsc_comp:
             log.info(pf(message))

zipline/gens/composites.py

@@ -28,7 +28,7 @@ def date_sorted_sources(*sources):
     # Convert the list of generators into a flat stream by pulling
     # one element at a time from each.
     stream_in = roundrobin(sources, names)
-    
+
     # Guarantee the flat stream will be sorted by date, using
     # source_id as tie-breaker, which is fully deterministic (given
     # deterministic string representation for all args/kwargs)
@@ -65,6 +65,8 @@ def merged_transforms(sorted_stream, *transforms):
     to_merge = roundrobin(tnfm_gens, namestrings)
     # Pipe the stream into merge.
     merged = merge(to_merge, namestrings)
+
+    dt_aliased = alias_dt(merged)
     # Return the merged events.
     return add_done(dt_aliased)
 
@@ -74,7 +76,7 @@ def sequential_transforms(stream_in, *transforms):
     Each transform application will add a new entry indexed to the transform's
     hash string.
     """
-    
+
     assert isinstance(transforms, (list, tuple))
     for tnfm in transforms:
         tnfm.forward_all = False
@@ -82,8 +84,8 @@ def sequential_transforms(stream_in, *transforms):
         tnfm.append_value = True
 
     # Recursively apply all transforms to the stream.
-    stream_out = reduce(lambda stream, tnfm: tnfm.transform(stream), 
-                        transforms, 
+    stream_out = reduce(lambda stream, tnfm: tnfm.transform(stream),
+                        transforms,
                         stream_in)
 
     dt_aliased = alias_dt(stream_out)
@@ -95,13 +97,8 @@ def alias_dt(stream_in):
     """
     for message in stream_in:
         message['datetime'] = message['dt']
-        yield message    
+        yield message
 
 # Add a done message to a stream.
 def add_done(stream_in):
     return chain(stream_in, [done_message('Composite')])
-    
-    
-    
-    
-