MAINT: Moves create_trade out of gens.utils

Slight refactoring of moving create_trade so that it's alongside
other testing/mock data utilities, instead of part of the gens module.

zipline/gens/utils.py

@@ -19,10 +19,7 @@ import numbers
 
 from hashlib import md5
 from datetime import datetime
-from zipline.protocol import (
-    DATASOURCE_TYPE,
-    Event
-)
+from zipline.protocol import DATASOURCE_TYPE
 
 
 def hash_args(*args, **kwargs):
@@ -37,25 +34,6 @@ def hash_args(*args, **kwargs):
     return hasher.hexdigest()
 
 
-def create_trade(sid, price, amount, datetime, source_id="test_factory"):
-
-    trade = Event()
-
-    trade.source_id = source_id
-    trade.type = DATASOURCE_TYPE.TRADE
-    trade.sid = sid
-    trade.dt = datetime
-    trade.price = price
-    trade.close = price
-    trade.open = price
-    trade.low = price * .95
-    trade.high = price * 1.05
-    trade.volume = amount
-    trade.TRANSACTION = None
-
-    return trade
-
-
 def assert_datasource_protocol(event):
     """Assert that an event meets the protocol for datasource outputs."""
 

zipline/sources/test_source.py

@@ -23,10 +23,33 @@ from itertools import cycle, ifilter, izip
 from datetime import datetime, timedelta
 import numpy as np
 
-from zipline.gens.utils import hash_args, create_trade
+from zipline.protocol import (
+    Event,
+    DATASOURCE_TYPE
+)
+from zipline.gens.utils import hash_args
 from zipline.utils.tradingcalendar import trading_days
 
 
+def create_trade(sid, price, amount, datetime, source_id="test_factory"):
+
+    trade = Event()
+
+    trade.source_id = source_id
+    trade.type = DATASOURCE_TYPE.TRADE
+    trade.sid = sid
+    trade.dt = datetime
+    trade.price = price
+    trade.close = price
+    trade.open = price
+    trade.low = price * .95
+    trade.high = price * 1.05
+    trade.volume = amount
+    trade.TRANSACTION = None
+
+    return trade
+
+
 def date_gen(start=datetime(2006, 6, 6, 12, tzinfo=pytz.utc),
              delta=timedelta(minutes=1),
              count=100,

zipline/utils/factory.py

@@ -31,10 +31,12 @@ from zipline.protocol import DailyReturn, Event, DATASOURCE_TYPE
 from zipline.sources import (SpecificEquityTrades,
                              DataFrameSource,
                              DataPanelSource)
-from zipline.gens.utils import create_trade
 from zipline.finance.trading import SimulationParameters
 import zipline.finance.trading as trading
-from zipline.sources.test_source import date_gen
+from zipline.sources.test_source import (
+    date_gen,
+    create_trade
+)
 
 
 def create_simulation_parameters(year=2006, start=None, end=None,