From ace0b25d315ccc5513f58bafba56f9fe0d0a446e Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Thu, 23 Aug 2012 14:32:22 -0400
Subject: [PATCH] Dummy.

---
 tests/test_optimize.py         |  4 ++--
 zipline/optimize/algorithms.py | 19 ++++++++-----------
 2 files changed, 10 insertions(+), 13 deletions(-)

diff --git a/tests/test_optimize.py b/tests/test_optimize.py
index 0b132b8f..806f2dc3 100644
--- a/tests/test_optimize.py
+++ b/tests/test_optimize.py
@@ -57,7 +57,7 @@ class TestUpDown(TestCase):
         base_price = self.zipline_test_config['base_price']
         amplitude = self.zipline_test_config['amplitude']
 
-        prices = np.array([event.price for event in config['trade_source'].event_list])
+        prices = config['trade_source'][0].values
         max_price_idx = np.where(prices==prices.max())[0]
         min_price_idx = np.where(prices==prices.min())[0]
         self.assertTrue(np.all(max_price_idx % 2 == 1),
@@ -73,7 +73,7 @@ class TestUpDown(TestCase):
             "Minimum price does not equal expected maximum price."
         )
 
-        zipline.simulate(blocking=True)
+        zipline.run(config['trade_source'])
 
         algo = config['algorithm']
 
diff --git a/zipline/optimize/algorithms.py b/zipline/optimize/algorithms.py
index 85dac494..b901bc4c 100644
--- a/zipline/optimize/algorithms.py
+++ b/zipline/optimize/algorithms.py
@@ -10,7 +10,7 @@ from zipline.protocol import DATASOURCE_TYPE
 from zipline import ndict
 from zipline.utils.factory import create_trading_environment
 from zipline.gens.transform import StatefulTransform
-from zipline.lines import SimulatedTrading
+from zipline.lines import SimulatedTradingLite
 
 class BuySellAlgorithm(object):
     """Algorithm that buys and sells alternatingly. The amount for
@@ -46,6 +46,9 @@ class BuySellAlgorithm(object):
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
 
+    def set_logger(self, logger):
+        self.logger = logger
+
     def handle_data(self, frame):
         order_size = self.buy_or_sell * (self.amount - (self.offset**2))
         self.order(self.sid, order_size)
@@ -83,21 +86,15 @@ class TradingAlgorithm(object):
 
             transforms.append(sf)
 
-        results_socket_uri = None
-        context = None
-        sim_id = None
+
         style = SIMULATION_STYLE.FIXED_SLIPPAGE
 
-        self.simulated_trading = SimulatedTrading(
+        self.simulated_trading = SimulatedTradingLite(
             [self.source],
             transforms,
             self,
             environment,
-            style,
-            results_socket_uri,
-            context,
-            sim_id)
-
+            style)
         #self.simulated_trading.trading_client.performance_tracker.compute_risk_metrics = compute_risk_metrics
 
 
@@ -122,7 +119,7 @@ class TradingAlgorithm(object):
         self._setup(compute_risk_metrics=compute_risk_metrics)
 
         # drain simulated_trading
-        perfs = [perf for perf in self.simulated_trading]
+        perfs = list(self.simulated_trading)
 
         daily_stats = self._create_daily_stats(perfs)
         return daily_stats