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