fixed tests net of merge of dataflow.

setup.cfg

@@ -2,12 +2,12 @@
 verbosity=2
 detailed-errors=1
 
-with-xcoverage=1
-cover-package=zipline
-cover-erase=1
-cover-html=1
-cover-html-dir=docs/_build/html/cover
-with-xunit=1
+#with-xcoverage=1
+#cover-package=zipline
+#cover-erase=1
+#cover-html=1
+#cover-html-dir=docs/_build/html/cover
+#with-xunit=1
 
 
 # Drop into debugger on failure

zipline/protocol.py

@@ -119,7 +119,6 @@ import numbers
 import datetime
 import pytz
 import copy
-import pandas
 from collections import namedtuple
 
 from protocol_utils import Enum, FrameExceptionFactory, namedict

zipline/protocol_utils.py

@@ -1,4 +1,5 @@
 import copy
+import pandas
 from ctypes import Structure, c_ubyte
 
 def Enum(*options):
@@ -85,3 +86,8 @@ class namedict(object):
 
     def has_attr(self, name):
         return self.__dict__.has_key(name)
+        
+    def as_series(self):
+        s = pandas.Series(self.__dict__)
+        s.name = self.sid
+        return s

zipline/test/client.py

@@ -84,9 +84,8 @@ class TestAlgorithm():
             event = zp.namedict(data)
             #place an order for 100 shares of sid:133
             if self.incr < self.count:
-                if event.source_id != zp.FINANCE_COMPONENT.ORDER_SOURCE:
-                    self.trading_client.order(self.sid, self.amount)
-                    self.incr += 1
+                self.trading_client.order(self.sid, self.amount)
+                self.incr += 1
             elif not self.done:
                 self.trading_client.signal_order_done()
                 self.done = True

zipline/test/test_finance.py

@@ -210,6 +210,8 @@ class FinanceTestCase(TestCase):
         self.trading_environment.period_start = trade_history[0].dt
         self.trading_environment.period_end = trade_history[-1].dt
         self.trading_environment.capital_base = 10000
+        self.trading_environment.frame_index = ['sid', 'volume', 'dt', \
+        'price', 'changed']
         
         trading_client = TradeSimulationClient(self.trading_environment)
         #client will send 10 orders for 100 shares of 133
@@ -291,6 +293,8 @@ class FinanceTestCase(TestCase):
         self.trading_environment.period_start = trade_history[0].dt
         self.trading_environment.period_end = trade_history[-1].dt
         self.trading_environment.capital_base = 10000
+        self.trading_environment.frame_index = ['sid', 'volume', 'dt', \
+        'price', 'changed']
         
         set1 = SpecificEquityTrades("flat-133", trade_history)
 

zipline/test/test_risk.py

@@ -11,6 +11,9 @@ class Risk(unittest.TestCase):
     
     def setUp(self):
         qutil.configure_logging()
+        start_date = datetime.datetime(year=2006, month=1, day=1, tzinfo=pytz.utc)
+        end_date = datetime.datetime(year=2006, month=12, day=31, tzinfo=pytz.utc)
+        
         self.benchmark_returns, self.treasury_curves = \
         factory.load_market_data()
         
@@ -23,9 +26,9 @@ class Risk(unittest.TestCase):
         self.oneday = datetime.timedelta(days=1)
         self.tradingday = datetime.timedelta(hours=6, minutes=30)
         self.dt = datetime.datetime.utcnow()
-        start_date = datetime.datetime(year=2006, month=1, day=1, tzinfo=pytz.utc)
+        
         self.algo_returns_06 = factory.create_returns_from_list(RETURNS, start_date, self.trading_calendar)
-        end_date = datetime.datetime(year=2006, month=12, day=31, tzinfo=pytz.utc)
+        
         self.metrics_06 = risk.RiskReport(self.algo_returns_06, self.trading_calendar)
         
     def tearDown(self):