Merge branch 'master', remote-tracking branch 'origin'

zipline/finance/movingaverage.py

@@ -1,7 +1,7 @@
 from datetime import timedelta
 from collections import defaultdict
 
-from zipline.messaging import BaseTransform
+from zipline.transforms.base import BaseTransform
 
 class MovingAverageTransform(BaseTransform):
     

zipline/finance/returns.py

@@ -1,8 +1,5 @@
-import pandas
-from datetime import timedelta
 from collections import defaultdict
-
-from zipline.messaging import BaseTransform
+from zipline.transforms.base import BaseTransform
 
 class ReturnsTransform(BaseTransform):
     

zipline/finance/vwap.py

@@ -1,8 +1,6 @@
-import pandas
-from datetime import timedelta
 from collections import defaultdict
 
-from zipline.messaging import BaseTransform
+from zipline.transforms.base import BaseTransform
 from zipline.finance.movingaverage import EventWindow
 
 class VWAPTransform(BaseTransform):

zipline/test/test_transforms.py

@@ -1,97 +0,0 @@
-from datetime import timedelta
-from collections import defaultdict
-from unittest2 import TestCase
-
-import zipline.test.factory as factory
-import zipline.util as qutil
-from zipline.finance.vwap import DailyVWAP, VWAPTransform
-from zipline.finance.returns import ReturnsFromPriorClose
-from zipline.finance.movingaverage import MovingAverage
-from zipline.lines import SimulatedTrading
-from zipline.simulator import AddressAllocator, Simulator
-
-
-allocator = AddressAllocator(1000)
-
-class ZiplineWithTransformsTestCase(TestCase):
-    leased_sockets = defaultdict(list)
-    
-    def setUp(self):
-        # skip ahead 100 spots
-        allocator.lease(100)
-        qutil.configure_logging()
-        self.trading_environment = factory.create_trading_environment()
-        self.zipline_test_config = {
-            'allocator':allocator,
-            'sid':133
-        }
-        
-    def test_vwap_tnfm(self):
-        zipline = SimulatedTrading.create_test_zipline(
-            **self.zipline_test_config
-        )
-        
-        vwap = VWAPTransform("vwap_10", daycount=10)
-        zipline.add_transform(vwap)
-        
-        zipline.simulate(blocking=True)
-
-        self.assertTrue(zipline.sim.ready())
-        self.assertFalse(zipline.sim.exception)
-        
-class FinanceTransformsTestCase(TestCase):
-    def setUp(self):
-        self.trading_environment = factory.create_trading_environment()
-        
-    def test_vwap(self):
-        
-        trade_history = factory.create_trade_history(
-            133, 
-            [10.0, 10.0, 10.0, 11.0], 
-            [100, 100, 100, 300], 
-            timedelta(days=1), 
-            self.trading_environment
-        )
-        
-        vwap = DailyVWAP(daycount=2)
-        for trade in trade_history:
-            vwap.update(trade)
-        
-        self.assertEqual(vwap.vwap, 10.75)
-        
-    
-    def test_returns(self):
-        trade_history = factory.create_trade_history(
-            133, 
-            [10.0, 10.0, 10.0, 11.0], 
-            [100, 100, 100, 300], 
-            timedelta(days=1), 
-            self.trading_environment
-        )
-        
-        returns = ReturnsFromPriorClose()
-        for trade in trade_history:
-            returns.update(trade)
-            
-        
-        self.assertEqual(returns.returns, .1)
-        
-    
-    def test_moving_average(self):
-        trade_history = factory.create_trade_history(
-            133, 
-            [10.0, 10.0, 10.0, 11.0], 
-            [100, 100, 100, 300], 
-            timedelta(days=1), 
-            self.trading_environment
-        )
-        
-        ma = MovingAverage(daycount=2)
-        for trade in trade_history:
-            ma.update(trade)
-            
-        
-        self.assertEqual(ma.average, 10.5)
-        
-        
-