From ec93bdaecdca705ba8759d6128962bbc3bffcd58 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Fri, 18 May 2012 23:40:38 -0400
Subject: [PATCH] alias for dt as datetime.

---
 zipline/components/tradesimulation.py |  3 ++
 zipline/test_algorithms.py            | 73 +++++++++++++--------------
 2 files changed, 39 insertions(+), 37 deletions(-)

diff --git a/zipline/components/tradesimulation.py b/zipline/components/tradesimulation.py
index b6df2922..06aa7272 100644
--- a/zipline/components/tradesimulation.py
+++ b/zipline/components/tradesimulation.py
@@ -160,6 +160,9 @@ class TradeSimulationClient(Component):
 
     def get_data(self):
         for event in self.event_queue:
+            #alias the dt as datetime
+            event.datetime = event.dt
             self.event_data[event['sid']] = event
+
         self.event_queue = []
         return self.event_data
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index 83ead2e9..116fb2b9 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -2,23 +2,23 @@
 Algorithm Protocol
 ===================
 
-For a class to be passed as a trading algorithm to the 
+For a class to be passed as a trading algorithm to the
 :py:class:`zipline.lines.SimulatedTrading` zipline
 it must follow an implementation protocol. Examples of this algorithm protocol
 are provided below.
 
 The algorithm must expose methods:
 
-  - initialize: method that takes no args, no returns. Simply called to 
+  - initialize: method that takes no args, no returns. Simply called to
   enable the algorithm to set any internal state needed.
 
   - get_sid_filter: method that takes no args, and returns a list
   of valid sids. List must have a length between 1 and 10. If None is returned
   the filter will block all events.
-  
-  - handle_data: method that accepts a :py:class:`zipline.protocol_utils.ndict` 
+
+  - handle_data: method that accepts a :py:class:`zipline.protocol_utils.ndict`
   of the current state of the simulation universe. An example data ndict::
-  
+
     +-----------------+--------------+----------------+--------------------+
     |                 | sid(133)     |  sid(134)      | sid(135)           |
     +=================+==============+================+====================+
@@ -30,23 +30,22 @@ The algorithm must expose methods:
     +-----------------+--------------+----------------+--------------------+
     | dt              | 6/30/2012    | 6/30/2011      | 6/29/2012          |
     +-----------------+--------------+----------------+--------------------+
-            
-  - set_order: method that accepts a callable. Will be set as the value of the 
-    order method of trading_client. An algorithm can then place orders with a 
+
+  - set_order: method that accepts a callable. Will be set as the value of the
+    order method of trading_client. An algorithm can then place orders with a
     valid sid and a number of shares::
-    
+
         self.order(sid(133), share_count)
-        
-  - set_performance: property which can be set equal to the 
-    cumulative_trading_performance property of the trading_client. An 
+
+  - set_performance: property which can be set equal to the
+    cumulative_trading_performance property of the trading_client. An
     algorithm can then check position information with the
     Portfolio object::
-    
+
         self.Portfolio[sid(133)]['cost_basis']
 
 """
 
-import zipline.protocol as zp
 
 class TestAlgorithm():
     """
@@ -54,7 +53,7 @@ class TestAlgorithm():
     to verify the orders sent/received, transactions created, and positions
     at the close of a simulation.
     """
-    
+
     def __init__(self, sid, amount, order_count):
         self.count = order_count
         self.sid = sid
@@ -64,26 +63,26 @@ class TestAlgorithm():
         self.order = None
         self.frame_count = 0
         self.portfolio = None
-    
+
     def initialize(self):
         pass
-        
+
     def set_order(self, order_callable):
         self.order = order_callable
-        
+
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
-        
+
     def handle_data(self, data):
         self.frame_count += 1
         #place an order for 100 shares of sid
         if self.incr < self.count:
             self.order(self.sid, self.amount)
             self.incr += 1
-                
+
     def get_sid_filter(self):
-        return [self.sid] 
-        
+        return [self.sid]
+
 #
 class HeavyBuyAlgorithm():
     """
@@ -91,7 +90,7 @@ class HeavyBuyAlgorithm():
     to verify the orders sent/received, transactions created, and positions
     at the close of a simulation.
     """
-    
+
     def __init__(self, sid, amount):
         self.sid = sid
         self.amount = amount
@@ -100,41 +99,41 @@ class HeavyBuyAlgorithm():
         self.order = None
         self.frame_count = 0
         self.portfolio = None
-    
+
     def initialize(self):
-        pass    
-    
+        pass
+
     def set_order(self, order_callable):
         self.order = order_callable
-        
+
     def set_portfolio(self, portfolio):
         self.portfolio = portfolio
-        
+
     def handle_data(self, data):
         self.frame_count += 1
         #place an order for 100 shares of sid
         self.order(self.sid, self.amount)
         self.incr += 1
-                
+
     def get_sid_filter(self):
-        return [self.sid]         
-    
+        return [self.sid]
+
 class NoopAlgorithm(object):
     """
     Dolce fa niente.
     """
-    
+
     def initialize(self):
         pass
-        
+
     def set_order(self, order_callable):
         pass
-    
+
     def set_portfolio(self, portfolio):
         pass
-        
+
     def handle_data(self, data):
         pass
-    
+
     def get_sid_filter(self):
-        return None
\ No newline at end of file
+        return None