Merge pull request #1449 from quantopian/getitem-is-not-getattr

MAINT: remove __getitem__ as alias of __getattr__

tests/test_algorithm.py

@@ -1448,9 +1448,10 @@ class TestBeforeTradingStart(WithDataPortal,
                     assert (context.hd_portfolio.__dict__[k]
                             == bts_portfolio.__dict__[k])
             record(pos_value=bts_portfolio.positions_value)
-            record(pos_amount=bts_portfolio.positions[sid(3)]['amount'])
-            record(last_sale_price=bts_portfolio.positions[sid(3)]
-                   ['last_sale_price'])
+            record(pos_amount=bts_portfolio.positions[sid(3)].amount)
+            record(
+                last_sale_price=bts_portfolio.positions[sid(3)].last_sale_price
+            )
         def handle_data(context, data):
             if not context.ordered:
                 order(sid(3), 1)

tests/test_perf_tracking.py

@@ -111,26 +111,26 @@ def check_account(account,
     # so net and gross leverage are equal.
 
     np.testing.assert_allclose(settled_cash,
-                               account['settled_cash'], rtol=1e-3)
+                               account.settled_cash, rtol=1e-3)
     np.testing.assert_allclose(equity_with_loan,
-                               account['equity_with_loan'], rtol=1e-3)
+                               account.equity_with_loan, rtol=1e-3)
     np.testing.assert_allclose(total_positions_value,
-                               account['total_positions_value'], rtol=1e-3)
+                               account.total_positions_value, rtol=1e-3)
     np.testing.assert_allclose(total_positions_exposure,
-                               account['total_positions_exposure'], rtol=1e-3)
+                               account.total_positions_exposure, rtol=1e-3)
     np.testing.assert_allclose(regt_equity,
-                               account['regt_equity'], rtol=1e-3)
+                               account.regt_equity, rtol=1e-3)
     np.testing.assert_allclose(available_funds,
-                               account['available_funds'], rtol=1e-3)
+                               account.available_funds, rtol=1e-3)
     np.testing.assert_allclose(excess_liquidity,
-                               account['excess_liquidity'], rtol=1e-3)
+                               account.excess_liquidity, rtol=1e-3)
     np.testing.assert_allclose(cushion,
-                               account['cushion'], rtol=1e-3)
-    np.testing.assert_allclose(leverage, account['leverage'], rtol=1e-3)
+                               account.cushion, rtol=1e-3)
+    np.testing.assert_allclose(leverage, account.leverage, rtol=1e-3)
     np.testing.assert_allclose(net_leverage,
-                               account['net_leverage'], rtol=1e-3)
+                               account.net_leverage, rtol=1e-3)
     np.testing.assert_allclose(net_liquidation,
-                               account['net_liquidation'], rtol=1e-3)
+                               account.net_liquidation, rtol=1e-3)
 
 
 def create_txn(asset, dt, price, amount):
@@ -368,28 +368,28 @@ class TestSplitPerformance(WithSimParams, WithTmpDir, ZiplineTestCase):
 
