fixes for unit tests, back to 50/51 passing.

zipline/finance/returns.py

@@ -1,15 +1,14 @@
 from collections import defaultdict
-from zipline.transforms.base import BaseTransform
 
 class Returns(object):
     """
     Class that maintains a dictionary from sids to the event
     representing the most recent closing price.
     """
-    def __init__(self, days == 1):
+    def __init__(self, days = 1):
         self.days = days
         self.mapping = defaultdict(self._create)
-        
+
     def update(self, event):
         """
         Update and return the calculated returns for this event's sid.
@@ -18,7 +17,7 @@ class Returns(object):
         return sid_returns
 
     def _create(self):
-        return ReturnsFromPriorClose(days)
+        return ReturnsFromPriorClose(self.days)
 
 class ReturnsFromPriorClose(object):
     """

zipline/finance/trading.py

@@ -31,6 +31,8 @@ class TransactionSimulator(object):
             self.open_orders[sid] = []
 
     def place_order(self, order):
+        # initialized filled field.
+        order.filled = 0
         self.open_orders[order.sid].append(order)
 
     def update(self, event):
@@ -39,7 +41,7 @@ class TransactionSimulator(object):
         if event.type == zp.DATASOURCE_TYPE.TRADE:
             event.TRANSACTION = self.apply_trade_to_open_orders(event)
         return event
-        
+
     def simulate_buy_all(self, event):
         txn = self.create_transaction(
             event.sid,

zipline/lines.py

@@ -162,8 +162,13 @@ class SimulatedTrading(object):
         finally:
             self.close()
 
+    def signal_done(self):
+        # notify monitor we're done
+        done_frame = zp.DONE_FRAME('succes')
+        self.results_socket.send(done_frame)
+
     def close(self):
-        log.info("Closing Simulation")
+        log.info("Closing Simulation: {id}".format(id=self.sim_id))
 
     def cancel(self):
         if self.proc and self.proc.is_alive():

zipline/protocol.py

@@ -570,6 +570,12 @@ def CANCEL_FRAME(date):
 
     return BT_UPDATE_FRAME('CANCEL', result)
 
+def DONE_FRAME(msg):
+    assert isinstance(msg, basestring), \
+            "Done message must be a string."
+
+    return BT_UPDATE_FRAME('DONE', msg)
+
 
 def BT_UPDATE_FRAME(prefix, payload):
     """

zipline/utils/factory.py

@@ -12,7 +12,7 @@ from datetime import datetime, timedelta
 import zipline.finance.risk as risk
 import zipline.protocol as zp
 
-from zipline.finance.sources import RandomEquityTrades
+from zipline.gens.tradegens import RandomEquityTrades
 from zipline.gens.tradegens import SpecificEquityTrades
 from zipline.gens.utils import create_trade
 from zipline.finance.trading import TradingEnvironment

zipline/utils/test_utils.py

@@ -76,7 +76,7 @@ def drain_zipline(test, zipline):
     time.sleep(1)
 
     # start the simulation
-    zipline.simulate(blocking=True)
+    zipline.simulate(blocking=False)
     output, transaction_count = drain_receiver(test.receiver)
     # some processes will exit after the message stream is
     # finished. We block here to avoid collisions with subsequent
@@ -96,16 +96,15 @@ def drain_receiver(receiver):
     transaction_count  = 0
     while True:
         msg = receiver.recv()
-        if msg == str(zp.CONTROL_PROTOCOL.DONE):
+        update = zp.BT_UPDATE_UNFRAME(msg)
+        output.append(update)
+        if update['prefix'] == 'PERF':
+            transaction_count += \
+                len(update['payload']['daily_perf']['transactions'])
+        elif update['prefix'] == 'EXCEPTION':
+            break
+        elif update['prefix'] == 'DONE':
             break
-        else:
-            update = zp.BT_UPDATE_UNFRAME(msg)
-            output.append(update)
-            if update['prefix'] == 'PERF':
-                transaction_count += \
-                    len(update['payload']['daily_perf']['transactions'])
-            elif update['prefix'] == 'EXCEPTION':
-                break
 
     receiver.close()
     del receiver
@@ -116,9 +115,6 @@ def drain_receiver(receiver):
 def assert_single_position(test, zipline):
     output, transaction_count = drain_zipline(test, zipline)
 
-    test.assertTrue(zipline.sim.ready())
-    test.assertFalse(zipline.sim.exception)
-
     test.assertEqual(
         test.zipline_test_config['order_count'],
         transaction_count
@@ -127,7 +123,8 @@ def assert_single_position(test, zipline):
     # the final message is the risk report, the second to
     # last is the final day's results. Positions is a list of
     # dicts.
-    closing_positions = output[-2]['payload']['daily_perf']['positions']
+    perfs = [x for x in output if x['prefix'] == 'PERF']
+    closing_positions = perfs[-2]['payload']['daily_perf']['positions']
 
     test.assertEqual(
         len(closing_positions),