SimulatedLite

zipline/lines.py

@@ -121,7 +121,6 @@ class SimulatedTrading(object):
         # exit status flag
         self.success = False
 
-
     def simulate(self, blocking=True, send_sighup=False):
 
         # for non-blocking,
@@ -356,3 +355,26 @@ class SimulatedTrading(object):
         #-------------------
 
         return sim
+
+class SimulatedTradingLite(object):
+    """
+    SimulatedTrading without multiprocess and without zmq.
+    Useful for profiling the core logic and for rapid testing
+    of new features.
+    """
+    def __init__(self,
+            sources,
+            transforms,
+            algorithm,
+            environment,
+            style):
+
+        self.date_sorted = date_sorted_sources(*sources)
+        self.transforms = transforms
+        # Formerly merged_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)
+        
+    def get_results(self):
+        return self.gen

zipline/utils/timeout.py

@@ -11,6 +11,8 @@ class Timeout(Exception):
     def __init__(self, frame, message=''):
         self.frame = frame
         self.message = message
+
+# TODO: fix code replication here.
         
 class timeout(object):
     """
@@ -33,7 +35,7 @@ class timeout(object):
         
         @wraps(fn)
         def call_fn_with_timeout(*args, **kwargs):
-            # Set the alarm.
+            # Set the alarm, saving any handler that existed previously.
             signal.signal(signal.SIGALRM, self.handler)
             signal.setitimer(signal.ITIMER_REAL, self.seconds, 0)
             try:
@@ -45,7 +47,7 @@ class timeout(object):
             # call to fn takes too long.
             finally:
                 signal.setitimer(signal.ITIMER_REAL, 0, 0)
-                signal.signal(signal.SIGALRM, signal.SIG_DFL)
+                signal.signal(signal.SIGALRM, self.prior_handler)
 
             # Return the value of fn if it finished before the alarm.  This
             # won't execute if the Timeout was raised.