save

zipline/gens/composites.py

@@ -15,7 +15,7 @@ def date_sorted_sources(*sources):
     """
     Takes an iterable of SortBundles, generating namestrings and initialized datasources
     for each before piping them into a date_sort.
-    """
+n    """
 
     for source in sources:
         assert iter(source), "Source %s not iterable" % source
@@ -27,9 +27,9 @@ def date_sorted_sources(*sources):
     # Convert the list of generators into a flat stream by pulling
     # one element at a time from each.
     stream_in = roundrobin(sources, names)
-
+    
     # Guarantee the flat stream will be sorted by date, using source_id as
-    # tie-breaker, which is fully deterministic (given deterministic string
+    # tie-breaker, which is fully deterministic (given deterministic string 
     # representation for all args/kwargs)
 
     return date_sort(stream_in, names)
@@ -51,15 +51,15 @@ def merged_transforms(sorted_stream, bundles):
 
     # Create a copy of the stream for each transform.
     split = tee(sorted_stream, len(bundles))
-    # Package a stream copy with each bundle
+    # Package a stream copy with each bundle 
     tnfms_with_streams = zip(split, bundles)
 
     # Convert the copies into transform streams.
     tnfms = [
         StatefulTransform(
-            stream_copy,
-            bundle.tnfm,
-            *bundle.args,
+            stream_copy, 
+            bundle.tnfm, 
+            *bundle.args, 
             **bundle.kwargs
         )
         for stream_copy, bundle in tnfms_with_streams

zipline/gens/examples.py

@@ -1,4 +1,7 @@
 import pytz
+
+from time import sleep
+from pprint import pprint as pp
 from datetime import datetime, timedelta
 
 from zipline.utils.factory import create_trading_environment
@@ -20,7 +23,7 @@ if __name__ == "__main__":
     kwargs_a = {
         'sids'   : [1,2,3],
         'start'  : datetime(2012,1,3,15, tzinfo = pytz.utc),
-        'delta'  : timedelta(minutes = 1),
+        'delta'  : timedelta(minutes = 10),
         'filter' : filter
     }
     source_a = SpecificEquityTrades(*args_a, **kwargs_a)
@@ -30,7 +33,7 @@ if __name__ == "__main__":
     kwargs_b = {
         'sids'   : [2,3,4],
         'start'  : datetime(2012,1,3,14, tzinfo = pytz.utc),
-        'delta'  : timedelta(minutes = 1),
+        'delta'  : timedelta(minutes = 10),
         'filter' : filter
     }
     source_b = SpecificEquityTrades(*args_b, **kwargs_b)
@@ -45,13 +48,12 @@ if __name__ == "__main__":
     
     merge_out = merged_transforms(sort_out, tnfm_bundles)
     
-    import nose.tools; nose.tools.set_trace()
-    algo = TestAlgorithm(2, 100, 100, sid_filter = [2,3])
+    algo = TestAlgorithm(2, 10, 100, sid_filter = [2,3])
     environment = create_trading_environment(year = 2012)
     style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
     
     client_out = tsc(merge_out, algo, environment, style)
     for message in client_out:
        pp(message)
-        
+       sleep(1)
     

zipline/gens/utils.py

@@ -44,7 +44,6 @@ def roundrobin(sources, namestrings):
     assert len(sources) == len(namestrings)
     mapping = OrderedDict(zip(namestrings, sources))
     
-    import nose.tools; nose.tools.set_trace()
     # While our generators have not been exhausted, pull elements
     while mapping.keys() != []:
         for namestring, source in mapping.iteritems():
@@ -55,8 +54,6 @@ def roundrobin(sources, namestrings):
                 yield done_message(namestring)
                 del mapping[namestring]
 
-
-
 def hash_args(*args, **kwargs):
     """Define a unique string for any set of representable args."""
     arg_string = '_'.join([str(arg) for arg in args])