From a88f63053aaa47f512a0d9c5119a7d906313004b Mon Sep 17 00:00:00 2001 From: Stephen Diehl Date: Mon, 14 May 2012 11:38:47 -0400 Subject: [PATCH] Cleaned whitespace in protocol.py --- zipline/protocol.py | 23 ++++++++++------------- 1 file changed, 10 insertions(+), 13 deletions(-) diff --git a/zipline/protocol.py b/zipline/protocol.py index 89822725..94141e64 100644 --- a/zipline/protocol.py +++ b/zipline/protocol.py @@ -118,9 +118,6 @@ import msgpack import numbers import datetime import pytz -import numpy -import time -import copy from collections import namedtuple from utils.protocol_utils import Enum, FrameExceptionFactory, ndict @@ -260,24 +257,24 @@ def DATASOURCE_FRAME(event): def DATASOURCE_UNFRAME(msg): """ - + Extracts payload, and calls correct UNFRAME method based on the \ -datasource type passed along. - +datasource type passed along. + Returns a dict containing at least: - + - source_id - type other properties are added based on the datasource type: - + - TRADE - + - sid - int security identifier - price - float - volume - int - dt - a datetime object - + """ try: @@ -292,10 +289,10 @@ datasource type passed along. child_value = ORDER_SOURCE_UNFRAME(payload) else: raise INVALID_DATASOURCE_FRAME(msg) - + rval.merge(child_value) return rval - + except TypeError: raise INVALID_DATASOURCE_FRAME(msg) except ValueError: @@ -310,7 +307,7 @@ INVALID_FEED_FRAME = FrameExceptionFactory('FEED') def FEED_FRAME(event): """ :param event: a nameddict with at least - + - source_id - type """