Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
16 changes: 8 additions & 8 deletions alephnull/algorithm.py
Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@
# limitations under the License.
from copy import copy
from datetime import datetime
from itertools import groupby, ifilter
from itertools import groupby
from operator import attrgetter

import pytz
Expand Down Expand Up @@ -197,7 +197,7 @@ def __repr__(self):
recorded_vars=repr(self.recorded_vars))

def _init_positions(self):
for sid, pos in self._portfolio.positions.iteritems():
for sid, pos in self._portfolio.positions.items():
for perf_period in self.perf_tracker.perf_periods:
perf_period.update_position(
sid=sid,
Expand Down Expand Up @@ -234,7 +234,7 @@ def _create_data_generator(self, source_filter, sim_params):
date_sorted = date_sorted_sources(*self.sources)

if source_filter:
date_sorted = ifilter(source_filter, date_sorted)
date_sorted = filter(source_filter, date_sorted)

with_tnfms = sequential_transforms(date_sorted,
*self.transforms)
Expand Down Expand Up @@ -353,7 +353,7 @@ def run(self, source, sim_params=None, benchmark_return_source=None):

# Create transforms by wrapping them into StatefulTransforms
self.transforms = []
for namestring, trans_descr in self.registered_transforms.iteritems():
for namestring, trans_descr in self.registered_transforms.items():
sf = StatefulTransform(
trans_descr['class'],
*trans_descr['args'],
Expand Down Expand Up @@ -421,7 +421,7 @@ def record(self, **kwargs):
"""
Track and record local variable (i.e. attributes) each day.
"""
for name, value in kwargs.items():
for name, value in list(kwargs.items()):
self._recorded_vars[name] = value

def order(self, sid, amount, limit_price=None, stop_price=None):
Expand All @@ -443,7 +443,7 @@ def get_open_orders(self, sid=None):
if sid is None:
return {key: [order.to_api_obj() for order in orders]
for key, orders
in self.blotter.open_orders.iteritems()}
in self.blotter.open_orders.items()}
if sid in self.blotter.open_orders:
orders = self.blotter.open_orders[sid]
return [order.to_api_obj() for order in orders]
Expand All @@ -456,8 +456,8 @@ def get_orders(self, sid=None):
orders = {id_: {(self.blotter.orders[id_].__dict__['sid'],
self.blotter.orders[id_].__dict__['contract']):
self.blotter.orders[id_].__dict__} for id_ in
self.blotter.orders.keys()}
orders = [{sym: {key: v} for sym, v in orders[key].iteritems()} for key in orders.keys()]
list(self.blotter.orders.keys())}
orders = [{sym: {key: v} for sym, v in orders[key].items()} for key in list(orders.keys())]
orders_flat = {}
for d in orders:
orders_flat.update(d)
Expand Down
Loading