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MAINT: Importing zipline protocol as zp

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This commit is contained in:
Richard Frank
2013-05-13 11:49:04 -04:00
committed by Eddie Hebert
parent 3ea8ac8da2
commit fa4b5a7ea4
1 changed files with 4 additions and 5 deletions
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zipline/finance/blotter.py
+4 -5
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@@ -19,8 +19,7 @@ from copy import copy
from logbook import Logger
from collections import defaultdict
from zipline.protocol import DATASOURCE_TYPE
from zipline.protocol import Order as zpOrder
import zipline.protocol as zp
from zipline.finance.slippage import (
VolumeShareSlippage,
@@ -133,7 +132,7 @@ class Blotter(object):
self.new_orders.append(cur_order)
def process_trade(self, trade_event):
if trade_event.type != DATASOURCE_TYPE.TRADE:
if trade_event.type != zp.DATASOURCE_TYPE.TRADE:
return [], []
if zp_math.tolerant_equals(trade_event.volume, 0):
@@ -194,7 +193,7 @@ class Order(object):
self.stop_reached = False
self.limit_reached = False
self.direction = math.copysign(1, self.amount)
self.type = DATASOURCE_TYPE.ORDER
self.type = zp.DATASOURCE_TYPE.ORDER
def make_id(self):
return uuid.uuid4().get_hex()
@@ -207,7 +206,7 @@ class Order(object):
def to_api_obj(self):
pydict = self.to_dict()
obj = zpOrder(initial_values=pydict)
obj = zp.Order(initial_values=pydict)
return obj
def check_triggers(self, event):