commit pre-merge

This commit is contained in:
scottsanderson
2012-08-08 11:21:26 -04:00
parent d2809946bf
commit b70e76d516
4 changed files with 9 additions and 13 deletions
+1 -1
View File
@@ -292,7 +292,7 @@ class ComponentTestCase(TestCase):
BT_UPDATE_UNFRAME,
"tsc"
)
import nose.tools; nose.tools.set_trace()
mon_proc = launch_monitor(monitor)
for message in tsc_comp:
log.info(pf(message))
+1 -1
View File
@@ -117,7 +117,7 @@ class AlgorithmSimulator(object):
# Monkey patch the user algorithm to place orders in the
# TransactionSimulator's order book.
self.algo.set_order(self.order)
self.algo.set_logger(logbook.Logger("Algolog"))
self.algo.set_logger(logbook.Logger("AlgoLog"))
# Call the user's initialize method.
self.algo.initialize()
+7 -10
View File
@@ -81,9 +81,9 @@ from logbook import Logger, NestedSetup, Processor
import zipline.protocol as zp
log = Logger('Lines')
class CancelSignal(Exception):
def __init__(self):
pass
@@ -102,9 +102,8 @@ class SimulatedTrading(object):
self.date_sorted = date_sorted_sources(*sources)
self.transforms = transforms
self.transforms.append(StatefulTransform(Passthrough))
# Formerly merged_transforms.
self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms)
self.with_tnfms = sequential_transforms(self.date_sorted, *self.transforms)
self.trading_client = tsc(algorithm, environment, style)
self.gen = self.trading_client.simulate(self.with_tnfms)
self.results_uri = results_socket_uri
@@ -153,9 +152,9 @@ class SimulatedTrading(object):
def stream_results(self):
assert self.results_socket, \
"Results socket must exist to stream results"
"Results socket must exist to stream results"
try:
for event in self.gen:
for event in self.gen:
if event.has_key('daily_perf'):
msg = zp.PERF_FRAME(event)
else:
@@ -218,7 +217,6 @@ class SimulatedTrading(object):
except:
log.exception("Exception while reporting simulation exception.")
def open(self):
if not self.context:
self.context = zmq.Context()
@@ -228,11 +226,11 @@ class SimulatedTrading(object):
self.results_socket = sock
self.setup_logging()
def setup_logging(self, socket = None):
sock = socket or self.results_socket
def setup_logging(self):
assert self.results_socket
self.zmq_out = ZeroMQLogHandler(
socket = sock,
socket = self.results_socket,
)
@@ -275,7 +273,6 @@ class SimulatedTrading(object):
of StatefulTransform objects.
"""
assert isinstance(config, dict)
sid = config['sid']
#--------------------
-1
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@@ -213,7 +213,6 @@ def create_minutely_trade_source(sids, trade_count, trading_environment):
def create_trade_source(sids, trade_count, trade_time_increment, trading_environment):
#Set up source a. One minute between events.
args = tuple()
kwargs = {
'count' : trade_count,