fixed unit tests by changing expected data types for prices. added dataload step to jenkins.sh

etc/jenkins.sh

@@ -31,6 +31,10 @@ cp /mnt/jenkins/zipline_host_settings.py ./host_settings.py
 #documentation output
 paver apidocs html
 
+#load treasury data
+python dataloader.py tr
+#load benchmark data
+python dataloader.py bm
 #run all the tests in test. see setup.cfg for flags.
 nosetests 
 

zipline/messaging.py

@@ -222,7 +222,7 @@ class ParallelBuffer(Component):
                 try:
                     event = self.unframe(message)
                 # deserialization error
-                except zp.INVALID_DATASOURE_FRAME as exc:
+                except zp.INVALID_DATASOURCE_FRAME as exc:
                     return self.signal_exception(exc)
 
                 try:

zipline/protocol.py

@@ -464,8 +464,8 @@ def TRADE_FRAME(event):
     assert isinstance(event.source_id, basestring)
     assert event.type == DATASOURCE_TYPE.TRADE
     assert isinstance(event.sid, int)
-    assert isinstance(event.price, float)
-    assert isinstance(event.volume, int)
+    assert isinstance(event.price, numbers.Real)
+    assert isinstance(event.volume, numbers.Integral)
     PACK_DATE(event)
     return msgpack.dumps(tuple([
         event.sid,
@@ -483,8 +483,8 @@ def TRADE_UNFRAME(msg):
         sid, price, volume, epoch, micros, source_type, source_id = packed
 
         assert isinstance(sid, int)
-        assert isinstance(price, float)
-        assert isinstance(volume, int)
+        assert isinstance(price, numbers.Real)
+        assert isinstance(volume, numbers.Integral)
         rval = namedict({
             'sid'       : sid,
             'price'     : price,
@@ -531,8 +531,8 @@ def ORDER_UNFRAME(msg):
 def TRANSACTION_FRAME(event):
     assert isinstance(event, namedict)
     assert isinstance(event.sid, int)
-    assert isinstance(event.price, float)
-    assert isinstance(event.commission, float)
+    assert isinstance(event.price, numbers.Real)
+    assert isinstance(event.commission, numbers.Real)
     assert isinstance(event.amount, int)
     PACK_DATE(event)
     return msgpack.dumps(tuple([
@@ -549,8 +549,8 @@ def TRANSACTION_UNFRAME(msg):
         sid, price, amount, commission, epoch, micros = msgpack.loads(msg)
 
         assert isinstance(sid, int)
-        assert isinstance(price, float)
-        assert isinstance(commission, float)
+        assert isinstance(price, numbers.Real)
+        assert isinstance(commission, numbers.Real)
         assert isinstance(amount, int)
         rval = namedict({
             'sid'        : sid,
@@ -640,7 +640,8 @@ def UNPACK_DATE(event):
     """
     Unpacks the datetime property of event from msgpack'able longs.
     This function should be called purely for its side effects. 
-    The event's 'dt' property is created by reading two longs: epoch and micros. 
+    The event's 'dt' property is created by reading and then combining two longs: epoch and micros. 
+    The epoch and micros properties are removed after dt is added.
     
     UNPACK_DATE and PACK_DATE are inverse operations. 
     

zipline/test/test_finance.py

@@ -26,14 +26,14 @@ class FinanceTestCase(TestCase):
     def test_trade_feed_protocol(self):
 
         # TODO: Perhaps something more self-documenting for variables names?
-        a = 133
-        b = [10] * 4
-        c = [100] * 4
+        sid = 133
+        price = [10.0] * 4
+        volume = [100] * 4
 
-        ts = datetime.strptime("02/15/2012","%m/%d/%Y")
-        dt = timedelta(days=1)
+        start_date = datetime.strptime("02/15/2012","%m/%d/%Y")
+        one_day_td = timedelta(days=1)
 
-        trades = factory.create_trade_history( a, b, c, ts, dt )
+        trades = factory.create_trade_history( sid, price, volume, start_date, one_day_td )
 
         for trade in trades:
             #simulate data source sending frame