sorted out conversion to dataframe, fixed logic bug with callbacks. still need to allow for dot notation to frame.

zipline/finance/trading.py

@@ -48,6 +48,7 @@ class TradeSimulationClient(qmsg.Component):
 
             if msg == str(zp.CONTROL_PROTOCOL.DONE):
                 qutil.LOGGER.info("Client is DONE!")
+                self.run_callbacks()
                 self.signal_done()
                 return
             
@@ -61,9 +62,9 @@ class TradeSimulationClient(qmsg.Component):
                 #mark the start time for client's processing of this event.
                 event_start = datetime.datetime.utcnow()
                 self.queue_event(event)
-                for cb in self.event_callbacks:
-                    if(event.dt >= self.current_dt):
-                        cb(self.get_frame())
+                
+                if event.dt >= self.current_dt:
+                    self.run_callbacks()
                 
                 #update time based on receipt of the order
                 self.last_iteration_duration = datetime.datetime.utcnow() - event_start
@@ -72,6 +73,11 @@ class TradeSimulationClient(qmsg.Component):
             
             #signal done to order source.
             self.order_socket.send(str(zp.ORDER_PROTOCOL.BREAK))
+            
+    def run_callbacks(self):
+        frame = self.get_frame()
+        for cb in self.event_callbacks:
+            cb(frame)
     
     def connect_order(self):
         return self.connect_push_socket(self.addresses['order_address'])
@@ -94,8 +100,7 @@ class TradeSimulationClient(qmsg.Component):
         self.event_queue[event.dt] = event.as_series()
     
     def get_frame(self):
-        sorted_dates = sorted(self.event_queue.keys())
-        frame = pandas.DataFrame(self.event_queue, index=sorted_dates)
+        frame = pandas.DataFrame(self.event_queue)
         self.event_queue = None
         return frame
         

zipline/protocol.py

@@ -208,9 +208,9 @@ class namedict(object):
         return self.__dict__.has_key(name)
         
     def as_series(self):
-        s = pandas.Series(self.__dict__.values(), self.__dict__.keys())
+        s = pandas.Series(self.__dict__, self.__dict__.keys())
         return s
-
+        
 # ================
 # Control Protocol
 # ================