updated exception test tracebacks

tests/test_exception_handling.py

@@ -19,7 +19,6 @@ EXTENDED_TIMEOUT = 90
 
 allocator = AddressAllocator(1000)
 
-
 class ExceptionTestCase(TestCase):
 
     leased_sockets = defaultdict(list)
@@ -104,73 +103,32 @@ class ExceptionTestCase(TestCase):
         #   components, exception in Monitor, etc. write tests
         #   for those scenarios.
 
-
-
 INITIALIZE_TB =\
 {'message': 'Algo exception in initialize',
  'name': 'Exception',
- 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 152, 'method': 'stream_results'},
+ 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 157, 'method': 'stream_results'},
            {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.algo,', 'lineno': 93, 'method': 'simulate'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.algo.initialize()',
-            'lineno': 123,
-            'method': '__init__'},
-           {'filename': '/zipline/test_algorithms.py',
-            'line': 'raise Exception("Algo exception in initialize")',
-            'lineno': 166,
-            'method': 'initialize'}]}
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.algo.initialize()', 'lineno': 123, 'method': '__init__'},
+           {'filename': '/zipline/test_algorithms.py', 'line': 'raise Exception("Algo exception in initialize")', 'lineno': 166, 'method': 'initialize'}]}
 
 HANDLE_DATA_TB =\
 {'message': 'Algo exception in handle_data',
  'name': 'Exception',
- 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 152, 'method': 'stream_results'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'for message in algo_results:',
-            'lineno': 100,
-            'method': 'simulate'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'return self.__generator.next()',
-            'lineno': 144,
-            'method': 'next'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.update_current_snapshot(event)',
-            'lineno': 199,
-            'method': '_gen'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.simulate_current_snapshot()',
-            'lineno': 221,
-            'method': 'update_current_snapshot'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.algo.handle_data(self.universe)',
-            'lineno': 246,
-            'method': 'simulate_current_snapshot'},
-           {'filename': '/zipline/test_algorithms.py',
-            'line': 'raise Exception("Algo exception in handle_data")',
-            'lineno': 187,
-            'method': 'handle_data'}]}
+ 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 157, 'method': 'stream_results'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'for message in algo_results:', 'lineno': 100, 'method': 'simulate'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'return self.__generator.next()', 'lineno': 144, 'method': 'next'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.update_current_snapshot(event)', 'lineno': 199, 'method': '_gen'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.simulate_current_snapshot()', 'lineno': 221, 'method': 'update_current_snapshot'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.algo.handle_data(self.universe)', 'lineno': 246, 'method': 'simulate_current_snapshot'},
+           {'filename': '/zipline/test_algorithms.py', 'line': 'raise Exception("Algo exception in handle_data")', 'lineno': 187, 'method': 'handle_data'}]}
 
 ZERO_DIV_TB= \
 {'message': 'integer division or modulo by zero',
  'name': 'ZeroDivisionError',
- 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 152, 'method': 'stream_results'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'for message in algo_results:',
-            'lineno': 100,
-            'method': 'simulate'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'return self.__generator.next()',
-            'lineno': 144,
-            'method': 'next'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.update_current_snapshot(event)',
-            'lineno': 199,
-            'method': '_gen'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.simulate_current_snapshot()',
-            'lineno': 221,
-            'method': 'update_current_snapshot'},
-           {'filename': '/zipline/gens/tradesimulation.py',
-            'line': 'self.algo.handle_data(self.universe)',
-            'lineno': 246,
-            'method': 'simulate_current_snapshot'},
+ 'stack': [{'filename': '/zipline/lines.py', 'line': 'for event in self.gen:', 'lineno': 157, 'method': 'stream_results'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'for message in algo_results:', 'lineno': 100, 'method': 'simulate'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'return self.__generator.next()', 'lineno': 144, 'method': 'next'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.update_current_snapshot(event)', 'lineno': 199, 'method': '_gen'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.simulate_current_snapshot()', 'lineno': 221, 'method': 'update_current_snapshot'},
+           {'filename': '/zipline/gens/tradesimulation.py', 'line': 'self.algo.handle_data(self.universe)', 'lineno': 246, 'method': 'simulate_current_snapshot'},
            {'filename': '/zipline/test_algorithms.py', 'line': '5/0', 'lineno': 218, 'method': 'handle_data'}]}

zipline/gens/composites.py

@@ -85,9 +85,17 @@ def sequential_transforms(stream_in, *transforms):
     stream_out = reduce(lambda stream, tnfm: tnfm.transform(stream), 
                         transforms, 
                         stream_in)
-    return stream_out
 
-    
+    dt_aliased = alias_dt(stream_out)
+    return dt_aliased
+
+def alias_dt(stream_in):
+    """
+    Alias the dt field to datetime on each message.
+    """
+    for message in stream_in:
+        message['datetime'] = message['dt']
+        yield message
 
 
     

zipline/lines.py

@@ -74,7 +74,7 @@ from zipline.utils import factory
 from zipline.test_algorithms import TestAlgorithm
 
 from zipline.gens.composites import  \
-    date_sorted_sources, merged_transforms
+    date_sorted_sources, merged_transforms, sequential_transforms
 from zipline.gens.transform import Passthrough, StatefulTransform
 from zipline.gens.tradesimulation import TradeSimulationClient as tsc
 from logbook import Logger, NestedSetup, Processor
@@ -103,9 +103,10 @@ class SimulatedTrading(object):
         self.date_sorted = date_sorted_sources(*sources)
         self.transforms = transforms
         self.transforms.append(StatefulTransform(Passthrough))
-        self.merged = merged_transforms(self.date_sorted, *self.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.merged)
+        self.gen = self.trading_client.simulate(self.with_tnfms)
         self.results_uri = results_socket_uri
         self.results_socket = None
         self.context = context