diff --git a/zipline/gens/tradegens.py b/zipline/gens/tradegens.py index 801d98f4..8855b868 100644 --- a/zipline/gens/tradegens.py +++ b/zipline/gens/tradegens.py @@ -127,15 +127,15 @@ class SpecificEquityTrades(object): delta=self.delta ) - prices = mock_prices(self.count) - volumes = mock_volumes(self.count) + prices = mock_prices(self.count) + volumes = mock_volumes(self.count) - sids = cycle(self.sids) - # Combine the iterators into a single iterator of arguments - arg_gen = izip(sids, prices, volumes, dates) + sids = cycle(self.sids) + # Combine the iterators into a single iterator of arguments + arg_gen = izip(sids, prices, volumes, dates) - # Convert argument packages into events. - unfiltered = (create_trade(*args, source_id = self.get_hash()) + # Convert argument packages into events. + unfiltered = (create_trade(*args, source_id = self.get_hash()) for args in arg_gen) # If we specified a sid filter, filter out elements that don't