         # Validate that the account attributes were updated.
         account = results[1]['account']
-        self.assertEqual(float('inf'), account['day_trades_remaining'])
+        self.assertEqual(float('inf'), account.day_trades_remaining)
         # this is a long only portfolio that is only partially invested
         # so net and gross leverage are equal.
-        np.testing.assert_allclose(0.198, account['leverage'], rtol=1e-3)
-        np.testing.assert_allclose(0.198, account['net_leverage'], rtol=1e-3)
-        np.testing.assert_allclose(8020, account['regt_equity'], rtol=1e-3)
-        self.assertEqual(float('inf'), account['regt_margin'])
-        np.testing.assert_allclose(8020, account['available_funds'], rtol=1e-3)
-        self.assertEqual(0, account['maintenance_margin_requirement'])
+        np.testing.assert_allclose(0.198, account.leverage, rtol=1e-3)
+        np.testing.assert_allclose(0.198, account.net_leverage, rtol=1e-3)
+        np.testing.assert_allclose(8020, account.regt_equity, rtol=1e-3)
+        self.assertEqual(float('inf'), account.regt_margin)
+        np.testing.assert_allclose(8020, account.available_funds, rtol=1e-3)
+        self.assertEqual(0, account.maintenance_margin_requirement)
         np.testing.assert_allclose(10000,
-                                   account['equity_with_loan'], rtol=1e-3)
-        self.assertEqual(float('inf'), account['buying_power'])
-        self.assertEqual(0, account['initial_margin_requirement'])
-        np.testing.assert_allclose(8020, account['excess_liquidity'],
+                                   account.equity_with_loan, rtol=1e-3)
+        self.assertEqual(float('inf'), account.buying_power)
+        self.assertEqual(0, account.initial_margin_requirement)
+        np.testing.assert_allclose(8020, account.excess_liquidity,
                                    rtol=1e-3)
-        np.testing.assert_allclose(8020, account['settled_cash'], rtol=1e-3)
-        np.testing.assert_allclose(10000, account['net_liquidation'],
+        np.testing.assert_allclose(8020, account.settled_cash, rtol=1e-3)
+        np.testing.assert_allclose(10000, account.net_liquidation,
                                    rtol=1e-3)
-        np.testing.assert_allclose(0.802, account['cushion'], rtol=1e-3)
-        np.testing.assert_allclose(1980, account['total_positions_value'],
+        np.testing.assert_allclose(0.802, account.cushion, rtol=1e-3)
+        np.testing.assert_allclose(1980, account.total_positions_value,
                                    rtol=1e-3)
-        self.assertEqual(0, account['accrued_interest'])
+        self.assertEqual(0, account.accrued_interest)
 
         for i, result in enumerate(results):
             for perf_kind in ('daily_perf', 'cumulative_perf'):
@@ -1346,10 +1346,10 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendars,
 
         self.assertEqual(
             pp.positions[1].last_sale_price,
-            trades[-1]['price'],
+            trades[-1].price,
             "last sale should be same as last trade. \
             expected {exp} actual {act}".format(
-                exp=trades[-1]['price'],
+                exp=trades[-1].price,
                 act=pp.positions[1].last_sale_price)
         )
 
@@ -1456,7 +1456,7 @@ single short-sale transaction"""
 
         self.assertEqual(
             pp.positions[1].last_sale_price,
-            trades_1[-1]['price'],
+            trades_1[-1].price,
             "last sale should be price of last trade"
         )
 

zipline/finance/controls.py

@@ -394,5 +394,5 @@ class MaxLeverage(AccountControl):
         """
         Fail if the leverage is greater than the allowed leverage.
         """
-        if _account['leverage'] > self.max_leverage:
+        if _account.leverage > self.max_leverage:
             self.fail()

zipline/protocol.py

@@ -1,5 +1,5 @@
 #
-# Copyright 2013 Quantopian, Inc.
+# Copyright 2016 Quantopian, Inc.
 #
 # Licensed under the Apache License, Version 2.0 (the "License");
 # you may not use this file except in compliance with the License.
@@ -12,10 +12,11 @@
 # 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 warnings import warn
+
 import pandas as pd
 
 from .utils.enum import enum
-
 from zipline._protocol import BarData  # noqa
 
 
@@ -61,16 +62,7 @@ class Event(object):
 
     def __init__(self, initial_values=None):
         if initial_values:
-            self.__dict__ = initial_values
-
-    def __getitem__(self, name):
-        return getattr(self, name)
-
-    def __setitem__(self, name, value):
-        setattr(self, name, value)
-
-    def __delitem__(self, name):
-        delattr(self, name)
+            self.__dict__.update(initial_values)
 
     def keys(self):
         return self.__dict__.keys()
@@ -88,8 +80,52 @@ class Event(object):
         return pd.Series(self.__dict__, index=index)
 
