Merge pull request #1 from quantopian/restructure_files

Restructured file hierarchy.

tests/test_algorithm.py

@@ -20,8 +20,8 @@ import numpy as np
 from zipline.utils.test_utils import setup_logger
 import zipline.utils.factory as factory
 from zipline.test_algorithms import TestRegisterTransformAlgorithm
-from zipline.gens.tradegens import SpecificEquityTrades, DataFrameSource
-from zipline.gens.mavg import MovingAverage
+from zipline.sources import SpecificEquityTrades, DataFrameSource
+from zipline.transforms import MovingAverage
 
 
 class TestTransformAlgorithm(TestCase):

tests/test_exception_handling.py

@@ -22,7 +22,7 @@ from zipline.test_algorithms import (
     DivByZeroAlgorithm,
 )
 from zipline.finance.slippage import FixedSlippage
-from zipline.gens.transform import StatefulTransform
+from zipline.transforms.utils import StatefulTransform
 
 
 from zipline.utils.test_utils import (

tests/test_sorting.py

@@ -29,7 +29,7 @@ from zipline.gens.sort import (
     queue_is_done
 )
 from zipline.gens.utils import alternate, done_message
-from zipline.gens.tradegens import SpecificEquityTrades
+from zipline.sources import SpecificEquityTrades
 from zipline.gens.composites import date_sorted_sources
 
 
@@ -116,7 +116,7 @@ class DateSortTestCase(TestCase):
     def test_single_source(self):
 
         # Just using the built-in defaults.  See
-        # zipline/gens/tradegens.py
+        # zipline.sources.py
         source = SpecificEquityTrades()
         expected = list(source)
         source.rewind()

tests/test_sources.py

@@ -16,7 +16,7 @@
 from unittest2 import TestCase
 
 import zipline.utils.factory as factory
-from zipline.gens.tradegens import DataFrameSource
+from zipline.sources import DataFrameSource
 
 
 class TestDataFrameSource(TestCase):

tests/test_transforms.py

@@ -24,15 +24,14 @@ from zipline import ndict
 from zipline.utils.test_utils import setup_logger
 from zipline.utils.date_utils import utcnow
 
-from zipline.gens.tradegens import SpecificEquityTrades
-from zipline.gens.transform import StatefulTransform, EventWindow
-from zipline.gens.vwap import VWAP
-from zipline.gens.mavg import MovingAverage
-from zipline.gens.stddev import MovingStandardDev
-from zipline.gens.returns import Returns
+from zipline.sources import SpecificEquityTrades
+from zipline.transforms.utils import StatefulTransform, EventWindow
+from zipline.transforms import MovingVWAP
+from zipline.transforms import MovingAverage
+from zipline.transforms import MovingStandardDev
+from zipline.transforms import Returns
 import zipline.utils.factory as factory
 
-
 from zipline.test_algorithms import BatchTransformAlgorithm
 
 
@@ -175,7 +174,7 @@ class FinanceTransformsTestCase(TestCase):
 
     def test_vwap(self):
 
-        vwap = VWAP(
+        vwap = MovingVWAP(
             market_aware=False,
             delta=timedelta(days=2)
         )

zipline/algorithm.py

@@ -16,9 +16,9 @@
 import pandas as pd
 import numpy as np
 
-from zipline.gens.tradegens import DataFrameSource
+from zipline.sources import DataFrameSource
 from zipline.utils.factory import create_trading_environment
-from zipline.gens.transform import StatefulTransform
+from zipline.transforms.utils import StatefulTransform
 from zipline.finance.slippage import (
         VolumeShareSlippage,
         FixedSlippage,

zipline/optimize/example.py

@@ -22,9 +22,9 @@ import pandas as pd
 import numpy as np
 
 import matplotlib.pyplot as plt
-from zipline.gens.mavg import MovingAverage
+from zipline.transforms import MovingAverage
 from zipline.algorithm import TradingAlgorithm
-from zipline.gens.transform import batch_transform
+from zipline.transforms import batch_transform
 
 
 class DMA(TradingAlgorithm):

zipline/optimize/factory.py

@@ -28,7 +28,7 @@ from zipline.utils.factory import (
     get_next_trading_dt,
     create_trading_environment
 )
-from zipline.gens.tradegens import SpecificEquityTrades
+from zipline.sources import SpecificEquityTrades
 from zipline.optimize.algorithms import BuySellAlgorithm
 from zipline.finance.slippage import FixedSlippage
 

zipline/sources.py

@@ -14,9 +14,11 @@
 # limitations under the License.
 
