merge

zipline/gens/returns.py

@@ -9,18 +9,17 @@ class Returns(object):
     def __init__(self, days):
         self.days = days
         self.mapping = defaultdict(self._create)
-        
+
     def update(self, event):
         """
         Update and return the calculated returns for this event's sid.
         """
         assert event.has_key('dt')
         assert event.has_key('price')
-        
-        import nose.tools; nose.tools.set_trace()
+
         tracker = self.mapping[event.sid]
         tracker.update(event)
-        
+
         return tracker.get_returns()
 
     def _create(self):
@@ -29,7 +28,7 @@ class Returns(object):
 class ReturnsFromPriorClose(object):
     """
     Records the last N closing events for a given security as well as the
-    last event for the security.  When we get an event for a new day, we 
+    last event for the security.  When we get an event for a new day, we
     treat the last event seen  as the close for the previous day.
     """
 
@@ -43,11 +42,11 @@ class ReturnsFromPriorClose(object):
         return self.returns
 
     def update(self, event):
-        
+
         if self.last_event:
 
             # Day has changed since the last event we saw.  Treat
-            # the last event as the closing price for its day and 
+            # the last event as the closing price for its day and
             # clear out the oldest close if it has expired.
             if self.last_event.dt.date() != event.dt.date():
 
@@ -68,11 +67,10 @@ class ReturnsFromPriorClose(object):
         # to avoid.
 
         if len(self.closes) == self.days:
-            last_close = self.closes[0] 
+            last_close = self.closes[0]
             change = event.price - last_close
             self.returns = change / last_close
 
 
         # the current event is now the last_event
         self.last_event = event
-        

zipline/lines.py

@@ -61,7 +61,10 @@ before invoking simulate.
 """
 import sys
 import zmq
+import os
+from signal import SIGHUP
 import multiprocessing
+from setproctitle import setproctitle
 
 from zipline.test_algorithms import TestAlgorithm
 from zipline.finance.trading import SIMULATION_STYLE
@@ -111,15 +114,17 @@ class SimulatedTrading(object):
         # optional process if we fork simulate into an
         # independent process.
         self.proc = None
+        self.send_sighup = False
         self.logger = Logger(sim_id)
 
 
-    def simulate(self, blocking=True):
+    def simulate(self, blocking=True, send_sighup=False):
 
         # for non-blocking,
         if blocking:
             self.run_gen()
         else:
+            self.send_sighup = send_sighup
             return self.fork_and_sim()
 
     def fork_and_sim(self):
@@ -128,7 +133,7 @@ class SimulatedTrading(object):
         return self.proc
 
     def run_gen(self):
-
+        setproctitle(self.sim_id)
         self.open()
         if self.zmq_out:
 
@@ -169,6 +174,10 @@ class SimulatedTrading(object):
 
     def close(self):
         log.info("Closing Simulation: {id}".format(id=self.sim_id))
+        if self.proc and self.send_sighup:
+            ppid = os.getppid()
+            log.warning("Sending SIGHUP")
+            os.kill(ppid, SIGHUP)
 
     def cancel(self):
         if self.proc and self.proc.is_alive():
@@ -234,6 +243,12 @@ class SimulatedTrading(object):
         if self.proc:
             self.proc.join()
 
+    def get_pids(self):
+        if self.proc:
+            return [self.proc.pid]
+        else:
+            return []
+
     @staticmethod
     def create_test_zipline(**config):
         """

zipline/utils/test_utils.py

@@ -113,6 +113,7 @@ def drain_receiver(receiver):
 
 
 def assert_single_position(test, zipline):
+    import nose.tools; nose.tools.set_trace()
     output, transaction_count = drain_zipline(test, zipline)
 
     test.assertEqual(