 
+def _deprecated_getitem_method(name, attrs):
+    """Create a deprecated ``__getitem__`` method that tells users to use
+    getattr instead.
+
+    Parameters
+    ----------
+    name : str
+        The name of the object in the warning message.
+    attrs : iterable[str]
+        The set of allowed attributes.
+
+    Returns
+    -------
+    __getitem__ : callable[any, str]
+        The ``__getitem__`` method to put in the class dict.
+    """
+    attrs = frozenset(attrs)
+    msg = "'{0}[attr]' is deprecated, please use '{0}.attr' instead".format(
+        name,
+    )
+
+    def __getitem__(self, key):
+        """``__getitem__`` is deprecated, please use attribute access instead.
+        """
+        warn(msg, DeprecationWarning, stacklevel=1)
+        if key in attrs:
+            return self.__dict__[key]
+        raise KeyError(key)
+
+    return __getitem__
+
+
 class Order(Event):
-    pass
+    # If you are adding new attributes, don't update this set. This method
+    # is deprecated to normal attribute access so we don't want to encourage
+    # new usages.
+    __getitem__ = _deprecated_getitem_method(
+        'order', {
+            'dt',
+            'sid',
+            'amount',
+            'stop',
+            'limit',
+            'id',
+        },
+    )
 
 
 class Portfolio(object):
@@ -105,12 +141,26 @@ class Portfolio(object):
         self.start_date = None
         self.positions_value = 0.0
 
-    def __getitem__(self, key):
-        return self.__dict__[key]
-
     def __repr__(self):
         return "Portfolio({0})".format(self.__dict__)
 
+    # If you are adding new attributes, don't update this set. This method
+    # is deprecated to normal attribute access so we don't want to encourage
+    # new usages.
+    __getitem__ = _deprecated_getitem_method(
+        'portfolio', {
+            'capital_used',
+            'starting_cash',
+            'portfolio_value',
+            'pnl',
+            'returns',
+            'cash',
+            'positions',
+            'start_date',
+            'positions_value',
+        },
+    )
+
 
 class Account(object):
     '''
@@ -139,12 +189,34 @@ class Account(object):
         self.net_leverage = 0.0
         self.net_liquidation = 0.0
 
-    def __getitem__(self, key):
-        return self.__dict__[key]
-
     def __repr__(self):
         return "Account({0})".format(self.__dict__)
 
+    # If you are adding new attributes, don't update this set. This method
+    # is deprecated to normal attribute access so we don't want to encourage
+    # new usages.
+    __getitem__ = _deprecated_getitem_method(
+        'account', {
+            'settled_cash',
+            'accrued_interest',
+            'buying_power',
+            'equity_with_loan',
+            'total_positions_value',
+            'total_positions_exposure',
+            'regt_equity',
+            'regt_margin',
+            'initial_margin_requirement',
+            'maintenance_margin_requirement',
+            'available_funds',
+            'excess_liquidity',
+            'cushion',
+            'day_trades_remaining',
+            'leverage',
+            'net_leverage',
+            'net_liquidation',
+        },
+    )
+
 
 class Position(object):
 
@@ -155,12 +227,22 @@ class Position(object):
         self.last_sale_price = 0.0
         self.last_sale_date = None
 
-    def __getitem__(self, key):
-        return self.__dict__[key]
-
     def __repr__(self):
         return "Position({0})".format(self.__dict__)
 
+    # If you are adding new attributes, don't update this set. This method
+    # is deprecated to normal attribute access so we don't want to encourage
+    # new usages.
+    __getitem__ = _deprecated_getitem_method(
+        'position', {
+            'sid',
+            'amount',
+            'cost_basis',
+            'last_sale_price',
+            'last_sale_date',
+        },
+    )
+
 
 class Positions(dict):
 

zipline/test_algorithms.py

@@ -62,7 +62,7 @@ The algorithm must expose methods:
     algorithm can then check position information with the
     Portfolio object::
 
-        self.Portfolio[sid(133)]['cost_basis']
+        self.Portfolio[sid(133)].cost_basis
 
