FSM for Feed

zipline/components/feed.py

@@ -3,13 +3,27 @@ from collections import Counter
 
 from zipline.core.component import Component
 from zipline.components.aggregator import Aggregate
+from zipline.utils.protocol_utils import Enum
 import zipline.protocol as zp
+from zipline.transitions import WorkflowMeta
 
 from zipline.protocol import CONTROL_PROTOCOL, COMPONENT_TYPE, \
     CONTROL_FRAME, CONTROL_UNFRAME
 
 LOGGER = logging.getLogger('ZiplineLogger')
 
+# FSM
+# ---
+
+INIT, READY, DRAINING = FEED_STATES = \
+Enum( 'INIT', 'READY', 'DRAINING')
+
+state_transitions = dict(
+    do_start = (-1    , INIT)     ,
+    do_run   = (INIT  , READY)    ,
+    do_drain = (READY , DRAINING) ,
+)
+
 class Feed(Aggregate):
     """
     Connects to N PULL sockets, publishing all messages received to a
@@ -18,20 +32,26 @@ class Feed(Aggregate):
     one execution context (thread, process, etc) and run in another.
     """
 
+    __metaclass__ = WorkflowMeta
+
+    states = list(FEED_STATES)
+    transitions = state_transitions
+    initial_state = -1
+
     def init(self):
         self.sent_count             = 0
         self.received_count         = 0
         self.draining               = False
         self.ds_finished_counter    = 0
 
-        # Depending on the size of this, might want to use a data
-        # structure with better asymptotics.
         self.data_buffer            = {}
 
         # source_id -> integer count
         self.sent_counters          = Counter()
         self.recv_counters          = Counter()
 
+        self.state = INIT
+
     @property
     def get_id(self):
         return "FEED"
@@ -71,6 +91,8 @@ class Feed(Aggregate):
         """
         Get the next message in chronological order.
         """
+
+        # is_full and draining defined in aggregator
         if not(self.is_full() or self.draining):
             return
 

zipline/components/passthrough.py

@@ -7,7 +7,7 @@ class PassthroughTransform(BaseTransform):
     """
 
     def init(self):
-        self.state = { 'name': 'PASSTHROUGH' }
+        self.props = { 'name': 'PASSTHROUGH' }
 
     #TODO, could save some cycles by skipping the _UNFRAME call
     # and just setting value to original msg string.

zipline/core/component.py

@@ -568,3 +568,23 @@ class Component(object):
             pid     = os.getpid()          ,
             pointer = hex(id(self))        ,
         )
+
+
+    @property
+    def state(self):
+        if not hasattr(self, '_state'):
+            self._state = self.initial_state
+        else:
+            return self._state
+
+    @state.setter
+    def state(self, new):
+        if not hasattr(self, '_state'):
+            self._state = self.initial_state
+
+        old = self._state
+
+        if (old, new) in self.workflow:
+            self._state = new
+        else:
+            raise RuntimeError("Invalid State Transition : %s -> %s" %(old, new))

zipline/finance/vwap.py

@@ -7,20 +7,20 @@ from zipline.finance.movingaverage import EventWindow
 class VWAPTransform(BaseTransform):
 
     def init(self, name, daycount=3):
-        self.state = {}
-        self.state['name'] = name
+        self.props = {}
+        self.props['name'] = name
         self.daycount = daycount
         self.by_sid = defaultdict(self.create_vwap)
 
     @property
     def get_id(self):
-        return self.state['name']
+        return self.props['name']
 
     def transform(self, event):
         cur = self.by_sid[event.sid]
         cur.update(event)
-        self.state['value'] = cur.vwap
-        return self.state
+        self.props['value'] = cur.vwap
+        return self.props
 
     def create_vwap(self):
         return DailyVWAP(self.daycount)

zipline/transforms/base.py

@@ -25,7 +25,7 @@ class BaseTransform(Component):
 
     @property
     def get_id(self):
-        return self.state['name']
+        return self.props['name']
 
     @property
     def get_type(self):
@@ -116,9 +116,9 @@ class BaseTransform(Component):
 
         Transforms run in parallel and results are merged into a
         single map, so transform names must be unique. Best practice
-        is to use the self.state object initialized from the transform
+        is to use the self.props object initialized from the transform
         configuration, and only set the transformed value::
 
-            self.state['value'] = transformed_value
+            self.props['value'] = transformed_value
         """
         raise NotImplementedError

zipline/transitions.py

@@ -39,24 +39,6 @@ class WorkflowMeta(type):
     """
     Base metaclass component workflows.
     """
-    @property
-    def state(self):
-        if not hasattr(self, '_state'):
-            self._state = self.initial_state
-        else:
-            return self._state
-
-    @state.setter
-    def state(self, new):
-        if not hasattr(self, '_state'):
-            self._state = self.initial_state
-
-        old = self._state
-
-        if (old, new) in self.workflow:
-            self._state = new
-        else:
-            raise RuntimeError("Invalid State Transition : %s -> %s" %(old, new))
 
     def __new__(cls, name, mro, attrs):
         base          = 'Component'
@@ -71,7 +53,6 @@ class WorkflowMeta(type):
                 raise RuntimeError('`workflow` is a reserved attribute.')
 
             if not state:
-                import pdb; pdb.set_trace()
                 raise RuntimeError('Must specify states')
 
             if not transitions: