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STY: Flake8

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Upgrade the version of the flake8, pep8, and mccabe PyPI packages, and
make the code changes necessary for compatibility with the updated
packages.
This commit is contained in:
Jonathan Kamens
2015-03-19 17:21:25 -04:00
parent 39f3b9463c
commit e942275108
26 changed files with 92 additions and 106 deletions
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zipline/algorithm.py
+8 -6
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@@ -325,11 +325,13 @@ class TradingAlgorithm(object):
if self.benchmark_return_source is None:
env = trading.environment
if (sim_params.data_frequency == 'minute'
or sim_params.emission_rate == 'minute'):
update_time = lambda date: env.get_open_and_close(date)[1]
if sim_params.data_frequency == 'minute' or \
sim_params.emission_rate == 'minute':
def update_time(date):
return env.get_open_and_close(date)[1]
else:
update_time = lambda date: date
def update_time(date):
return date
benchmark_return_source = [
Event({'dt': update_time(dt),
'returns': ret,
@@ -337,8 +339,8 @@ class TradingAlgorithm(object):
'source_id': 'benchmarks'})
for dt, ret in
trading.environment.benchmark_returns.iteritems()
if dt.date() >= sim_params.period_start.date()
and dt.date() <= sim_params.period_end.date()
if dt.date() >= sim_params.period_start.date() and
dt.date() <= sim_params.period_end.date()
]
else:
benchmark_return_source = self.benchmark_return_source