   - set_transact_setter: method that accepts a callable. Will
     be set as the value of the set_transact_setter method of
@@ -261,9 +261,9 @@ class TestOrderAlgorithm(TradingAlgorithm):
         if self.incr == 0:
             assert 0 not in self.portfolio.positions
         else:
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.incr, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
         self.incr += 1
@@ -279,9 +279,9 @@ class TestOrderInstantAlgorithm(TradingAlgorithm):
         if self.incr == 0:
             assert 0 not in self.portfolio.positions
         else:
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.incr, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 self.last_price, "Orders was not filled at last price."
         self.incr += 1
         self.order_value(self.sid(0), data.current(sid(0), "price"))
@@ -330,9 +330,9 @@ class TestOrderValueAlgorithm(TradingAlgorithm):
         if self.incr == 0:
             assert 0 not in self.portfolio.positions
         else:
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.incr, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
         self.incr += 2
@@ -357,9 +357,9 @@ class TestTargetAlgorithm(TradingAlgorithm):
         if self.target_shares == 0:
             assert 0 not in self.portfolio.positions
         else:
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.target_shares, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
         self.target_shares = 10
@@ -380,9 +380,9 @@ class TestOrderPercentAlgorithm(TradingAlgorithm):
             return
         else:
 
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.target_shares, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
 
@@ -418,13 +418,13 @@ class TestTargetPercentAlgorithm(TradingAlgorithm):
             # no more than a share's value away from our current
             # holdings.
             target_value = self.portfolio.portfolio_value * 0.002
-            position_value = self.portfolio.positions[0]['amount'] * \
+            position_value = self.portfolio.positions[0].amount * \
                 self.sale_price
 
             assert abs(target_value - position_value) <= self.sale_price, \
                 "Orders not filled correctly"
 
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
 
@@ -446,9 +446,9 @@ class TestTargetValueAlgorithm(TradingAlgorithm):
             self.target_shares = 10
             return
         else:
-            assert self.portfolio.positions[0]['amount'] == \
+            assert self.portfolio.positions[0].amount == \
                 self.target_shares, "Orders not filled immediately."
-            assert self.portfolio.positions[0]['last_sale_price'] == \
+            assert self.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
 
@@ -763,9 +763,9 @@ def handle_data_api(context, data):
     if context.incr == 0:
         assert 0 not in context.portfolio.positions
     else:
-        assert context.portfolio.positions[0]['amount'] == \
+        assert context.portfolio.positions[0].amount == \
             context.incr, "Orders not filled immediately."
-        assert context.portfolio.positions[0]['last_sale_price'] == \
+        assert context.portfolio.positions[0].last_sale_price == \
             data.current(sid(0), "price"), \
             "Orders not filled at current price."
     context.incr += 1
@@ -805,9 +805,9 @@ def handle_data(context, data):
     if context.incr == 0:
         assert 0 not in context.portfolio.positions
     else:
-        assert context.portfolio.positions[0]['amount'] == \
+        assert context.portfolio.positions[0].amount == \
                 context.incr, "Orders not filled immediately."
-        assert context.portfolio.positions[0]['last_sale_price'] == \
+        assert context.portfolio.positions[0].last_sale_price == \
                 data.current(sid(0), "price"), \
                 "Orders not filled at current price."
     context.incr += 1

zipline/testing/core.py

@@ -591,11 +591,11 @@ def trades_by_sid_to_dfs(trades_by_sid, index):
         closes = []
         volumes = []
         for trade in trades:
-            opens.append(trade["open_price"])
-            highs.append(trade["high"])
-            lows.append(trade["low"])
-            closes.append(trade["close_price"])
-            volumes.append(trade["volume"])
+            opens.append(trade.open_price)
+            highs.append(trade.high)
+            lows.append(trade.low)
+            closes.append(trade.close_price)
+            volumes.append(trade.volume)
 
         yield sidint, pd.DataFrame(
             {