MAINT: Removes default_none from lookup_symbol

tests/test_assets.py

@@ -309,10 +309,13 @@ class AssetFinderTestCase(TestCase):
 
         # we do it twice to catch caching bugs
         for i in range(2):
-            self.assertIsNone(finder.lookup_symbol('test', as_of))
-            self.assertIsNone(finder.lookup_symbol('test1', as_of))
+            with self.assertRaises(SymbolNotFound):
+                finder.lookup_symbol('test', as_of)
+            with self.assertRaises(SymbolNotFound):
+                finder.lookup_symbol('test1', as_of)
             # '@' is not a supported delimiter
-            self.assertIsNone(finder.lookup_symbol('test@1', as_of))
+            with self.assertRaises(SymbolNotFound):
+                finder.lookup_symbol('test@1', as_of)
 
             # Adding an unnecessary fuzzy shouldn't matter.
             for fuzzy_char in ['-', '/', '_', '.']:
@@ -333,8 +336,10 @@ class AssetFinderTestCase(TestCase):
 
         # Try combos of looking up PRTYHRD with and without a time or fuzzy
         # Both non-fuzzys get no result
-        self.assertIsNone(finder.lookup_symbol('PRTYHRD', None))
-        self.assertIsNone(finder.lookup_symbol('PRTYHRD', dt))
+        with self.assertRaises(SymbolNotFound):
+            finder.lookup_symbol('PRTYHRD', None)
+        with self.assertRaises(SymbolNotFound):
+            finder.lookup_symbol('PRTYHRD', dt)
         # Both fuzzys work
         self.assertEqual(0, finder.lookup_symbol('PRTYHRD', None, fuzzy=True))
         self.assertEqual(0, finder.lookup_symbol('PRTYHRD', dt, fuzzy=True))
@@ -379,8 +384,7 @@ class AssetFinderTestCase(TestCase):
         finder = AssetFinder(self.env.engine)
         for _ in range(2):  # Run checks twice to test for caching bugs.
             with self.assertRaises(SymbolNotFound):
-                finder.lookup_symbol('non_existing', dates[0],
-                                     default_None=False)
+                finder.lookup_symbol('non_existing', dates[0])
 
             with self.assertRaises(MultipleSymbolsFound):
                 finder.lookup_symbol('existing', None)
@@ -388,11 +392,7 @@ class AssetFinderTestCase(TestCase):
             for i, date in enumerate(dates):
                 # Verify that we correctly resolve multiple symbols using
                 # the supplied date
-                result = finder.lookup_symbol(
-                    'existing',
-                    date,
-                    default_None=False,
-                )
+                result = finder.lookup_symbol('existing', date)
                 self.assertEqual(result.symbol, 'EXISTING')
                 self.assertEqual(result.sid, i)
 

zipline/algorithm.py

@@ -752,7 +752,6 @@ class TradingAlgorithm(object):
         return self.asset_finder.lookup_symbol(
             symbol_str,
             as_of_date=_lookup_date,
-            default_None=False,
         )
 
     @api_method

zipline/assets/assets.py

@@ -261,16 +261,14 @@ class AssetFinder(object):
         self._future_cache[sid] = future
         return future
 
-    def lookup_symbol(self, symbol, as_of_date, default_None=True,
-                      fuzzy=False):
+    def lookup_symbol(self, symbol, as_of_date, fuzzy=False):
         """
         Return matching Equity of name symbol in database.
 
         If multiple Equities are found and as_of_date is not set,
         raises MultipleSymbolsFound.
 
-        If no Equity was active at as_of_date raises SymbolNotFound, or None
-        if default_None is true.
+        If no Equity was active at as_of_date raises SymbolNotFound.
         """
 
         # Format inputs
@@ -337,10 +335,7 @@ class AssetFinder(object):
                 if sid is not None:
                     return self._retrieve_equity(sid)
 
-            if default_None:
-                return None
-            else:
-                raise SymbolNotFound(symbol=symbol)
+            raise SymbolNotFound(symbol=symbol)
 
         else:
             # If this is a fuzzy look-up, check if there is exactly one match
@@ -359,10 +354,7 @@ class AssetFinder(object):
             if len(sids) == 1:
                 return self._retrieve_equity(sids[0]['sid'])
             elif not sids:
-                if default_None:
-                    return None
-                else:
-                    raise SymbolNotFound(symbol=symbol)
+                raise SymbolNotFound(symbol=symbol)
             else:
                 raise MultipleSymbolsFound(
                     symbol=symbol,
@@ -477,8 +469,7 @@ class AssetFinder(object):
         elif isinstance(asset_convertible, string_types):
             try:
                 matches.append(
-                    self.lookup_symbol(asset_convertible, as_of_date,
-                                       default_None=False)
+                    self.lookup_symbol(asset_convertible, as_of_date)
                 )
             except SymbolNotFound:
                 missing.append(asset_convertible)

zipline/utils/security_list.py

@@ -6,6 +6,8 @@ import pandas as pd
 import pytz
 import zipline
 
+from zipline.errors import SymbolNotFound
+
 
 DATE_FORMAT = "%Y%m%d"
 zipline_dir = os.path.dirname(zipline.__file__)
@@ -70,12 +72,13 @@ class SecurityList(object):
 
     def update_current(self, effective_date, symbols, change_func):
         for symbol in symbols:
-            asset = self.asset_finder.lookup_symbol(
-                symbol,
-                as_of_date=effective_date
-            )
+            try:
+                asset = self.asset_finder.lookup_symbol(
+                    symbol,
+                    as_of_date=effective_date
+                )
             # Pass if no Asset exists for the symbol
-            if asset is None:
+            except SymbolNotFound:
                 continue
             change_func(asset.sid)