From add3f10b2e6e06a12a90adaf2af6096b087f32a6 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Thu, 10 May 2012 15:13:00 -0400
Subject: [PATCH] removed expiremental pandas code

---
 zipline/finance/movingaverage.py | 32 --------------------------------
 zipline/finance/vwap.py          | 31 +------------------------------
 zipline/test/test_transforms.py  |  2 +-
 3 files changed, 2 insertions(+), 63 deletions(-)

diff --git a/zipline/finance/movingaverage.py b/zipline/finance/movingaverage.py
index 7c87d92a..db495d9d 100644
--- a/zipline/finance/movingaverage.py
+++ b/zipline/finance/movingaverage.py
@@ -1,4 +1,3 @@
-import pandas
 from datetime import timedelta
 from collections import defaultdict
 
@@ -64,36 +63,5 @@ class EventWindow(object):
         # remove the expired events
         slice_index = len(self.dropped_ticks)      
         self.ticks = self.ticks[slice_index:]
-        
-# ------------------------------
-# Experimental
-# ------------------------------
-      
-class EventHistory(object):
-    
-    def __init__(self, daycount):
-        self.ticks = []
-        self.dropped_ticks = []
-        self.frame = pandas.DataFrame()
-        self.delta = timedelta(days=daycount)
-        
-    def update(self, event):
-        self.ticks.append(event.__dict__)
-        self.last_date = event['dt']
-        self.first_date = self.last_date - self.delta
-        
-        # determine which events are expired
-        self.dropped_ticks = []
-        for tick in self.ticks:
-            if tick['dt'] < self.first_date:
-                self.dropped_ticks.append(tick)
-              
-        # remove the expired events
-        slice_index = len(self.dropped_ticks)      
-        self.ticks = self.ticks[slice_index:]
-        self.frame = pandas.DataFrame(
-            self.ticks
-        )
-        self.frame.index = self.frame['dt']
 
         
diff --git a/zipline/finance/vwap.py b/zipline/finance/vwap.py
index 1120e946..f409ce4d 100644
--- a/zipline/finance/vwap.py
+++ b/zipline/finance/vwap.py
@@ -3,7 +3,7 @@ from datetime import timedelta
 from collections import defaultdict
 
 from zipline.messaging import BaseTransform
-from zipline.finance.movingaverage import EventWindow, EventHistory
+from zipline.finance.movingaverage import EventWindow
 
 class VWAPTransform(BaseTransform):
     
@@ -59,32 +59,3 @@ class DailyVWAP:
             flux += tick['volume'] * tick['price']
             volume += tick['volume']
         return flux, volume
-
-
-# ------------------------------
-# Experimental
-# ------------------------------
-        
-class DailyVWAP_df(object):
-    
-    def __init__(self, daycount=3):
-        self.history = EventHistory(daycount)
-        self.vwap = None
-        
-    def update(self, event):
-        self.history.update(event)
-        frame = self.history.frame
-        
-        window = len(frame)
-        value = pandas.rolling_sum(
-            frame['price'] * frame['volume'],
-            window
-        )
-        volume = pandas.rolling_sum(
-            frame['volume'],
-            window
-        )
-        
-        vwap = value / volume
-        self.vwap = vwap[-1]
-        
diff --git a/zipline/test/test_transforms.py b/zipline/test/test_transforms.py
index e2fb3666..6a2bf204 100644
--- a/zipline/test/test_transforms.py
+++ b/zipline/test/test_transforms.py
@@ -4,7 +4,7 @@ from unittest2 import TestCase
 
 import zipline.test.factory as factory
 import zipline.util as qutil
-from zipline.finance.vwap import DailyVWAP, VWAPTransform, DailyVWAP_df
+from zipline.finance.vwap import DailyVWAP, VWAPTransform
 from zipline.finance.returns import ReturnsFromPriorClose
 from zipline.finance.movingaverage import MovingAverage
 from zipline.lines import SimulatedTrading