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

This commit is contained in:
fawce
2012-08-07 14:42:43 -04:00
parent 804bcb4e0c
commit aeb50da170
12 changed files with 56 additions and 58 deletions
+3 -4
View File
@@ -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):
"""
+3 -1
View File
@@ -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,