 """
-Tools to generate trade events without a backing store. Useful for testing
-and zipline development
+Tools to generate data sources.
 """
+
+__all__ = ['DataFrameSource', 'SpecificEquityTrades']
+
 import random
 import pytz
 

zipline/test_algorithms.py

@@ -210,8 +210,8 @@ class TimeoutAlgorithm(TradingAlgorithm):
 
 from datetime import timedelta
 from zipline.algorithm import TradingAlgorithm
-from zipline.gens.transform import BatchTransform, batch_transform
-from zipline.gens.mavg import MovingAverage
+from zipline.transforms import BatchTransform, batch_transform
+from zipline.transforms import MovingAverage
 
 
 class TestRegisterTransformAlgorithm(TradingAlgorithm):

zipline/transforms/__init__.py

@@ -0,0 +1,28 @@
+#
+# Copyright 2012 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from mavg import MovingAverage
+from stddev import MovingStandardDev
+from vwap import MovingVWAP
+from returns import Returns
+from utils import BatchTransform, batch_transform
+
+__all__ = ['MovingAverage',
+           'MovingStandardDev',
+           'MovingVWAP',
+           'Returns',
+           'BatchTransform',
+           'batch_transform'
+]

zipline/transforms/mavg.py

@@ -17,7 +17,7 @@ from numbers import Number
 from collections import defaultdict
 
 from zipline import ndict
-from zipline.gens.transform import EventWindow, TransformMeta
+from zipline.transforms.utils import EventWindow, TransformMeta
 
 
 class MovingAverage(object):

zipline/transforms/returns.py

@@ -13,7 +13,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from zipline.gens.transform import TransformMeta
+from zipline.transforms.utils import TransformMeta
 from collections import defaultdict, deque
 
 

zipline/transforms/stddev.py

@@ -17,7 +17,7 @@ from numbers import Number
 from collections import defaultdict
 from math import sqrt
 
-from zipline.gens.transform import EventWindow, TransformMeta
+from zipline.transforms.utils import EventWindow, TransformMeta
 
 
 class MovingStandardDev(object):

zipline/transforms/utils.py

@@ -186,7 +186,7 @@ class EventWindow(object):
     based on the number of elapsed trading days between newest and oldest.
     Otherwise old events are dropped based on a raw timedelta.
 
-    See zipline/gens/mavg.py and zipline/gens/vwap.py for example
+    See zipline/transforms/mavg.py and zipline/transforms/vwap.py for example
     implementations of moving average and volume-weighted average
     price.
     """

zipline/transforms/vwap.py

@@ -17,10 +17,10 @@
 from numbers import Number
 from collections import defaultdict
 
-from zipline.gens.transform import EventWindow, TransformMeta
+from zipline.transforms.utils import EventWindow, TransformMeta
 
 
-class VWAP(object):
+class MovingVWAP(object):
     """
     Class that maintains a dictionary from sids to VWAPEventWindows.
     """

zipline/utils/factory.py

@@ -30,7 +30,7 @@ from datetime import datetime, timedelta
 import zipline.finance.risk as risk
 from zipline.utils.date_utils import tuple_to_date
 from zipline.utils.protocol_utils import ndict
-from zipline.gens.tradegens import SpecificEquityTrades, DataFrameSource
+from zipline.sources import SpecificEquityTrades, DataFrameSource
 from zipline.gens.utils import create_trade
 from zipline.finance.trading import TradingEnvironment